The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
In this paper, we develop a new "robust mixing" framework for reasoning about adversarially modified Markov Chains (AMMC). Let P be the transition matrix of an irreducib...
This paper provides descriptive research about a successful collaborative vision development process undertaken for a regional United Way. The entire process from learning about t...
Wireless sensor networks (WSNs) have been increasingly available for critical applications such as security surveillance and environmental monitoring. An important performance mea...
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...