| Publication | Date of Publication | Type |
|---|
Estimation of subcritical Galton Watson processes with correlated immigration
Stochastic Processes and their Applications | 2025-04-17 | Paper |
Change-level detection for Lévy subordinators
Stochastic Processes and their Applications | 2022-04-01 | Paper |
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration
Journal of Applied Probability | 2021-12-01 | Paper |
Estimation of weak ARMA models with regime changes
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs
Queueing Systems | 2020-03-26 | Paper |
| Multitype branching process with nonhomogeneous Poisson and generalized Polya immigration | 2019-09-09 | Paper |
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
Queueing Systems | 2019-07-31 | Paper |
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
European Journal of Operational Research | 2019-03-12 | Paper |
| Asymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times | 2018-10-16 | Paper |
Branching random walk with trapping zones
Stochastic Processes and their Applications | 2018-06-01 | Paper |
Rewrite systems for natural, integral, and rational arithmetic
Rewriting Techniques and Applications | 2017-11-17 | Paper |
On a class of dependent Sparre Andersen risk models and a bailout application
Insurance Mathematics & Economics | 2016-12-14 | Paper |
A survey of some recent results on risk theory
ESAIM: Proceedings | 2015-11-17 | Paper |
First and last passage times of spectrally positive Lévy processes with application to reliability
Methodology and Computing in Applied Probability | 2015-07-31 | Paper |
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion
Stochastic Processes and their Applications | 2012-07-20 | Paper |
A two-dimensional risk model with proportional reinsurance
Journal of Applied Probability | 2011-10-25 | Paper |
Risk processes with interest force in Markovian environment
Stochastic Models | 2009-12-18 | Paper |
Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions
Stochastic Analysis and Applications | 2009-08-13 | Paper |
Open-loop control of stochastic fluid systems and applications
Operations Research Letters | 2007-10-30 | Paper |
Moments of a Markov-modulated, irreducible network of fluid queues
Journal of Applied Probability | 2006-11-16 | Paper |
Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Transient Analysis of Averaged Queue Length in Markovian Queues
Stochastic Models | 2005-07-27 | Paper |
A second-order Markov-modulated fluid queue with linear service rate
Journal of Applied Probability | 2005-04-18 | Paper |
Stability analysis of second-order fluid flow models in a stationary ergodic environment
The Annals of Applied Probability | 2004-03-30 | Paper |
Estimation of subcritical Galton Watson processes with correlated immigration
(available as arXiv preprint) | N/A | Paper |
