On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Borovkov, Konstantin A., Dickson, David C.M.
Published in Insurance, mathematics & economics (01.06.2008)
Published in Insurance, mathematics & economics (01.06.2008)
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Journal Article
On the expectations of maxima of sets of independent random variables
Tokarev, Daniel V., Borovkov, Konstantin A.
Published in Statistics & probability letters (01.12.2009)
Published in Statistics & probability letters (01.12.2009)
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Journal Article
A refined version of the integro-local Stone theorem
Borovkov, Alexander A., Borovkov, Konstantin A.
Published in Statistics & probability letters (01.04.2017)
Published in Statistics & probability letters (01.04.2017)
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Journal Article