Select Publications


Laub PJ; Lee Y; Pollett PK; Taimre T, 2024, Hawkes Models And Their Applications, ,

Lee Y; Laub PJ; Taimre T; Zhao H; Zhuang J, 2021, Exact simulation of extrinsic stress-release processes, ,

Goffard P-O; Laub PJ, 2020, Approximate Bayesian Computations to fit and compare insurance loss models, ,

Laub PJ; Karoui NE; Loisel S; Salhi Y, 2020, Quickest detection in practice in presence of seasonality: An illustration with call center data, ,

Taimre T; Laub PJ, 2018, Rare tail approximation using asymptotics and $L^1$ polar coordinates, ,

Asmussen S; Hashorva E; Laub PJ; Taimre T, 2017, Tail asymptotics of light-tailed Weibull-like sums, ,

Goffard P-O; Laub PJ, 2017, Orthogonal polynomial expansions to evaluate stop-loss premiums, ,

Laub PJ; Salomone R; Botev ZI, 2017, Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables, ,

Andersen LN; Laub PJ; Rojas-Nandayapa L, 2016, Efficient simulation for dependent rare events with applications to extremes, ,

Asmussen S; Goffard P-O; Laub PJ, 2016, Orthonormal polynomial expansions and lognormal sum densities, ,

Laub PJ; Asmussen S; Jensen JL; Rojas-Nandayapa L, 2015, Approximating the Laplace transform of the sum of dependent lognormals, ,

Laub PJ; Taimre T; Pollett PK, 2015, Hawkes Processes, ,

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