4 results
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
- Published online by Cambridge University Press:
- 31 March 2022, pp. 387-417
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A temporal approach to the Parisian risk model
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 28 March 2018, pp. 302-317
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- March 2018
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Precise large deviations for the prospective-loss process
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- Journal:
- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
- Published online by Cambridge University Press:
- 14 July 2016, pp. 391-400
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- June 2003
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Maxima of Sums of Heavy-Tailed Random Variables
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 1 / May 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 43-55
- Print publication:
- May 2002
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