Manuel C. Guerra

Available identifiers

zbMath Open guerra.manuelMaRDI QIDQ706383

List of research outcomes

Publication	Date of Publication	Type
Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case	2023-09-07	Paper
On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading	2023-07-13	Paper
Convolution-like structures, differential operators and diffusion processes	2022-06-09	Paper
Minimizing ruin probability under dependencies for insurance pricing	2021-08-03	Paper
A unified construction of product formulas and convolutions for Sturm-Liouville operators	2021-06-07	Paper
Lévy processes with respect to the Whittaker convolution	2021-03-10	Paper
On the construction of convolution-like operators associated with multidimensional diffusion processes	2020-09-04	Paper
Product formulas and convolutions for two-dimensional Laplace-Beltrami operators: beyond the trivial case	2020-06-25	Paper
On the product formula and convolution associated with the index Whittaker transform	2019-05-10	Paper
Indifference Pricing in a Market with Transaction Costs and Jumps	2019-02-28	Paper
Stochastic Dynamic Programming and Control of Markov Processes	2019-02-28	Paper
Sturm-Liouville hypergroups without the compactness axiom	2019-01-30	Paper
The hyperbolic maximum principle approach to the construction of generalized convolutions	2019-01-29	Paper
On the stochastic Lie algebra	2018-05-18	Paper
Barrier option pricing under the 2-hypergeometric stochastic volatility model	2017-09-27	Paper
On a Class of Optimal Stopping Problems with Applications to Real Option Theory	2017-01-08	Paper
New Approach to Derive the Value Function of a Firm with Exit Option	2013-09-20	Paper
Singular L-Q problems and the dirac-bergmann theory of constraints	2012-06-04	Paper
Are quantile risk measures suitable for risk-transfer decisions?	2012-05-11	Paper
The optimal reinsurance strategy -- the individual claim case	2012-02-10	Paper
Optimal Reinsurance for Variance Related Premium Calculation Principles	2010-06-21	Paper
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria	2009-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q4524637	2001-01-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Manuel C. Guerra