Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory von Vidyashankar, Anand N, Collamore, Jeffrey F

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Sharp Probability Tail Estimates for Portfolio Credit Risk von Collamore, Jeffrey F., de Silva, Hasitha, Vidyashankar, Anand N.

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Random Recurrence Equations and Ruin in a Markov-Dependent Stochastic Economic Environment von Collamore, Jeffrey F.

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LARGE EXCURSIONS AND CONDITIONED LAWS FOR RECURSIVE SEQUENCES GENERATED BY RANDOM MATRICES von Collamore, Jeffrey F., Mentemeier, Sebastian

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LARGE DEVIATION ESTIMATES FOR EXCEEDANCE TIMES OF PERPETUITY SEQUENCES AND THEIR DUAL PROCESSES von Buraczewski, Dariusz, Collamore, Jeffrey F., Damek, Ewa, Zienkiewicz, Jacek

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RARE EVENT SIMULATION FOR PROCESSES GENERATED VIA STOCHASTIC FIXED POINT EQUATIONS von Collamore, Jeffrey F., Diao, Guoqing, Vidyashankar, Anand N.

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Tail estimates for stochastic fixed point equations via nonlinear renewal theory von Collamore, Jeffrey F., Vidyashankar, Anand N.

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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain von Collamore, Jeffrey F., Höing, Andrea

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First passage times of general sequences of random vectors: A large deviations approach von Collamore, Jeffrey F.

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Hitting Probabilities and Large Deviations von Collamore, Jeffrey F.

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Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations von Collamore, Jeffrey F., Vidyashankar, Anand N.

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Large excursions and conditioned laws for recursive sequences generated by random matrices von Collamore, Jeffrey F, Mentemeier, Sebastian

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First passage times of general sequences of random vectors: A large deviations approach11Some of the results in this paper were originally contained in the author’s Ph.D. dissertat... von Collamore, Jeffrey F.

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Large excursions and conditioned laws for recursive sequences generated by random matrices von Collamore, Jeffrey F, Mentemeier, Sebastian

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Random recurrence equations and ruin in a Markov-dependent stochastic economic environment von Collamore, Jeffrey F

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Large deviation estimates for exceedance times of perpetuity sequences and their dual processes von Buraczewski, Dariusz, Collamore, Jeffrey F, Damek, Ewa, Zienkiewicz, Jacek

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Rare event simulation for processes generated via stochastic fixed point equations von Collamore, Jeffrey F, Diao, Guoqing, Vidyashankar, Anand N

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Tail estimates for stochastic fixed point equations via nonlinear renewal theory von Collamore, Jeffrey F, Vidyashankar, Anand N

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Large deviation estimates for exceedance times of perpetuity sequences and their dual processes von Buraczewski, Dariusz, Collamore, Jeffrey F, Damek, Ewa, Zienkiewicz, Jacek

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Tail estimates for stochastic fixed point equations via nonlinear renewal theory von Collamore, Jeffrey F, Vidyashankar, Anand N

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