| Publication | Date of Publication | Type |
|---|
Decompounding random sums: a nonparametric approach
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
The time to ruin and the number of claims until ruin for phase-type claims
Insurance Mathematics & Economics | 2014-04-10 | Paper |
Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Risk modelling in general insurance. From principles to practice.
International Series on Actuarial Science | 2012-07-12 | Paper |
The fast Fourier transform algorithm in ruin theory for the classical risk model
HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science | 2012-07-02 | Paper |
Some notes on approximations for the deficit at ruin in the compound Poisson risk model
HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science | 2012-07-02 | Paper |
Lundberg-type bounds and asymptotics for the moments of the time to ruin
Methodology and Computing in Applied Probability | 2010-03-15 | Paper |
Approximations for the moments of ruin time in the compound Poisson model
Insurance Mathematics & Economics | 2009-01-28 | Paper |
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
Journal of Applied Probability | 2008-02-05 | Paper |
Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model
Advances in Applied Probability | 2007-09-03 | Paper |
Nonparametric inference from the M/G/1 workload
Bernoulli | 2006-11-06 | Paper |
A Functional Approach to Approximations for the Individual Risk Model
ASTIN Bulletin | 2006-10-04 | Paper |
On a multidimensional oil exploration problem
Journal of Applied Mathematics and Stochastic Analysis | 2006-06-30 | Paper |
Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
The Annals of Statistics | 2002-11-14 | Paper |
Statistical aspects of perpetuities
Journal of Multivariate Analysis | 2002-03-27 | Paper |
| scientific article; zbMATH DE number 1487753 (Why is no real title available?) | 2001-09-11 | Paper |
Nonparametric inference fromM/G/l busy periods
Communications in Statistics. Stochastic Models | 2000-01-11 | Paper |
Approximations for solutions of renewal-type equations
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Non-parametric estimation for the \(M/G/\infty\) queue
Annals of the Institute of Statistical Mathematics | 1999-09-02 | Paper |
A functional approach to approximations for the observed open times in single ion channel models
Journal of Mathematical Analysis and Applications | 1999-08-02 | Paper |
Confidence bounds for the adjustment coefficient
Advances in Applied Probability | 1996-12-09 | Paper |
| scientific article; zbMATH DE number 932429 (Why is no real title available?) | 1996-10-07 | Paper |
Nonparametric estimation of the stationary waiting time distribution function for the \(GI/G/1\) queue
The Annals of Statistics | 1995-10-31 | Paper |
Nonparametric estimation of compound distributions with applications in insurance
Annals of the Institute of Statistical Mathematics | 1995-05-17 | Paper |
Nonparametric estimation in renewal theory. I: The empirical renewal function
The Annals of Statistics | 1994-02-16 | Paper |
Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
Statistica Neerlandica | 1993-05-16 | Paper |
A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue
The Annals of Probability | 1993-02-22 | Paper |
Perturbation and Rearrangement Aspects of Renewal and Harmonic Renewal Sequences
Journal of the London Mathematical Society | 1990-01-01 | Paper |
