| Publication | Date of Publication | Type |
|---|
| A series expansion formula of the scale matrix with applications in CUSUM analysis | 2024-03-04 | Paper |
| Lévy processes conditioned to stay in a half-space with applications to directional extremes | 2023-06-22 | Paper |
| Spherical clustering in detection of groups of concomitant extremes | 2023-03-01 | Paper |
| Probability of total domination for transient reflecting processes in a quadrant | 2022-12-13 | Paper |
| Graphical models for infinite measures with applications to extremes and L\'evy processes | 2022-11-28 | Paper |
| Optimal estimation of the supremum and occupation times of a self-similar Lévy process | 2022-05-11 | Paper |
| On scale functions for Lévy processes with negative phase-type jumps | 2021-11-29 | Paper |
| Implementable coupling of Lévy process and Brownian motion | 2021-11-03 | Paper |
| Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon | 2021-11-03 | Paper |
| Recovering Brownian and jump parts from high-frequency observations of a Lévy process | 2021-09-10 | Paper |
| Stochastic decompositions in bivariate risk and queueing models with mutual assistance | 2021-06-14 | Paper |
| Discretization of the Lamperti representation of a positive self-similar Markov process | 2021-06-04 | Paper |
| Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid | 2020-09-29 | Paper |
| Optimal estimation of some random quantities of a L\'evy process | 2020-01-08 | Paper |
| A factorization of a Lévy process over a phase-type horizon | 2019-05-07 | Paper |
| On the longest gap between power-rate arrivals | 2019-01-28 | Paper |
| Discretization error for a two-sided reflected Lévy process | 2018-11-02 | Paper |
| Linking dividends and capital injections – a probabilistic approach | 2018-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4578294 | 2018-08-08 | Paper |
| Zooming in on a Lévy process at its supremum | 2018-06-29 | Paper |
| Robust bounds in multivariate extremes | 2018-03-08 | Paper |
| Splitting and time reversal for Markov additive processes | 2017-06-30 | Paper |
| Time inhomogeneity in longest gap and longest run problems | 2016-12-27 | Paper |
| Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations | 2016-12-27 | Paper |
| Sparre Andersen identity and the last passage time | 2016-08-11 | Paper |
| A Lévy-derived process seen from its supremum and max-stable processes | 2016-05-23 | Paper |
| Exit identities for Lévy processes observed at Poisson arrival times | 2016-05-12 | Paper |
| Transient analysis of a stationary Lévy-driven queue | 2015-12-23 | Paper |
| A bivariate risk model with mutual deficit coverage | 2015-09-14 | Paper |
| Exact boundaries in sequential testing for phase-type distributions | 2015-04-14 | Paper |
| Potential measures of one-sided Markov additive processes with reflecting and terminating barriers | 2015-02-26 | Paper |
| Power identities for Lévy risk models under taxation and capital injections | 2014-10-07 | Paper |
| L\'evy-driven polling systems and continuous-state branching processes | 2014-07-21 | Paper |
| Two coupled Levy queues with independent input | 2014-07-21 | Paper |
| A note on killing with applications in risk theory | 2014-07-16 | Paper |
| On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models | 2014-05-14 | Paper |
| The tax identity for Markov additive risk processes | 2014-04-14 | Paper |
| A risk model with an observer in a Markov environment | 2013-10-11 | Paper |
| Another look into decomposition results | 2013-09-05 | Paper |
| Occupation densities in solving exit problems for Markov additive processes and their reflections | 2012-08-14 | Paper |
| Two-Sided Reflection of Markov-Modulated Brownian Motion | 2012-08-13 | Paper |
| First Passage of a Markov Additive Process and Generalized Jordan Chains | 2011-01-13 | Paper |
| Markov-Modulated Brownian Motion with Two Reflecting Barriers | 2011-01-13 | Paper |
| Singularities of the matrix exponent of a Markov additive process with one-sided jumps | 2010-08-18 | Paper |
| First passage of time-reversible spectrally negative Markov additive processes | 2010-05-07 | Paper |
| SOFSEM 2005: Theory and Practice of Computer Science | 2005-12-07 | Paper |
| A new approach to fluctuations of reflected L\'{e}vy processes | N/A | Paper |
