UB Paderborn / Katalog / Suche / in CDI

Sum of Bernoulli Mixtures: Beyond Conditional Independence

Journal of Probability and Statistics, 2014-01, Vol.2014 (2014), p.1-14

2014

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Sensitivity Ranks by Monte Carlo

Monte Carlo and Quasi-Monte Carlo Methods, p.309-328

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On the limit of conditional Spearman’s rho under the common factor model

Extremes (Boston), 2016-03, Vol.19 (1), p.51-78

2016

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Large-sample confidence intervals for risk measures of location–scale families

Journal of statistical planning and inference, 2012-07, Vol.142 (7), p.2032-2046

2012

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Valuing Retail Credit Tranches with Structural, Double Mixture Models

The journal of futures markets, 2015-09, Vol.35 (9), p.849-867

2015

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Portfolio credit-risk optimization

Journal of banking & finance, 2012-06, Vol.36 (6), p.1604-1615

2012

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Valuation of synthetic CDOs

Journal of banking & finance, 2007-11, Vol.31 (11), p.3357-3376

2007

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A semi-analytical method for VaR and credit exposure analysis

Annals of operations research, 2007-07, Vol.152 (1), p.23-47

2007

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Correlations under Stress

International Review of Applied Financial Issues and Economics, 2010-04, Vol.2 (2), p.248-271

2010

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A microscopic mechanism for the porous medium equation

Stochastic processes and their applications, 1997-03, Vol.66 (2), p.147-182

1997

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A class of stochastic evolutions that scale to the porous medium equation

Journal of statistical physics, 1996-11, Vol.85 (3-4), p.513-517

1996

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THE MAN-HOUR PROCESS ASSOCIATED WITH MEASURE VALUED BRANCHING RANDOM MOTIONS IN R(D)

ISCOE, IAN

1981

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Large deviations for occupation times of measure-valued branching Brownian motions

Stochastics and stochastics reports, 1993-12, Vol.45 (3-4), p.177-209

1993

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Systematic review of systemic adjuvant therapy for patients at high risk for recurrent melanoma

Cancer, 2006-04, Vol.106 (7), p.1431-1442

2006

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Practice guideline for the role of combination chemotherapy in the initial management of limited-stage small-cell lung cancer

Lung cancer (Amsterdam, Netherlands), 2004-02, Vol.43 (2), p.223-240

2004

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A phase II study of methotrexate, vinblastine, doxorubicin and cisplatin plus recombinant human granulocyte-macrophage colony stimulating factors in patients with advanced transitional cell carcinoma

The Journal of urology, 1993-10, Vol.150 (4), p.1131

1993

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Continuous narcotic infusion with patient-controlled analgesia for chronic cancer pain in outpatients

Annals of internal medicine, 1988-04, Vol.108 (4), p.554

1988

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Venous access ports

Annals of internal medicine, 1985-10, Vol.103 (4), p.637

1985

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A phase II study of spirogermanium in patients with metastatic malignant melanoma. An NCI Canada Clinical Trials Group Study

Investigational new drugs, 1985-01, Vol.3 (3), p.303-305

1985

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Sum of Bernoulli Mixtures: Beyond Conditional Independence

Sensitivity Ranks by Monte Carlo

On the limit of conditional Spearman’s rho under the common factor model

Large-sample confidence intervals for risk measures of location–scale families

Valuing Retail Credit Tranches with Structural, Double Mixture Models

Portfolio credit-risk optimization

Valuation of synthetic CDOs

A semi-analytical method for VaR and credit exposure analysis

Correlations under Stress

A microscopic mechanism for the porous medium equation

A class of stochastic evolutions that scale to the porous medium equation

THE MAN-HOUR PROCESS ASSOCIATED WITH MEASURE VALUED BRANCHING RANDOM MOTIONS IN R(D)

Large deviations for occupation times of measure-valued branching Brownian motions

Systematic review of systemic adjuvant therapy for patients at high risk for recurrent melanoma

Practice guideline for the role of combination chemotherapy in the initial management of limited-stage small-cell lung cancer

A phase II study of methotrexate, vinblastine, doxorubicin and cisplatin plus recombinant human granulocyte-macrophage colony stimulating factors in patients with advanced transitional cell carcinoma

Continuous narcotic infusion with patient-controlled analgesia for chronic cancer pain in outpatients

Venous access ports

A phase II study of spirogermanium in patients with metastatic malignant melanoma. An NCI Canada Clinical Trials Group Study

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