| Publication | Date of Publication | Type |
|---|
Perpetual American options in a jump-diffusion model with random inspection
SIAM Journal on Financial Mathematics | 2026-04-29 | Paper |
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model
Scandinavian Actuarial Journal | 2024-02-26 | Paper |
Asymptotic results for the multiple scan statistic
Journal of Applied Probability | 2018-09-26 | Paper |
Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
Penultimate gamma approximation in the CLT for skewed distributions
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures
Journal of Computational and Applied Mathematics | 2015-11-13 | Paper |
On the joint distribution of stopping times and stopped sums in multistate exchangeable trials
Journal of Applied Probability | 2014-07-11 | Paper |
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
Bernoulli | 2012-09-19 | Paper |
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
Bernoulli | 2012-09-19 | Paper |
Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
Journal of Statistical Planning and Inference | 2011-01-18 | Paper |
| On the relation between the distributions of stopping time and stopped sum with applications | 2010-07-31 | Paper |
On the asymptotic distribution of the discrete scan statistic
Journal of Applied Probability | 2008-02-15 | Paper |
A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems
Statistics & Probability Letters | 2007-03-12 | Paper |
Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality
Bernoulli | 2006-11-06 | Paper |
BOUNDS FOR THE DISTRIBUTION OF TWO-DIMENSIONAL BINARY SCAN STATISTICS
Probability in the Engineering and Informational Sciences | 2004-08-16 | Paper |
Modeling claim exceedances over thresholds.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
A bound for the distribution of the sum of discrete associated or negatively associated random variables.
The Annals of Applied Probability | 2003-05-06 | Paper |
On the distance between convex-ordered random variables, with applications
Advances in Applied Probability | 2003-02-13 | Paper |
On the number of overflown urns and excess balls in an allocation model with limited urn capacity
Journal of Statistical Planning and Inference | 2002-08-28 | Paper |
On a class of multiple failure mode systems
Naval Research Logistics | 2002-06-11 | Paper |
Reliability approximation for Markov chain imbeddable systems
Methodology and Computing in Applied Probability | 2001-10-28 | Paper |
Generalized reliability bounds for coherent structures
Journal of Applied Probability | 2000-01-01 | Paper |
