Miguel Usábel

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All published works

Action	Title	Year	Authors
+ PDF Chat	A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process	2011	Peter Diko Miguel Usábel
+ PDF Chat	Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times	2004	Florin Avram Miguel Usábel
+ PDF Chat	Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times	2004	Florin Avram Miguel Usábel
+ PDF Chat	Finite time ruin probabilities with one Laplace inversion	2003	Florin Avram Miguel Usábel
+	The two barriers ruin problem via a Wiener Hopf decomposition approach	2003	Florin Avram Martijn Pistorius Miguel Usábel
+ PDF Chat	Erlangian Approximations for Finite-Horizon Ruin Probabilities	2002	Søren Asmussen Florin Avram Miguel Usábel
+ PDF Chat	Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes	2001	Miguel Usábel
+ PDF Chat	Practical approximations for multivariate characteristics of risk processes	1999	Miguel Usábel
+ PDF Chat	A note on the Taylor series expansions for multivariate characteristics of classical risk processes	1999	Miguel Usábel
+ PDF Chat	Applications to risk theory of a Monte Carlo multiple integration method	1998	Miguel Usábel

Common Coauthors

Coauthor	Papers Together
Florin Avram	5
Peter Diko	1
Martijn Pistorius	1
Søren Asmussen	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Computational methods in risk theory: A matrix-algorithmic approach	1992	Søren Asmussen Tomasz Rolski	5
+ PDF Chat	Phase-Type Representations in Random Walk and Queueing Problems	1992	Søren Asmussen	5
+	The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)	1974	Hilary L. Seal	5
+ PDF Chat	Numerical evaluation of ruin probabilities for a finite period	1973	Olof Thorin Nils Wikstad	4
+	Numerical inversion of characteristic functions	1977	Hilary L. Seal	4
+	How to calculate ruin probabilities according to the classical risk theory	1977	Nils Wikstad	4
+ PDF Chat	Erlangian Approximations for Finite-Horizon Ruin Probabilities	2002	Søren Asmussen Florin Avram Miguel Usábel	4
+ PDF Chat	Finite time ruin probabilities with one Laplace inversion	2003	Florin Avram Miguel Usábel	4
+	Collective Risk Theory	2004	Cary Chi‐Liang Tsai	3
+ PDF Chat	Recursive Evaluation of a Family of Compound Distributions	1981	Harry H. Panjer	3
+	Ruin probabilities based at claim instants for some non-Poisson claim processes	2000	David A. Stanford Krzysztof Stroinski Man Yee Karen Lee	3
+	Recursive calculation of the probability and severity of ruin	1989	David Dickson	3
+ PDF Chat	Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes	2001	Miguel Usábel	2
+ PDF Chat	Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times	2004	Florin Avram Miguel Usábel	2
+	Matching moments to phase distributions: nonlinear programming approaches	1990	Mary A. Johnson Michael R. Taaffe	2
+	Table of Integrals, Series, and Products	1980		2
+	The surpluses immediately before and at ruin, and the amount of the claim causing ruin	1988	François Dufresne Hans U. Gerber	2
+	How long is the surplus below zero?	1993	Alfredo D. Egı́dio dos Reis	2
+	Parameter Approximation for Phase-Type Distributions	2014	Andréas Lang Jeffrey L. Arthur	2
+	Numerical inversion of the laplace transform: a survey and comparison of methods	1979	Brian Davies Brian Martin	2
+	Approximations for Finite Horizon Ruin Probabilities in the Renewal Model	1999	Søren Asmussen Bjarne Højgaard	2
+ PDF Chat	A martingale approach to some Wiener-Hopf problems, I	1982	R. R. London H. P. McKean L. C. G. Rogers David Williams	2
+	On the distribution of the claim causing ruin	1993	David Dickson	2
+	On a class of approximations for ruin and waiting time probabilities	1998	Gordon E. Willmot	2
+	On the discounted penalty at ruin in a jump-diffusion and the perpetual put option	1998	Hans U. Gerber Bruno Landry	2
+	Power Series for Stationary Distributions of Coupled Processor Models	1988	Gerard Hooghiemstra Michaël Keane Simon Van De Ree	1
+	Random Number Generation and Quasi-Monte Carlo Methods.	1993	Bruce Jay Collings Harald Niederreiter	1
+	Gaussian quadrature formulas for the numerical integration of Bromwich's integral and the inversion of the laplace transform	1971	Robert Piessens	1
+	On the infinite divisibility of the lognormal distribution	1977	Olof Thorin	1
+	Survey of Extrapolation Processes in Numerical Analysis	1971	Duncan Joyce	1
+	Numerical Evaluation of Multiple Integrals	1970	Seymour Haber	1
+ PDF Chat	A note on the Taylor series expansions for multivariate characteristics of classical risk processes	1999	Miguel Usábel	1
+	Approximate Calculation of Multiple Integrals	1973	W. G. A. H. Stroud	1
+	An extension of the notion of a generalized Γ-convolution	1978	Olof Thorin	1
+	The Fourier-series method for inverting transforms of probability distributions	1992	Joseph Abate Ward Whitt	1
+ PDF Chat	Numerical calculation of integrals with strongly oscillating integrand	1966	A. I. van de Vooren H. J. van Linde	1
+	An extension of the renewal equation and its application in the collective theory of risk	1970	Hans U. Gerber	1
+	Asymptotic expansions for waiting time probabilities in an M/G/1 queue with long-tailed service time	1992	Eric Willekens J. L. Teugels	1
+ PDF Chat	Ruin Probabilities for Two Classes of Risk Processes	2005	Shuanming Li José Garrido	1
+	Stationary distributions for fluid flow models with or without brownian noise	1995	Søren Asmussen	1
+ PDF Chat	On the Stability of Recursive Formulas	1993	Harry H. Panjer Shaoyu Wang	1
+ PDF Chat	Light-Traffic Analysis for Queues with Spatially Distributed Arrivals	1996	Dirk P. Kroese Volker Schmidt	1
+ PDF Chat	Quasi-Monte Carlo methods and pseudo-random numbers	1978	Harald Niederreiter	1
+	Risk theory in a Markovian environment	1989	Søren Asmussen	1
+ PDF Chat	The power-series algorithm applied to cyclic polling systems	1991	J.P.C. Blanc	1
+ PDF Chat	Some Stable Algorithms in Ruin Theory and Their Applications	1995	David Dickson Alfredo D. Egı́dio dos Reis Howard R. Waters	1
+	A Chebyshev polynomial approach for linear Fredholm–Volterra integro-differential equations in the most general form	2006	Ayşegül Akyüz-Daşcıogˇlu	1
+	A practical algorithm for approximating the probability of ruin.	1994		1
+	Direct Calculation of Ruin Probabilities	1986	Harry H. Panjer	1
+ PDF Chat	A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities	1984	Marc Goovaerts Florian de Vylder	1