| Publication | Date of Publication | Type |
|---|
Wrapped processes on circular lattices for planar directions
Stochastics and Dynamics | 2025-01-17 | Paper |
An algebraic analysis of the bimodality of the generalized von Mises distribution
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Stationary jump and diffusion processes for planar directions obtained by wrapping
Markov Processes and Related Fields | 2024-05-17 | Paper |
Computation of the Distribution of the Absorption Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions
| 2023-11-07 | Paper |
A Unified Perspective on Sampling Algorithms for Rare Trajectories of Discrete Markov Processes
| 2023-07-24 | Paper |
Statistical Methods for Directional Data
Series on Multivariate Analysis | 2023-03-10 | Paper |
Bayesian tests of symmetry for the generalized von Mises distribution
Computational Statistics | 2022-05-10 | Paper |
Bayesian inference on the bimodality of the generalized von Mises distribution
Journal of Statistical Theory and Practice | 2022-05-10 | Paper |
Stationary stochastic models. An introduction
World Scientific Series on Probability Theory and Its Applications | 2022-04-04 | Paper |
Information theoretic results for stationary time series and the Gaussian-generalized von Mises time series
| 2021-01-21 | Paper |
The stability of the probability of ruin
Stochastic Models | 2020-04-22 | Paper |
Stochastic models in actuarial risk theory. A mathematical introduction
Masterclass | 2020-04-08 | Paper |
Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
On two-sample tests for circular data based on spacing-frequencies
| 2016-05-30 | Paper |
Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes
Applied Mathematics and Computation | 2016-04-29 | Paper |
Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
Methodology and Computing in Applied Probability | 2016-04-12 | Paper |
A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes
Statistics & Probability Letters | 2015-05-18 | Paper |
An efficient simulation algorithm for the generalized von Mises distribution of order two
Computational Statistics | 2015-02-18 | Paper |
Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
Stochastic models in actuarial risk theory. A mathematical introduction
Springer-Lehrbuch Masterclass | 2014-06-04 | Paper |
The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time
Statistics & Probability Letters | 2013-12-06 | Paper |
Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
The generalized von Mises distribution
Statistical Methodology | 2012-10-19 | Paper |
Saddlepoint approximations for some models of circular data
Statistical Methodology | 2012-10-19 | Paper |
Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes
Mathematical and Computer Modelling | 2011-12-18 | Paper |
A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes
Methodology and Computing in Applied Probability | 2010-10-14 | Paper |
Inference for wrapped symmetric \(\alpha\)-stable circular models
| 2010-08-12 | Paper |
A bootstrap test for the probability of ruin in the compound Poisson risk process
ASTIN Bulletin | 2010-06-21 | Paper |
Asymptotic approximations to the distribution of Kendall's sample τ
Journal of Statistical Computation and Simulation | 2009-10-27 | Paper |
Information theoretic results for circular distributions
Statistics | 2009-09-18 | Paper |
Erratum to: ``A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
Statistics & Probability Letters | 2009-04-15 | Paper |
A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
Statistics & Probability Letters | 2008-09-29 | Paper |
scientific article; zbMATH DE number 5196674 (Why is no real title available?)
| 2007-09-28 | Paper |
A Bootstrap Test for Circular Data
Communications in Statistics: Theory and Methods | 2006-04-19 | Paper |
An Accurate Asymptotic Approximation for Experience Rated Premiums
ASTIN Bulletin | 2005-03-30 | Paper |
A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
Statistics & Probability Letters | 2002-09-05 | Paper |
High-order asymptotic expansions for robust tests
Biometrika | 2002-09-04 | Paper |
A Conditional Saddlepoint Approximation for Testing Problems
| 2002-07-30 | Paper |
Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
Journal of Nonparametric Statistics | 1998-10-14 | Paper |
Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model
Biometrics | 1997-11-09 | Paper |
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
| 1997-04-27 | Paper |
