Perpetuities with thin tails CM Goldie, R Grübel Advances in Applied Probability 28 (2), 463-480, 1996 | 140 | 1996 |
The length of the shorth R Grubel The Annals of Statistics, 619-628, 1988 | 133 | 1988 |
Decompounding: an estimation problem for Poisson random sums B Buchmann, R Grübel The annals of statistics 31 (4), 1054-1074, 2003 | 88 | 2003 |
Asymptotic distribution theory for Hoare's selection algorithm R Grübel, U Rösler Advances in Applied Probability 28 (1), 252-269, 1996 | 74 | 1996 |
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 | 72 | 1999 |
Nonparametric estimation in renewal theory I: the empirical renewal function R Grubel, SM Pitts The Annals of Statistics, 1431-1451, 1993 | 63 | 1993 |
Multivariate counting processes: copulas and beyond N Bäuerle, R Grübel ASTIN Bulletin: The Journal of the IAA 35 (2), 379-408, 2005 | 57 | 2005 |
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 | 49 | 1993 |
Confidence bounds for the adjustment coefficient SM Pitts, R Grübel, P Embrechts Advances in Applied Probability 28 (3), 802-827, 1996 | 45 | 1996 |
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 | 43 | 2000 |
A minimal characterization of the covariance matrix R Grübel Metrika 35 (1), 49-52, 1988 | 40 | 1988 |
On subordinated distributions and generalized renewal measures R Grubel The Annals of Probability, 394-415, 1987 | 40 | 1987 |
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 | 33 | 2004 |
Trickle-down processes and their boundaries S Evans, R Grübel, A Wakolbinger | 32 | 2012 |
On the cumulants of affine equivariant estimators in elliptical families R Grübel, DM Rocke Journal of Multivariate Analysis 35 (2), 203-222, 1990 | 31 | 1990 |
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 | 31 | 1983 |
On harmonic renewal measures R Grübel Probability theory and related fields 71 (3), 393-404, 1986 | 30 | 1986 |
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 | 29 | 2003 |
Harmonic renewal sequences and the first positive sum R Grübel Journal of the London Mathematical Society 2 (1), 179-192, 1988 | 29 | 1988 |
Hoare's selection algorithm: A Markov chain approach R Grübel Journal of Applied Probability 35 (1), 36-45, 1998 | 28 | 1998 |