| Publication | Date of Publication | Type |
|---|
Optimal periodic strategies with dividends payable from gains only
Insurance Mathematics & Economics | 2026-03-12 | Paper |
Modeling discrete common-shock risks through matrix distributions
ASTIN Bulletin | 2026-01-22 | Paper |
Designing and valuing new equity-linked insurance products for couples
Insurance Mathematics & Economics | 2025-03-20 | Paper |
Finite-time ruin probabilities using bivariate Laguerre series
Scandinavian Actuarial Journal | 2023-03-13 | Paper |
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Insurance Mathematics & Economics | 2022-09-14 | Paper |
Remarks on a generalized inverse Gaussian type integral with applications
Applied Mathematics and Computation | 2022-06-21 | Paper |
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Insurance Mathematics & Economics | 2022-03-10 | Paper |
On the class of Erlang mixtures with risk theoretic applications
North American Actuarial Journal | 2022-01-10 | Paper |
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah
North American Actuarial Journal | 2022-01-10 | Paper |
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
North American Actuarial Journal | 2022-01-10 | Paper |
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration
Journal of Applied Probability | 2021-12-01 | Paper |
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
Insurance Mathematics & Economics | 2020-08-03 | 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 |
Discounted aggregate claim costs until ruin in the discrete-time renewal risk model
Methodology and Computing in Applied Probability | 2019-04-26 | 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 |
A threshold-based risk process with a waiting period to pay dividends
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
A note on deficit analysis in dependency models involving Coxian claim amounts
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
On some properties of a class of multivariate Erlang mixtures with insurance applications
ASTIN Bulletin | 2018-06-04 | Paper |
Surplus analysis of Sparre Andersen insurance risk processes
Springer Actuarial | 2018-01-22 | Paper |
Gerber-Shiu analysis with two-sided acceptable levels
Journal of Computational and Applied Mathematics | 2017-06-13 | Paper |
On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Insurance Mathematics & Economics | 2016-12-13 | Paper |
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
Insurance Mathematics & Economics | 2014-09-22 | Paper |
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Insurance Mathematics & Economics | 2014-07-16 | Paper |
On the analysis of a general class of dependent risk processes
Insurance Mathematics & Economics | 2014-04-10 | Paper |
A note on discounted compound renewal sums under dependency
Insurance Mathematics & Economics | 2014-04-03 | Paper |
Some distributional properties of a class of counting distributions with claims analysis applications
ASTIN Bulletin | 2014-02-27 | Paper |
A generalized penalty function for a class of discrete renewal processes
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
On orderings and bounds in a generalized Sparre Andersen risk model
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Gerber-Shiu analysis with a generalized penalty function.
Scandinavian Actuarial Journal | 2011-11-26 | Paper |
Refinements of two-sided bounds for renewal equations
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Some remarks on delayed renewal risk models
ASTIN Bulletin | 2010-06-21 | Paper |
