Mihael Perman

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An asymmetric multivariate weibull distribution Communications in Statistics: Theory and Methods	2022-05-18	Paper
Some extensions of optimal stopping with financial applications Ars Mathematica Contemporanea	2019-07-25	Paper
Optimal hedging strategies in equity-linked products Journal of Computational and Applied Mathematics	2018-07-26	Paper
A decomposition for Markov processes at an independent exponential time Ars Mathematica Contemporanea	2017-09-14	Paper
An excursion approach to maxima of the Brownian bridge Stochastic Processes and their Applications	2014-09-02	Paper
Joint characteristic functions construction via copulas Insurance Mathematics & Economics	2012-02-10	Paper
Quantile approximations in auto-regressive portfolio models Journal of Computational and Applied Mathematics	2011-03-09	Paper
Ruin probabilities for competing claim processes Journal of Applied Probability	2005-04-18	Paper
Ruin probabilities and decompositions for general perturbed risk processes. The Annals of Applied Probability	2004-09-15	Paper
An excursion approach to Ray-Knight theorems for perturbed Brownian motion Stochastic Processes and their Applications	1998-11-23	Paper
Perturbed Brownian motions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1998-04-01	Paper
On the distribution of Brownian areas The Annals of Applied Probability	1997-09-01	Paper
scientific article; zbMATH DE number 549334 (Why is no real title available?)	1994-08-29	Paper
Order statistics for jumps of normalised subordinators Stochastic Processes and their Applications	1993-12-15	Paper
Size-biased sampling of Poisson point processes and excursions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1992-06-28	Paper

Research outcomes over time

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