Jeffrey F. Collamore

Jeffrey F. Collamore

Professor

Most downloads

  1. 1243 downloads

    Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. 1200 downloads

    Exact asymptotics for a large deviations problem for the GI/G/1 queue

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 989 downloads
    Published

    Large deviation tail estimates and related limit laws for stochastic fixed point equations

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  4. 988 downloads
    Published

    Tail estimates for stochastic fixed point equations via nonlinear renewal theory

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 937 downloads
    Published

    Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.

    Research output: Contribution to journalJournal articleResearchpeer-review

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