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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Usábel, Miguel A. [usabel]
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) | Type | | Oct-1998 | Applications to risk theory of a Monte Carlo multiple integration method | Usábel, Miguel A. [usabel] | article |
| Nov-1999 | Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique | Usábel, Miguel A. [usabel] | article |
| Jul-2003 | Finite time ruin probabilities with one Laplace inversion | Avram, Florin; Usábel, Miguel A. [usabel] | article |
| Nov-2008 | The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model | Avram, Florin; Usábel, Miguel A. [usabel] | article |
| Sep-1999 | A note on the Taylor series expansions for multivariate characteristics of classical risk processes | Usábel, Miguel A. [usabel] | article |
| Jul-2011 | A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process | Diko, Peter; Usábel, Miguel A. [usabel] | article |
| Feb-2002 | On the valuation ofconstant barrier options under spectrally one-sided exponential L&evy models and Carr’s approximation for American puts | Avram, Florin; Chan, Terence; Usábel, Miguel A. [usabel] | article |
| Dec-1999 | Practical approximations for multivariate characteristics of risk processes | Usábel, Miguel A. [usabel] | article |
Showing results 1 to 8 of 8
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