Chair of Applied Stochastics
Organisational unit: Chair
Related content and researchers (public profile)
- Researchers (public profile)
- Research output
- Journals
- Activities
On q-scale functions of spectrally negative Lévy processes
Behme, A. D., Oechsler, D. C. & Schilling, R. L., 2 Mar 2023, In: Advances in Applied Probability. 55, 1, p. 56 - 84 29 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Moments of the Ruin Time in a Lévy Risk Model
Strietzel, P. L. & Behme, A. D., Dec 2022, In: Methodology and Computing in Applied Probability. 24, 4, p. 3075-3099 25 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches
Strietzel, P. L. & Heinrich, H. E., 2 Jun 2022, In: Risks. 10, 6, 116.Research output: Contribution to journal › Research article › Contributed › peer-review
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory
Behme, A. D. & Sideris, A., May 2022, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability. 28, 2, p. 1309–1339 31 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Martingale Representation in Progressively Enlarged Lévy Filtrations
Di Tella, P. & Engelbert, H-J., 2022, In: Stochastics : an international journal of probability and stochastic processes. 2022, 2Research output: Contribution to journal › Research article › Contributed › peer-review
Methodology and Computing in Applied Probability
ISSNs: 1387-5841
Additional searchable ISSN (Electronic): 1573-7713
Springer, Dordrecht [u. a.]
Scopus rating (2021): CiteScore 1.8 SJR 0.417 SNIP 1.038
Journal
Theory of probability and its applications
ISSNs: 0040-585X
Additional searchable ISSN (Electronic): 1095-7219
Society for Industrial and Applied Mathematics, Philadelphia , United States
Scopus rating (2021): CiteScore 1.5 SJR 0.224 SNIP 1.39
Journal
The Annals of Probability
ISSNs: 0091-1798
Additional searchable ISSN (Electronic): 2168-894X
Institute of Mathematical Statistics, United States
Scopus rating (2021): CiteScore 4.8 SJR 2.955 SNIP 2.33
Journal
Stochastics : an international journal of probability and stochastic processes
ISSNs: 1744-2508
Additional searchable ISSN (Electronic): 1744-2516
Taylor & Francis
Scopus rating (2021): CiteScore 1.5 SJR 0.498 SNIP 1.171
Journal
Journal of Theoretical Probability
ISSNs: 0894-9840
Additional searchable ISSN (Electronic): 1572-9230
Springer Science and Business Media B.V., United States
Scopus rating (2021): CiteScore 1.4 SJR 0.612 SNIP 0.94
Journal
SPART 2018 - Stochastic Processes and Random Trees
Behme, A. D. (Organiser), Pitters, H. (Organiser)11 Oct 2018 → 12 Oct 2018
Activity: Organising or participating in an event › Organising an event