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Rudolf Grübel
Rudolf Grübel
Professor of Mathematics, Leibniz University Hannover
Verified email at stochastik.uni-hannover.de
Title
Cited by
Cited by
Year
Perpetuities with thin tails
CM Goldie, R Grübel
Advances in Applied Probability 28 (2), 463-480, 1996
1391996
The length of the shorth
R Grubel
The Annals of Statistics, 619-628, 1988
1331988
Decompounding: an estimation problem for Poisson random sums
B Buchmann, R Grübel
The annals of statistics 31 (4), 1054-1074, 2003
882003
Asymptotic distribution theory for Hoare's selection algorithm
R Grübel, U Rösler
Advances in Applied Probability 28 (1), 252-269, 1996
741996
Computation of compound distributions I: aliasing errors and exponential tilting
R Grübel, R Hermesmeier
ASTIN Bulletin: The Journal of the IAA 29 (2), 197-214, 1999
721999
Nonparametric estimation in renewal theory I: the empirical renewal function
R Grubel, SM Pitts
The Annals of Statistics, 1431-1451, 1993
631993
Multivariate counting processes: copulas and beyond
N Bäuerle, R Grübel
ASTIN Bulletin: The Journal of the IAA 35 (2), 379-408, 2005
572005
Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor WS Jewell on the occasion of his 60th birthday
P Embrechts, R Grübel, SM Pitts
Statistica Neerlandica 47 (1), 59-75, 1993
491993
Confidence bounds for the adjustment coefficient
SM Pitts, R Grübel, P Embrechts
Advances in Applied Probability 28 (3), 802-827, 1996
451996
Computation of compound distributions II: discretization errors and Richardson extrapolation
R Grübel, R Hermesmeier
ASTIN Bulletin: The Journal of the IAA 30 (2), 309-331, 2000
432000
A minimal characterization of the covariance matrix
R Grübel
Metrika 35 (1), 49-52, 1988
401988
On subordinated distributions and generalized renewal measures
R Grubel
The Annals of Probability, 394-415, 1987
401987
Decompounding Poisson random sums: recursively truncated estimates in the discrete case
B Buchmann, R Grübel
Annals of the Institute of Statistical Mathematics 56, 743-756, 2004
332004
Trickle-down processes and their boundaries
S Evans, R Grübel, A Wakolbinger
322012
On the cumulants of affine equivariant estimators in elliptical families
R Grübel, DM Rocke
Journal of Multivariate Analysis 35 (2), 203-222, 1990
311990
Functions of discrete probability measures: rates of convergence in the renewal theorem
R Grübel
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 64 (3), 341-357, 1983
311983
On harmonic renewal measures
R Grübel
Probability theory and related fields 71 (3), 393-404, 1986
301986
On the multiplicity of the maximum in a discrete random sample
FT Bruss, R Grübel
The Annals of Applied Probability 13 (4), 1252-1263, 2003
292003
Harmonic renewal sequences and the first positive sum
R Grübel
Journal of the London Mathematical Society 2 (1), 179-192, 1988
291988
Hoare's selection algorithm: A Markov chain approach
R Grübel
Journal of Applied Probability 35 (1), 36-45, 1998
281998
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