The following pages link to Manuel Morales (Q267875):
Displaying 14 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Risk measures on the space of infinite sequences (Q1932527) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- (Q2895135) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Maximal origami flip graphs of flat-foldable vertices: properties and algorithms (Q5050011) (← links)
- Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (Q5430349) (← links)
- Risk Theory with the Generalized Inverse Gaussian Lévy Process (Q5490570) (← links)
- On A Surplus Process Under A Periodic Environment (Q5715977) (← links)
- On A Surplus Process Under A Periodic Environment (Q5715998) (← links)
