David A. Stanford †

Management Science and Operations Research · 2004–2005

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom David A. Stanford † trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tom L. Burr

Who trusts David A. Stanford † overall

  1. Lothar Breuer

Papers from David A. Stanford †'s perspective

Ordered by how strongly the researchers David A. Stanford † trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Introduction to Matrix Analytic Methods in Stochastic Modeling (Technometrics)
  2. On the Distribution of the Deficit at Ruin when Claims are Phase-type
  3. Diversification of aggregate dependent risks
  4. Erlangian Approximations for Finite-Horizon Ruin Probabilities (ASTIN Bulletin: The Journal of the International Actuarial Association)
  5. Monte Carlo Methods in Financial Engineering
  6. The estimation of phase-type related functionals using Markov chain Monte Carlo methods
  7. An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
  8. On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
  9. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
  10. Matrix‐analytic Models and their Analysis

Their papers