By Dr Patrick Laub

Journal articles

Lee Y; Laub PJ; Taimre T; Zhao H; Zhuang J, 2022, 'Exact simulation of extrinsic stress-release processes', Journal of Applied Probability, 59, pp. 105 - 117, http://dx.doi.org/10.1017/jpr.2021.35

Goffard PO; Laub PJ, 2021, 'Approximate Bayesian Computations to fit and compare insurance loss models', Insurance: Mathematics and Economics, 100, pp. 350 - 371, http://dx.doi.org/10.1016/j.insmatheco.2021.06.002

Li J; Zyphur MJ; Sugihara G; Laub PJ, 2021, 'Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata', Stata Journal, 21, pp. 220 - 258, http://dx.doi.org/10.1177/1536867X211000030

Goffard PO; Laub PJ, 2020, 'Orthogonal polynomial expansions to evaluate stop-loss premiums', Journal of Computational and Applied Mathematics, 370, http://dx.doi.org/10.1016/j.cam.2019.112648

Asmussen S; Laub PJ; Yang H, 2019, 'Phase-Type models in life insurance: fitting and valuation of equity-linked benefits', Risks, 7, http://dx.doi.org/10.3390/risks7010017

Parick L; Robert S; Botev Z; Salomone R; Laub P, 2018, 'Monte Carlo estimation of the density of the sum of dependent random variables', Mathematics and Computers in Simulation, 161, pp. 23 - 31, http://dx.doi.org/10.1016/j.matcom.2018.12.001

Andersen LN; Laub PJ; Rojas-Nandayapa L, 2018, 'Efficient Simulation for Dependent Rare Events with Applications to Extremes', Methodology and Computing in Applied Probability, 20, pp. 385 - 409, http://dx.doi.org/10.1007/s11009-017-9557-4

Asmussen S; Hashorva E; Laub PJ; Taimre T, 2017, 'Tail asymptotics of light-tailed weibull-like sums', Probability and Mathematical Statistics, 37, pp. 235 - 256, http://dx.doi.org/10.19195/0208-4147.37.2.3

Laub PJ; Asmussen S; Jensen JL; Rojas-Nandayapa L, 2016, 'APPROXIMATING THE LAPLACE TRANSFORM OF THE SUM OF DEPENDENT LOGNORMALS', ADVANCES IN APPLIED PROBABILITY, 48, pp. 203 - 215, http://dx.doi.org/10.1017/apr.2016.50

Back to profile page