Jeffrey F. Collamore

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• CV
• Research outputs
• Most downloaded

Most downloads

1. 1264 downloads

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

   Research output: Contribution to journal › Journal article › Research › peer-review

2. 1225 downloads

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

   Research output: Contribution to journal › Journal article › Research › peer-review

3. 1091 downloads

   Published

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

   Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

4. 1047 downloads

   Published

   Tail estimates for stochastic fixed point equations via nonlinear renewal theory

   Research output: Contribution to journal › Journal article › Research › peer-review

5. 1013 downloads

   Published

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

   Research output: Contribution to journal › Journal article › Research › peer-review