Concepedia

Conjugate processes and the silumation of ruin problems

S⊘ren Asmussen

Stochastic Processes and their Applications · 1985 · 77 citations · 23 references

DOI

Concepts

References

23

The Monte Carlo Method

N. Metropolis, Stanislaw M. Ulam · Journal of the American Statistical Association · 1949 · 6.1K citations

, , +12

Information and Exponential Families in Statistical Theory.

J. F. C. Kingmán, Ole E. Barndorff–Nielsen · Journal of the Royal Statistical Society Series A (General) · 1979 · 1.2K citations

, , +10

An introduction to queueing theory

Computers & Operations Research · 1993 · 914 citations

, , +10

Introduction to Queueing Theory

R. R. P. Jackson, Robert B. Cooper · Journal of the Operational Research Society · 1982 · 415 citations

, , +11

Studies in the Theory of Random Processes

Robert E. Odeh, A. V. Skorokhod · Technometrics · 1966 · 346 citations

, , +11