Publications
The joint density of the surplus before and after ruin in the Sparre Andersen model
– Journal of Applied Probability
(2016)
44,
695
(doi: 10.1239/jap/1189717539)
Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson risk model
– Advances in Applied Probability
(2016)
39,
385
(doi: 10.1239/aap/1183667616)
The time to ruin and the number of claims until ruin for phase-type claims
– Insurance Mathematics and Economics
(2012)
51,
19
Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model
– Methodology and Computing in Applied Probability
(2011)
14,
919
(doi: 10.1007/s11009-011-9212-4)
Decompounding random sums: a nonparametric approach
– Annals of the Institute of Statistical Mathematics
(2008)
62,
855
(doi: 10.1007/s10463-008-0200-6)
Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin
– Methodology and Computing in Applied Probability
(2008)
12,
155
(doi: 10.1007/s11009-008-9102-6)
Approximations for the moments of ruin time in the compound Poisson model
– Insurance: Mathematics and Economics
(2008)
42,
668
Nonparametric inference from the M/G/1 workload
– Bernoulli
(2006)
12,
737
(doi: 10.3150/bj/1155735934)
The fast Fourier transform algorithm in ruin theory for the classical risk model
– HERMIS: An international journal of computer mathematics and its applications
(2006)
7,
80
Some notes on approximations for the deficit at ruin in the compound Poisson model
– HERMIS: an international journal of computer mathematics and its applications
(2006)
7,
95
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