フォロー
U. Tuncay Alparslan
U. Tuncay Alparslan
Assistant Professor of Mathematics and Statistics, American University
確認したメール アドレス: american.edu
タイトル
引用先
引用先
Ruin probability with certain stationary stable claims generated by conservative flows
UT Alparslan, G Samorodnitsky
Advances in applied probability 39 (2), 360-384, 2007
82007
A measure of dependence for stable distributions
UT Alparslan, JP Nolan
Extremes 19, 303-323, 2016
72016
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
UT Alparslan, G Samorodnitsky
Scandinavian Actuarial Journal 2007 (3), 180-201, 2007
72007
Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
UT Alparslan
Advances in Applied Probability 41 (3), 874-892, 2009
62009
Aggregate excess-of-loss under extreme risk: A reinsurance model with Fréchet claims
EL Luerken
University of Nevada, Reno, 2009
12009
Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift
UT Alparslan
Stochastic Models 29 (3), 380-411, 2013
2013
Risk Processes Driven by Stationary Stable Streams of Claims
UT Alparslan
Cornell University, 2006
2006
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