Manuel Guerra

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case Mathematische Annalen	2023-09-07	Paper
On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading European Actuarial Journal	2023-07-13	Paper
Convolution-like structures, differential operators and diffusion processes Lecture Notes in Mathematics	2022-06-09	Paper
Minimizing ruin probability under dependencies for insurance pricing	2021-08-03	Paper
A unified construction of product formulas and convolutions for Sturm-Liouville operators Analysis and Mathematical Physics	2021-06-07	Paper
Lévy processes with respect to the Whittaker convolution Transactions of the American Mathematical Society	2021-03-10	Paper
On the construction of convolution-like operators associated with multidimensional diffusion processes	2020-09-04	Paper
Product formulas and convolutions for two-dimensional Laplace-Beltrami operators: beyond the trivial case	2020-06-25	Paper
On the product formula and convolution associated with the index Whittaker transform Journal of Mathematical Analysis and Applications	2019-05-10	Paper
Stochastic Dynamic Programming and Control of Markov Processes Novel Methods in Computational Finance	2019-02-28	Paper
Indifference Pricing in a Market with Transaction Costs and Jumps Novel Methods in Computational Finance	2019-02-28	Paper
Sturm-Liouville hypergroups without the compactness axiom	2019-01-30	Paper
The hyperbolic maximum principle approach to the construction of generalized convolutions	2019-01-29	Paper
On the stochastic Lie algebra	2018-05-18	Paper
Barrier option pricing under the 2-hypergeometric stochastic volatility model Journal of Computational and Applied Mathematics	2017-09-27	Paper
On a Class of Optimal Stopping Problems with Applications to Real Option Theory	2017-01-08	Paper
New Approach to Derive the Value Function of a Firm with Exit Option	2013-09-20	Paper
Singular \(L-Q\) problems and the Dirac-Bergmann theory of constraints Nonlinear control in the Year 2000	2012-06-04	Paper
Are quantile risk measures suitable for risk-transfer decisions? Insurance Mathematics & Economics	2012-05-11	Paper
The optimal reinsurance strategy -- the individual claim case Insurance Mathematics & Economics	2012-02-10	Paper
Optimal reinsurance for variance related premium calculation principles ASTIN Bulletin	2010-06-21	Paper
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria Insurance Mathematics & Economics	2009-01-28	Paper
scientific article; zbMATH DE number 1552384 (Why is no real title available?)	2001-01-15	Paper

Research outcomes over time

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