Research Interests: Functional limit theorems in probability and statistics, queueing theory, insurance
Publications
On a multi-dimensional oil exploration problem
– Journal of Applied Mathematics and Stochastic Analysis
(2005)
2005,
97
(doi: 10.1155/jamsa.2005.97)
Estimation
(2004)
2,
621
A functional approach to approximations for the individual risk model
– Astin Bulletin The Journal of the ASTIN and AFIR Sections of the International Actuarial Association
(2004)
34,
379
Statistical Aspects of Perpetuities
– Journal of Multivariate Analysis
(2000)
75,
143
(doi: 10.1006/jmva.1999.1890)
Nonparametric estimation in renewal theory II: Solutions of renewal-type equations
– ANN STAT
(2000)
28,
88
Non-parametric estimation for the M/G/infinity queue
– Annals of the Institute of Statistical Mathematics
(1999)
51,
71
(doi: 10.1023/a:1003831118254)
Approximations for semi-Markov single ion channel models
(1999)
103
Non-parametric inference from M/G/1 busy periods
– Communications in Statistics: Stochastic Models
(1999)
15,
247
Approximations for solutions of renewal-type equations
– Stochastic Processes and their Applications
(1998)
78,
195
A Functional Approach to Approximations for the Observed Open Times in Single Ion Channel Models
– Journal of Mathematical Analysis and Applications
(1998)
219,
260
(doi: 10.1006/jmaa.1997.5788)
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