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Let $X_1, X_2, \cdots$ be i.i.d. random variables with $EX_1 = 0, EX_1^2 = 1$ and let $S_n = X_1 + \cdots + X_n$. In this paper, we study the ladder variable $S_N ...
Asymptotic Probabilities of an Exceedance over Renewal Thresholds with an Application to Risk Theory
Let $(Y_{n}, N_{n})_{n\geq 1}$ be independent and identically distributed bivariate random variables such that the $N_{n}$ are positive with finite mean $\nu$ and the ...
This course is available on the BSc in Data Science, BSc in Mathematics with Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on ...
This course is available on the BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics and BSc in Mathematics with Economics. This course is available as an outside option to ...
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