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Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor addres
Welfengarten 1
30167
Hannover
81 - 100 out of 146Page size: 20

Publications

  1. Published

    Pruned discrete random samples

    Grübel, R. & Hitczenko, P., 5 Nov 2013, In: Electronic Notes in Discrete Mathematics. 44, p. 321-326 6 p.

    Research output: Contribution to journalArticleResearchpeer review

  2. Published

    Matchmaking and testing for exponentiality in the M/G/ ∞ queue

    Grübel, R. & Wegener, H., Mar 2011, In: Journal of applied probability. 48, 1, p. 131-144 14 p.

    Research output: Contribution to journalArticleResearchpeer review

  3. Published

    On the total time spent in records by a discrete uniform sequence

    Grübel, R. & Reimers, A., Sept 2001, In: Journal of applied probability. 38, 3, p. 768-775 8 p.

    Research output: Contribution to journalArticleResearchpeer review

  4. Published

    Edgeworth expansions for profiles of lattice branching random walks

    Grübel, R. & Kabluchko, Z., Nov 2017, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 53, 4, p. 2103-2134 32 p.

    Research output: Contribution to journalArticleResearchpeer review

  5. Published

    A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees

    Grübel, R. & Kabluchko, Z., Dec 2016, In: Annals of Applied Probability. 26, 6, p. 3659-3698 40 p.

    Research output: Contribution to journalArticleResearchpeer review

  6. Published

    Random recursive trees: a boundary theory approach

    Grübel, R. & Michailow, I., 2015, In: Electronic journal of probability. 20, p. 1-22 22 p., 37.

    Research output: Contribution to journalArticleResearchpeer review

  7. Published

    Search trees: Metric aspects and strong limit theorems

    Grübel, R., Jun 2014, In: Annals of Applied Probability. 24, 3, p. 1269-1297 29 p.

    Research output: Contribution to journalArticleResearchpeer review

  8. Published

    Kombinatorische Markov-Ketten

    Grübel, R., Oct 2013, In: Mathematische Semesterberichte. 60, 2, p. 185-216 32 p.

    Research output: Contribution to journalArticleResearchpeer review

  9. Published

    Orthogonalization of multivariate location estimators: The orthomedian

    Grübel, R., Aug 1996, In: Annals of Statistics. 24, 4, p. 1457-1473 17 p.

    Research output: Contribution to journalArticleResearchpeer review

  10. Published

    Computation of compound distributions i: Aliasing errors and exponential tilting

    Grübel, R. & Hermesmeier, R., 1999, In: Astin bulletin. 29, 2, p. 197-214 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  11. Published

    Mixed Poisson approximation of node depth distributions in random binary search trees

    Grübel, R. & Stefanoski, N., Feb 2005, In: Annals of Applied Probability. 15, 1 A, p. 279-297 19 p.

    Research output: Contribution to journalArticleResearchpeer review

  12. Published

    On the median-of-k version of Hoare's selection algorithm

    Grübel, R., Mar 1999, In: Theoretical Informatics and Applications. 33, 2, p. 177-192 16 p.

    Research output: Contribution to journalArticleResearchpeer review

  13. Published

    Rarity and exponentiality: An extension of Keilson's theorem, with applications

    Grübel, R. & Reich, M., Jun 2005, In: Journal of applied probability. 42, 2, p. 393-406 14 p.

    Research output: Contribution to journalArticleResearchpeer review

  14. Published

    Tail expansions for random record distributions

    Grübel, R. & Von Öhsen, N., Mar 2001, In: Mathematical Proceedings of the Cambridge Philosophical Society. 130, 2, p. 365-382 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  15. Published

    Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation

    Grübel, R. & Hermesmeier, R., Nov 2000, In: Astin bulletin. 30, 2, p. 309-331 23 p.

    Research output: Contribution to journalArticleResearchpeer review

  16. Published

    Asymptotic distribution theory for Hoare's selection algorithm

    Grübel, R. & Rösler, U., Mar 1996, In: Advances in applied probability. 28, 1, p. 252-269 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  17. Published

    Gaps in discrete random samples: extended abstract

    Grübel, R. & Hitczenko, P., Dec 2009, In: Electronic Notes in Discrete Mathematics. 35, C, p. 97-102 6 p.

    Research output: Contribution to journalArticleResearchpeer review

  18. Published

    Utility maximization under a shortfall risk constraint

    Gundel, A. & Weber, S., 2008, In: Journal of mathematical economics.

    Research output: Contribution to journalArticleResearchpeer review

  19. Published

    Robust utility maximization with limited downside risk in incomplete markets

    Gundel, A. & Weber, S., 2007, In: Stochastic Processes and their Applications.

    Research output: Contribution to journalArticleResearchpeer review

  20. Published

    Stochastic root finding for optimized certainty equivalents

    Hamm, A., Salfeld, T. & Weber, S., 2013, Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. (Winter Simulation Conference proceedings).

    Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review