Miguel A. Usábel

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
A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process Insurance Mathematics & Economics	2011-08-01	Paper
The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model ASTIN Bulletin	2009-06-25	Paper
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times ASTIN Bulletin	2006-10-04	Paper
scientific article; zbMATH DE number 2217836 (Why is no real title available?)	2005-10-26	Paper
Erlangian Approximations for Finite-Horizon Ruin Probabilities ASTIN Bulletin	2005-03-30	Paper
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. Stochastic Processes and their Applications	2005-02-25	Paper
Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes ASTIN Bulletin	2004-03-30	Paper
A note on the Taylor series expansions for multivariate characteristics of classical risk processes Insurance Mathematics & Economics	2004-01-27	Paper
Finite time ruin probabilities with one Laplace inversion. Insurance Mathematics & Economics	2003-11-16	Paper
Insurance Considering a New Stochastic Model for the Discount Factor Scandinavian Actuarial Journal	2001-03-01	Paper
Practical approximations for multivariate characteristics of risk processes Insurance Mathematics & Economics	2000-05-08	Paper
Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique Insurance Mathematics & Economics	2000-01-31	Paper
Applications to risk theory of a Monte Carlo multiple integration method. Insurance Mathematics & Economics	1999-01-27	Paper

Research outcomes over time

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