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Avram, Florin - Laboratoire de Mathématiques Appliquées, Université de Pau et des Pays de l'Adour
On the valuation of constant barrier options under spectrally one sided exponential L evy models
Ruin probabilities and de cit for the renewal risk model with phase{type interarrival times
On the Large Deviations Approximation for the Stationary Distribution
Exit Problems for Spectrally Negative L evy Processes and Applications to Russian, American and Canadized
An ordinary di erential equations approach for nite time ruin probabilities, including interest rates
On Large Deviations for Polyhedral Regulated Brownian Motion
A METHOD FOR COMPUTING DOUBLE BAND POLICIES FOR
Explicit Solutions for Variational Problems in the Quadrant Florin Avram
An Optimal Control Approach to Optimization of Multiclass Queueing Networks
Finite time ruin probabilities with one Laplace inversion
Lectures in Applied Mathematics OPTIMAL CONTROL OF FLUID
Russian and American put options under exponential phasetype Levy models
The two barriers ruin problem via a Wiener Hopf decomposition approach
Robustness of the R/S statistic for fractional stable noises yzx Florin Avram
On the generalized Brascamp-Lieb-Barthe inequality, a Szego type limit theorem, and the asymptotic theory of random sums, integrals and
Phase-type approximations to finite-time ruin probabilities in the Sparre-Andersen and
Submitted to the Annals of Applied Probability ON THE OPTIMAL DIVIDEND PROBLEM FOR A
Exit problem of a two-dimensional risk process from a cone: exact and asymptotic results