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Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

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

  1. 1996

  2. 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 journal › Article › Research › peer review

  3. Published

    Perpetuities with thin tails

    Goldie, C. M. & Grübel, R., Jun 1996, In: Advances in applied probability. 28, 2, p. 463-480 18 p.

    Research output: Contribution to journal › Article › Research › peer review

  4. 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 journal › Article › Research › peer review

  5. Published

    Confidence bounds for the adjustment coefficient

    Pitts, S. M., Grübel, R. & Embrechts, P., Sept 1996, In: Advances in applied probability. 28, 3, p. 802-827 26 p.

    Research output: Contribution to journal › Article › Research › peer review

  6. 1997

  7. Published

    On a class of characterization problems for random convex combinations

    Baringhaus, L. & Grübel, R., Sept 1997, In: Annals of the Institute of Statistical Mathematics. 49, 3, p. 555-567 13 p.

    Research output: Contribution to journal › Article › Research › peer review

  8. 1998

  9. Published

    Hoare's Selection Algorithm: A Markov Chain Approach

    Grübel, R., 1 Jan 1998, In: Journal of applied probability. 35, 1, p. 36-45 10 p.

    Research output: Contribution to journal › Article › Research › peer review

  10. 1999

  11. 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 journal › Article › Research › peer 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 journal › Article › Research › peer review

  13. 2000

  14. Published

    Statistical Aspects of Perpetuities

    Grübel, R. & Pitts, S. M., Oct 2000, In: Journal of Multivariate Analysis. 75, 1, p. 143-162 20 p.

    Research output: Contribution to journal › Article › Research › peer 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 journal › Article › Research › peer review

  16. 2001

  17. 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 journal › Article › Research › peer review

  18. 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 journal › Article › Research › peer review

  19. 2002

  20. Published

    From matchbox to bottle: A storage problem

    Baringhaus, L. & Grübel, R., Sept 2002, In: Journal of applied probability. 39, 3, p. 650-656 7 p.

    Research output: Contribution to journal › Article › Research › peer review

  21. 2003

  22. Published

    Decompounding: An estimation problem for Poisson random sums

    Buchmann, B. & Grübel, R., Aug 2003, In: Annals of Statistics. 31, 4, p. 1054-1074 21 p.

    Research output: Contribution to journal › Article › Research › peer review

  23. Published

    On the multiplicity of the maximum in a discrete random sample

    Bruss, F. T. & Grübel, R., Nov 2003, In: Annals of Applied Probability. 13, 4, p. 1252-1263 12 p.

    Research output: Contribution to journal › Article › Research › peer review

  24. 2004

  25. Published

    Measures and Models of Financial Risk

    Weber, S., 2004

    Research output: Other contribution › Other publication › Research

  26. Published

    Cyclical Correlations, Credit Contagion, and Portfolio Losses

    Giesecke, K. & Weber, S., Dec 2004, In: Journal of Banking and Finance. 28, 12, p. 3009-3036

    Research output: Contribution to journal › Article › Research › peer review

  27. Published

    Decompounding poisson random sums: Recursively truncated estimates in the discrete case

    Buchmann, B. & Grübel, R., Dec 2004, In: Annals of the Institute of Statistical Mathematics. 56, 4, p. 743-756 14 p.

    Research output: Contribution to journal › Article › Research › peer review

  28. 2005

  29. Published

    Alternativen zu Value at Risk

    Weber, S. & Schmidt, T., 2005, In: Zeitschrift fur die gesamte Versicherungswissenschaft.

    Research output: Contribution to journal › Article › Research › peer review

  30. 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 journal › Article › Research › peer review

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