Robert P. Kertz
Affiliations: | Georgia Institute of Technology, Atlanta, GA |
Area:
Mathematics, FinanceGoogle:
"Robert Kertz"
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Publications
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| Boshuizen FA, Kertz RP. (1999) Smallest-fit selection of random sizes under a sum constraint: Weak convergence and moment comparisons Advances in Applied Probability. 31: 178-198 |
| Kennedy DP, Kertz RP. (1992) Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping Advances in Applied Probability. 24: 241-266 |
| Kertz RP, Rösler U. (1992) Stochastic and convex orders and lattices of probability measures, with a martingale interpretation Israel Journal of Mathematics. 77: 129-164 |
| Berry DA, Kertz RP. (1991) Worth of perfect information in bernoulli bandits Advances in Applied Probability. 23: 1-23 |
| Kennedy DP, Kertz RP. (1991) The Asymptotic Behavior of the Reward Sequence in the Optimal Stopping of I.I.D. Random Variables Annals of Probability. 19: 329-341 |
| Elton J, Kertz RP. (1991) Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables Stochastic Analysis and Applications. 9: 1-23 |
| Kennedy DP, Kertz RP. (1990) Limit Theorems For Threshold-Stopped Random Variables With Applications To Optimal Stopping Advances in Applied Probability. 22: 396-411 |
| Kertz RP, Rösler U. (1990) Martingales with given maxima and terminal distributions Israel Journal of Mathematics. 69: 173-192 |
| Elton J, Hill TP, Kertz RP. (1986) Optimal-partitioning inequalities for nonatomic probability measures Transactions of the American Mathematical Society. 296: 703-725 |
| Kertz RP. (1986) Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality Journal of Multivariate Analysis. 19: 88-112 |