Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
19 articles.
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1. On the sojourn time of a generalized Brownian meander;Statistics & Probability Letters;2021-01
2. On occupation times in the red of Lévy risk models;Insurance: Mathematics and Economics;2020-05
3. On the distribution of cumulative Parisian ruin;Insurance: Mathematics and Economics;2017-03
4. Small drift limit theorems for random walks;Journal of Applied Probability;2017-03
5. The Growth Optimal Investment Strategy Is Secure, Too;Optimal Financial Decision Making under Uncertainty;2016-10-18