| Publication | Date of Publication | Type |
|---|
A greedy algorithm for habit formation under multiplicative utility
International Journal of Theoretical and Applied Finance | 2024-11-27 | Paper |
Percolation of terraces, and enhancements for the orthant model
| 2022-08-27 | Paper |
Refundable income annuities: feasibility of money-back guarantees
Insurance Mathematics \& Economics | 2022-07-15 | Paper |
A shape theorem for the Orthant model
The Annals of Probability | 2021-07-02 | Paper |
Phase transitions for degenerate random environments
| 2021-05-25 | Paper |
How round are the complementary components of planar Brownian motion?
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-08-22 | Paper |
Retirement spending and biological age
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Equitable retirement income tontines: mixing cohorts without discriminating
ASTIN Bulletin | 2018-06-04 | Paper |
Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment
Electronic Journal of Probability | 2017-10-25 | Paper |
Forward clusters for degenerate random environments
Combinatorics, Probability and Computing | 2017-10-10 | Paper |
Notes on oriented percolation
| 2016-03-24 | Paper |
Optimal retirement income tontines
Insurance Mathematics \& Economics | 2015-09-14 | Paper |
Uniqueness for Volterra-type stochastic integral equations
| 2015-02-19 | Paper |
Optimal initiation of a GLWB in a variable annuity: no arbitrage approach
Insurance Mathematics \& Economics | 2015-01-28 | Paper |
Moment densities of super Brownian motion, and a Harnack estimate for a class of \(X\)-harmonic functions
Potential Analysis | 2014-11-13 | Paper |
Random walks in degenerate random environments
Canadian Journal of Mathematics | 2014-10-15 | Paper |
Degenerate random environments
Random Structures \& Algorithms | 2014-08-25 | Paper |
Non-existence of stabilizing policies for the critical push-pull network and generalizations
Operations Research Letters | 2014-05-14 | Paper |
Optimal retirement consumption with a stochastic force of mortality
Insurance Mathematics \& Economics | 2014-04-14 | Paper |
Conditioning super-Brownian motion on its boundary statistics, and fragmentation
The Annals of Probability | 2013-11-12 | Paper |
Speed calculations for random walks in degenerate random environments
| 2013-04-28 | Paper |
A combinatorial result with applications to self-interacting random walks
Journal of Combinatorial Theory. Series A | 2011-12-23 | Paper |
Blowup and Conditionings of $\psi$-super Brownian Exit Measures
| 2011-03-09 | Paper |
Financial valuation of guaranteed minimum withdrawal benefits
Insurance Mathematics \& Economics | 2006-10-05 | Paper |
Non-degenerate conditionings of the exit measures of super Brownian motion.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
On the conditioned exit measures of super Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-02-01 | Paper |
On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms
Transactions of the American Mathematical Society | 1999-06-23 | Paper |
Hausdorff capacity and Lebesgue measure
Real Analysis Exchange | 1997-12-10 | Paper |
scientific article; zbMATH DE number 850238 (Why is no real title available?)
| 1996-09-18 | Paper |
Martin boundaries of sectorial domains
Arkiv för Matematik | 1996-07-16 | Paper |
2D Brownian motion in a system of traps: application of conformal transformations
Journal of Physics A: Mathematical and General | 1993-01-17 | Paper |
Capacity and energy for multiparameter Markov processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4060472 (Why is no real title available?)
| 1988-01-01 | Paper |
Connecting Brownian paths
The Annals of Probability | 1988-01-01 | Paper |
Three problems from the theory of right processes
The Annals of Probability | 1987-01-01 | Paper |
On the Itô excursion process
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Construction of right processes from excursions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
A Martin Boundary in the Plane
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3944998 (Why is no real title available?)
| 1986-01-01 | Paper |
