Miguel A. Usábel

Available identifiers

Publication	Date of Publication	Type
A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process	2011-08-01	Paper
The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model	2009-06-25	Paper
Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times	2006-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q5699574	2005-10-26	Paper
Erlangian Approximations for Finite-Horizon Ruin Probabilities	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.	2005-02-25	Paper
Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes	2004-03-30	Paper
A note on the Taylor series expansions for multivariate characteristics of classical risk processes	2004-01-27	Paper
Finite time ruin probabilities with one Laplace inversion.	2003-11-16	Paper
Insurance Considering a New Stochastic Model for the Discount Factor	2001-03-01	Paper
Practical approximations for multivariate characteristics of risk processes	2000-05-08	Paper
Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique	2000-01-31	Paper
Applications to risk theory of a Monte Carlo multiple integration method.	1999-01-27	Paper

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