The following pages link to Matthieu Simon (Q507978):
Displaying 17 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337) (← links)
- On the risk of ruin in a SIS type epidemic (Q2152247) (← links)
- SIR epidemics with stochastic infectious periods (Q2182633) (← links)
- SIR-type epidemic models as block-structured Markov processes (Q2195938) (← links)
- Schur-constant and related dependence models, with application to ruin probabilities (Q2241514) (← links)
- A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling (Q2244901) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- SIR epidemics with stages of infection (Q2830880) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- Cross-infection in epidemics spread by carriers (Q4643637) (← links)
- Epidemic risk and insurance coverage (Q4684853) (← links)
- Ruin problems for epidemic insurance (Q5022271) (← links)
- Markov-modulated Brownian motions perturbed by catastrophes (Q5086482) (← links)
- Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)
- SIR epidemics driven by Feller processes (Q6148877) (← links)
- Collective epidemics with asymptomatics and functional infection rates (Q6647785) (← links)
