Select Publications
Conference Papers
2005, 'The finite time ruin probability of the compound Poisson model with constant interest force.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 379 - 379, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000232708000038&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
,2003, 'Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER, pp. 427 - 427, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800045&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
,2003, 'Risk measures and optimal portfolio selection.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 425 - 425, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800039&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
,2003, 'Some new classes of consistent risk measures.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 430 - 430, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800057&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
,2003, 'The finite time ruin probability in the renewal model with consistently varying tails.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER, pp. 427 - 427, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800048&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
,2003, 'Estimates for ruin probability in the classical risk model with constant interest force in the presence of heavy tails', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 158 - 158, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181110900036&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
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