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2 - Martingales
- from Part I - Tools and Theory
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- Book:
- Harmonic Functions and Random Walks on Groups
- Published online:
- 16 May 2024
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- 23 May 2024, pp 50-74
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LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 13 July 2020, pp. 1093-1122
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- September 2020
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A - Probability and statistics
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- Actuarial Mathematics for Life Contingent Risks
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- 30 April 2020
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- 19 December 2019, pp 716-726
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SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 17 July 2019, pp. 591-617
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- September 2019
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DILATIONS OF INTERACTION GROUPS THAT EXTEND ACTIONS OF ORE SEMIGROUPS
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- Journal of the Australian Mathematical Society / Volume 104 / Issue 2 / April 2018
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- 30 January 2018, pp. 145-161
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- April 2018
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An alternative axiomatic characterisation of pricing operators
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1257-1264
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- December 2016
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A Note on Amenability of Locally Compact Quantum Groups
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- Journal:
- Canadian Mathematical Bulletin / Volume 57 / Issue 2 / 14 June 2014
- Published online by Cambridge University Press:
- 20 November 2018, pp. 424-430
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- 14 June 2014
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Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 377-386
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- June 2014
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USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 44 / Issue 2 / May 2014
- Published online by Cambridge University Press:
- 19 February 2014, pp. 237-276
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- May 2014
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Asymptotics of conditional moments of the summand in Poisson compounds
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 65-76
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- August 2011
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Positive Dependence of Signals
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- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
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- 14 July 2016, pp. 893-897
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- September 2010
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Prediction in a Poisson cluster model
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 350-366
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- June 2010
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A relation between positive dependence of signal and the variability of conditional expectation given signal
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 1181-1185
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- December 2006
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Structured triangular limit algebras
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- Proceedings of the London Mathematical Society / Volume 75 / Issue 1 / July 1997
- Published online by Cambridge University Press:
- 01 July 1997, pp. 177-193
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- July 1997
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A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems
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- Journal of Applied Probability / Volume 34 / Issue 2 / June 1997
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- 14 July 2016, pp. 372-380
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- June 1997
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Characterization of a general class of life-testing models
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- Journal of Applied Probability / Volume 32 / Issue 2 / June 1995
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- 14 July 2016, pp. 548-553
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- June 1995
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Properties of the spatial unilateral first-order ARMA model
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- Advances in Applied Probability / Volume 25 / Issue 3 / September 1993
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- 01 July 2016, pp. 631-648
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- September 1993
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Characterizing the geometric distribution using expectations of order statistics
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- Journal of Applied Probability / Volume 24 / Issue 2 / June 1987
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- 14 July 2016, pp. 534-539
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- June 1987
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A conditional expectation formula for diffusion processes
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- Journal of Applied Probability / Volume 14 / Issue 3 / September 1977
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- 14 July 2016, pp. 626-629
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- September 1977
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Characterization theorems using conditional expectations
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- Journal:
- Journal of Applied Probability / Volume 12 / Issue 2 / June 1975
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- 14 July 2016, pp. 400-406
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- June 1975
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