activity
20102026
most citedOn time-inconsistent stopping problems and mixed strategy stopping times

48 citations · 207 across the 31 of their papers we have counts for

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Showing 2010Show all

2 papers · 1 filter

math.PR2010★ 3 cited

Generalized Fibonacci Numbers and Blackwell's Renewal Theorem

Sören Christensen

We investigate a connection between generalized Fibonacci numbers and renewal theory for stochastic processes. Using Blackwell's renewal theorem we find an approximation to the gen…

math.PR2010★ 9 cited

Phasetype distributions, autoregressive processes and overshoot

Sören Christensen

Autoregressive processes are intensively studied in statistics and other fields of applied stochastics. For many applications the overshoot and the threshold-time are of special in…