Kouji Yamamuro
Management Science and Operations Research · 2010
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 6 citations into it
- Finance — 5 citations into it
Whom Kouji Yamamuro trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Kouji Yamamuro's perspective
Ordered by how strongly the researchers Kouji Yamamuro trusts endorse each paper. Same corpus, a different order for every researcher.
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Convolution equivalence and infinite divisibility (Journal of Applied Probability)
- Lower limits and equivalences for convolution tails
- Convolution equivalence and distributions of random sums
- On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes
- Infinite divisibility and generalized subexponentiality
- Modelling Extremal Events for Insurance and Finance
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift
- On Large Deviations of Sums of Independent Random Variables
- Maxima of Sums of Heavy-Tailed Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)