Guy Latouche
Management Science and Operations Research · 2003–2005
A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 8 citations into it; #11,021 of 11,946 by trust here, #7,638 by citations
- Statistics and Probability — 5 citations into it; #12,106 of 12,932 by trust here, #8,740 by citations
Whom Guy Latouche trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Guy Latouche overall
Papers from Guy Latouche's perspective
Ordered by how strongly the researchers Guy Latouche trusts endorse each paper. Same corpus, a different order for every researcher.
- On the Density and Moments of the Time of Ruin with Exponential Claims (ASTIN Bulletin: The Journal of the International Actuarial Association)
- On the Distribution of the Deficit at Ruin when Claims are Phase-type
- Introduction to Matrix Analytic Methods in Stochastic Modeling (Technometrics)
- Lundberg Approximations for Compound Distributions With Insurance Applications
- Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
- Kendall's advanced theory of statistics
- Erlangian Approximations for Finite-Horizon Ruin Probabilities (ASTIN Bulletin: The Journal of the International Actuarial Association)
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
- An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
Their papers
- Risk processes analyzed as fluid queues (2005) — 101 citations
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (2005) — 50 citations
- Numerical methods for structured Markov chains (2005) — 329 citations
- Solving nonlinear matrix equations arising in Tree-Like stochastic processes (2003) — 54 citations