Mihael Perman

Available identifiers

zbMath Open perman.mihaelMaRDI QIDQ629437

List of research outcomes

Publication	Date of Publication	Type
An asymmetric multivariate weibull distribution	2022-05-18	Paper
Some extensions of optimal stopping with financial applications	2019-07-25	Paper
Optimal hedging strategies in equity-linked products	2018-07-26	Paper
A decomposition for Markov processes at an independent exponential time	2017-09-14	Paper
An excursion approach to maxima of the Brownian bridge	2014-09-02	Paper
Joint characteristic functions construction via copulas	2012-02-10	Paper
Quantile approximations in auto-regressive portfolio models	2011-03-09	Paper
Ruin probabilities for competing claim processes	2005-04-18	Paper
Ruin probabilities and decompositions for general perturbed risk processes.	2004-09-15	Paper
An excursion approach to Ray-Knight theorems for perturbed Brownian motion	1998-11-23	Paper
Perturbed Brownian motions	1998-04-01	Paper
On the distribution of Brownian areas	1997-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4287032	1994-08-29	Paper
Order statistics for jumps of normalised subordinators	1993-12-15	Paper
Size-biased sampling of Poisson point processes and excursions	1992-06-28	Paper

Research outcomes over time

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