Jeffrey F. Collamore

Jeffrey F. Collamore

Professor

ORCID: 0000-0001-6372-8152

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  1. Published

    Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

    Collamore, Jeffrey F., 2009, In: Annals of Applied Probability. 19, 4, p. 1404-1458 55 p.

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

  2. Published

    Sharp Probability Tail Estimates for Portfolio Credit Risk

    Collamore, Jeffrey F., Silva, H. D. & Vidyashankar, A. N., 14 Dec 2022, In: Risks. 10, 12, p. 1-20 239.

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

  3. Published

    Rare event simulation for processes generated via stochastic fixed point equations

    Collamore, Jeffrey F., Diao, G. & Vidyashankar, A. N., 2014, In: Annals of Applied Probability. 24, 5, p. 2143-2175 33 p.

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

  4. First passage times for general sequences of random vectors: a large deviations approach

    Collamore, Jeffrey F., 1998, In: Stochastic Processes and Their Applications. 78, 1, p. 97-130 34 p.

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

  5. Importance sampling techniques for the multidimensional ruin problem

    Collamore, Jeffrey F., 1999, In: Probabilistic analysis of rare events: theory and problems of safety, insurance, and ruin. V. V. Kalashnikov and A. M. Andronov, editors. Jurmala, Latvia, June 1999. . 4 p.

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

  6. Large Deviation Techniques for the Study of the Hitting Probabilities of Rare Sets

    Collamore, Jeffrey F., 1996, Madison, WI, U.S.A.: University of Wisconsin. 114 p.

    Research output: Book/Report › Ph.D. thesis › Research

  7. Hitting probabilities and large deviations

    Collamore, Jeffrey F., 1996, In: Annals of Probability. 24, 4, p. 2065-2078 14 p.

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

  8. Published

    Rare event analysis for minimum Hellinger distance estimators via large deviation theory

    Vidyashankar, A. N. & Collamore, Jeffrey F., 2021, In: Entropy. 23, 4, 20 p., 386.

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

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