| Publication | Date of Publication | Type |
|---|
Bounds for the renewal function and related quantities
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Some properties of the failure rate function for mixtures of Erlang distributions
Communications in Statistics: Theory and Methods | 2022-08-12 | Paper |
Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
Methodology and Computing in Applied Probability | 2022-01-07 | Paper |
Monotonicity properties for solutions of renewal equations
Statistics & Probability Letters | 2021-11-12 | Paper |
Moments of the forward recurrence time in a renewal process
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case
Stochastic Models | 2019-05-15 | Paper |
A two-sided bound for the renewal function when the interarrival distribution is IMRL
Statistics & Probability Letters | 2017-10-06 | Paper |
Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
The time to ruin and the number of claims until ruin for phase-type claims
Insurance Mathematics & Economics | 2014-04-10 | Paper |
Monotonicity properties and the deficit at ruin in the Sparre Andersen model
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
Lundberg-type bounds and asymptotics for the moments of the time to ruin
Methodology and Computing in Applied Probability | 2010-03-15 | Paper |
A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications
Stochastic Models | 2009-04-08 | Paper |
Approximations for the moments of ruin time in the compound Poisson model
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Tail bounds for the joint distribution of the surplus prior to and at ruin
Insurance Mathematics & Economics | 2008-08-22 | Paper |
A Functional Approach for Ruin Probabilities
Stochastic Models | 2008-03-06 | Paper |
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
Journal of Applied Probability | 2008-02-05 | Paper |
Non-exponential bounds for stop-loss premiums and ruin probabilities
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model
Advances in Applied Probability | 2007-09-03 | Paper |
Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Insurance Mathematics & Economics | 2007-07-19 | Paper |
Bayesian Updating of Atmospheric Dispersion After a Nuclear Accident
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-05-07 | Paper |
SOME NEW BOUNDS FOR THE RENEWAL FUNCTION
Probability in the Engineering and Informational Sciences | 2007-04-05 | Paper |
Semiparametric Estimation for Non-Ruin Probabilities
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
Bounds for the probability and severity of ruin in the Sparre Andersen model
Insurance Mathematics & Economics | 2005-08-05 | Paper |
Some characteristics of a surplus process in the presence of an upper barrier.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
The Annals of Statistics | 2002-11-14 | Paper |
Approximations for solutions of renewal-type equations
Stochastic Processes and their Applications | 1999-11-18 | Paper |
