Research Article
An analysis of transient Markov decision processes
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- 14 July 2016, pp. 603-621
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Monotone utility convergence
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- 14 July 2016, pp. 622-633
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Derivatives pricing via p-optimal martingale measures: some extreme cases
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- 14 July 2016, pp. 634-651
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The untraceable events method for absorbing processes
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- 14 July 2016, pp. 652-664
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Ultra-small scale-free geometric networks
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- 14 July 2016, pp. 665-677
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Efficient routeing in Poisson small-world networks
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- 14 July 2016, pp. 678-686
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On stochastic recursive equations of sum and max type
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- 14 July 2016, pp. 687-703
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Stochastic orders and majorization of mean order statistics
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- 14 July 2016, pp. 704-712
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Large deviations for risk processes with reinsurance
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- 14 July 2016, pp. 713-728
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On-line selection of an acceptable pair
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- 14 July 2016, pp. 729-740
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A martingale characterization of Pólya-Lundberg processes
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- 14 July 2016, pp. 741-754
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A matrix-analytic approach to the N-player ruin problem
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- 14 July 2016, pp. 755-766
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Ergodic properties and ergodic decompositions of continuous-time Markov processes
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- 14 July 2016, pp. 767-781
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Ergodicity and mixing properties of the northeast model
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- 14 July 2016, pp. 782-792
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Dependence ordering for Markov processes on partially ordered spaces
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- 14 July 2016, pp. 793-814
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Nonexponential asymptotics for the solutions of renewal equations, with applications
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- 14 July 2016, pp. 815-824
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Imperfect maintenance in a generalized competing risks framework
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- 14 July 2016, pp. 825-839
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Maximal avalanches in the Bak-Sneppen model
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- 14 July 2016, pp. 840-851
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A discrete multivariate distribution resulting from the law of small numbers
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- 14 July 2016, pp. 852-866
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Bounds for perpetual American option prices in a jump diffusion model
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- 14 July 2016, pp. 867-873
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