| Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors JF Collamore The Annals of Applied Probability 12 (1), 382-421, 2002 | 75 | 2002 |
| Hitting probabilities and large deviations JF Collamore The Annals of Probability, 2065-2078, 1996 | 72 | 1996 |
| Random recurrence equations and ruin in a Markov-dependent stochastic economic environment JF Collamore The Annals of Applied Probability 19 (4), 1404-1458, 2009 | 49 | 2009 |
| First passage times of general sequences of random vectors: a large deviations approach JF Collamore Stochastic Processes and their Applications 78 (1), 97-130, 1998 | 43 | 1998 |
| Large deviation estimates for exceedance times of perpetuity sequences and their dual processes D Buraczewski, JF Collamore, E Damek, J Zienkiewicz | 28 | 2016 |
| Tail estimates for stochastic fixed point equations via nonlinear renewal theory JF Collamore, AN Vidyashankar Stochastic Processes and their Applications 123 (9), 3378-3429, 2013 | 27 | 2013 |
| Rare event simulation for processes generated via stochastic fixed point equations JF Collamore, G Diao, AN Vidyashankar | 21 | 2014 |
| Large excursions and conditioned laws for recursive sequences generated by random matrices JF Collamore, S Mentemeier The Annals of Probability 46 (4), 2064-2120, 2018 | 13 | 2018 |
| Exact asymptotics for a large deviations problem for the GI/G/1 queue S Asmussen, JF Collamore Markov Process.Related Fields 5 (4), 451-476, 1999 | 9 | 1999 |
| Large deviation tail estimates and related limit laws for stochastic fixed point equations JF Collamore, AN Vidyashankar Random Matrices and Iterated Random Functions: Münster, October 2011, 91-117, 2013 | 6 | 2013 |
| Large deviation techniques for the study of the hitting probabilities of rare sets JF Collamore The University of Wisconsin-Madison, 1996 | 4 | 1996 |
| Rare event simulation for stochastic fixed point equations related to the smoothing transformation JF Collamore, AN Vidyashankar, J Xu 2013 Winter Simulations Conference (WSC), 555-563, 2013 | 3 | 2013 |
| Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory AN Vidyashankar, JF Collamore Entropy 23 (4), 386, 2021 | 1 | 2021 |
| Small-time ruin for a financial process modulated by a Harris recurrent Markov chain JF Collamore, A Höing Finance and Stochastics 11 (3), 299-322, 2007 | 1 | 2007 |
| Sharp Probability Tail Estimates for Portfolio Credit Risk JF Collamore, H de Silva, AN Vidyashankar Risks 10 (12), 239, 2022 | | 2022 |
| An importance sampling algorithm for estimating extremes of perpetuity sequences JF Collamore AIP Conference Proceedings 1479 (1), 1966-1969, 2012 | | 2012 |
Dariusz BuraczewskiUniversity of Wroclaw確認したメール アドレス: uwr.edu.pl
