Manuel Morales

Available identifiers

Publication	Date of Publication	Type
Maximal origami flip graphs of flat-foldable vertices: properties and algorithms	2022-11-14	Paper
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure	2018-03-01	Paper
On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model	2016-04-12	Paper
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory	2016-01-15	Paper
Lévy systems and the time value of ruin for Markov additive processes	2013-02-05	Paper
Risk measures on the space of infinite sequences	2013-01-20	Paper
Implementing importance sampling in the least-squares Monte Carlo approach for American options	2012-07-02	Paper
On a generalization of the Gerber-Shiu function to path-dependent penalties	2012-02-10	Paper
Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density	2007-12-16	Paper
On the expected discounted penalty function for a perturbed risk process driven by a subordinator	2007-09-03	Paper
Risk Theory with the Generalized Inverse Gaussian Lévy Process	2006-10-04	Paper
On A Surplus Process Under A Periodic Environment	2006-01-06	Paper
On A Surplus Process Under A Periodic Environment	2006-01-06	Paper
A risk model driven by Lévy processes	2004-11-24	Paper

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