Home | english  |  Impressum  |  Datenschutz  |  Sitemap  |  Intranet  |  KIT
Institut für Stochastik

Sekretariat
Kollegiengebäude Mathematik (20.30)
Zimmer 2.056 und 2.002

Adresse
Hausadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstr. 2
D-76131 Karlsruhe

Postadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Postfach 6980
D-76049 Karlsruhe

Öffnungszeiten:
Mo-Fr 10:00 - 12:00

Tel.: 0721 608 43270/43265

Fax.: 0721 608 46066

Stochastic Orderings

  1. (with Gilitschenski, I. and Hanebeck, U.) Exact and approximate hidden Markov chain filters based on discrete observations. 2014 arXiv
  2. (with Manger, A.) Dependence Properties of exit times with applications to risk management. International Journal of Operations Research 7(4), 33-39, 2010. pdf
  3. (with Blatter, A. and A. Müller) Dependence Properties and Comparison Results for Levy Processes. Mathematical Methods of Operations Research 67(1), 161-186, 2008 pdf
  4. (with Müller, A.) Stochastic orders and risk measures: consistency and bounds. Insurance: Mathematics and Economics 38(1), 132-148, 2006 pdf
  5. How to improve the performance of ATM multiplexers. Operations Research Letters 24, 81-89, 1999.
  6. (with Rolski, T.) A monotonicity result for the work-load in Markov-modulated queues. Journal of Applied Probability 35, 741-747, 1998.
  7. The advantage of small machines in a stochastic fluid production process. Mathematical Methods of Operations Research 47(1), 83-97,1998.
  8. Monotonicity results for MR/GI/1 queues. Journal of Applied Probability 34, 514-524, 1997.
  9. (with Rieder, U.) Comparison results for Markov-modulated recursive models. Probability in the Engineering and Informational Sciences 11, 203-217, 1997.
  10. Inequalities for stochastic models via supermodular orderings. Communications in Statistics - Stochastic Models 13(1), 181-201, 1997. ps
  11. (with Müller, A.) Modeling and comparing dependencies in multivariate risk portfolios. ASTIN Bulletin 28(1), 59-76, 1998 ps