| Publication | Date of Publication | Type |
|---|
On an insurance ruin model with a causal dependence structure and perturbation
Journal of Computational and Applied Mathematics | 2024-07-15 | Paper |
Optimizing credit limit adjustments under adversarial goals using reinforcement learning
European Journal of Operational Research | 2024-06-13 | Paper |
On a Risk Model With Dual Seasonalities
North American Actuarial Journal | 2023-07-03 | Paper |
Applications of the classical compound Poisson model with claim sizes following a compound distribution
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Introducing the non-homogeneous compound-birth process
Stochastics | 2022-07-05 | Paper |
A surplus process involving a compound Poisson counting process and applications
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Maximum surplus and \(R_n\) class of distributions with an application to dividends
Journal of Computational and Applied Mathematics | 2020-02-05 | Paper |
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Insurance Mathematics & Economics | 2020-02-03 | Paper |
The order-statistic claim process with dependent claim frequencies and severities
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
The expected discounted penalty function: from infinite time to finite time
Scandinavian Actuarial Journal | 2019-05-10 | Paper |
Poisson-logarithmic risk process and applications
| 2019-03-07 | Paper |
On a ruin model with both interclaim times and premiums depending on claim sizes
Scandinavian Actuarial Journal | 2018-07-10 | Paper |
Dividend barrier strategy: proceed with caution
Statistics & Probability Letters | 2018-06-14 | Paper |
On a perturbed dual risk model with dependence between inter-gain times and gain sizes
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
The ruin time under the Sparre Andersen dual model
Insurance Mathematics & Economics | 2014-06-23 | Paper |
The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
Stochastic Models | 2014-05-02 | Paper |
On a multi-threshold compound Poisson surplus process with interest
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
The finite-time ruin probability under the compound binomial risk model
European Actuarial Journal | 2013-08-20 | Paper |
The Gerber-Shiu function and the generalized Cramér-Lundberg model
Applied Mathematics and Computation | 2012-06-11 | Paper |
A Direct Approach to a First-Passage Problem with Applications in Risk Theory
Stochastic Models | 2011-10-21 | Paper |
Aggregate claims when their sizes and arrival times are dependent and governed by a general point process
| 2011-04-25 | Paper |
On a multi-threshold compound Poisson process perturbed by diffusion
Statistics & Probability Letters | 2010-03-01 | Paper |
The expected discounted penalty function under a risk model with stochastic income
Applied Mathematics and Computation | 2009-12-16 | Paper |
The compound Poisson risk model with multiple thresholds
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Discrete Lundberg-type bounds with actuarial applications
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
