Edit Profile Laub, Patrick J. Compute Distance To: Compute Author ID: laub.patrick-j Published as: Laub, Patrick J. Documents Indexed: 4 Publications since 2016 all top 5 Co-Authors 0 single-authored 2 Asmussen, Søren 2 Rojas-Nandayapa, Leonardo 1 Andersen, Lars Nørvang 1 Goffard, Pierre-Olivier 1 Hashorva, Enkelejd 1 Jensen, Jens Ledet 1 Taimre, Thomas Serials 1 Advances in Applied Probability 1 Journal of Computational and Applied Mathematics 1 Probability and Mathematical Statistics 1 Methodology and Computing in Applied Probability all top 5 Fields 3 Probability theory and stochastic processes (60-XX) 2 Integral transforms, operational calculus (44-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Approximations and expansions (41-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year Citations contained in zbMATH 4 Publications have been cited 8 times in 8 Documents Cited by ▼ Year ▼ Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 5 2017 Orthogonal polynomial expansions to evaluate stop-loss premiums. Zbl 07169478Goffard, Pierre-Olivier; Laub, Patrick J. 1 2020 Efficient simulation for dependent rare events with applications to extremes. Zbl 1385.65014Andersen, Lars Nørvang; Laub, Patrick J.; Rojas-Nandayapa, Leonardo 1 2018 Approximating the Laplace transform of the sum of dependent lognormals. Zbl 1426.60021Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo 1 2016 Orthogonal polynomial expansions to evaluate stop-loss premiums. Zbl 07169478Goffard, Pierre-Olivier; Laub, Patrick J. 1 2020 Efficient simulation for dependent rare events with applications to extremes. Zbl 1385.65014Andersen, Lars Nørvang; Laub, Patrick J.; Rojas-Nandayapa, Leonardo 1 2018 Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 5 2017 Approximating the Laplace transform of the sum of dependent lognormals. Zbl 1426.60021Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo 1 2016 all top 5 Cited by 19 Authors 2 Hashorva, Enkelejd 1 Andersen, Lars Nørvang 1 Asmussen, Søren 1 Bladt, Mogens 1 Botev, Zdravko I. 1 Dębicki, Krzysztof 1 Engelke, Sebastian 1 Kruse, Thomas 1 Laub, Patrick J. 1 Ling, Chengxiu 1 Mackinlay, Daniel 1 Michna, Zbigniew 1 Opitz, Thomas 1 Rojas-Nandayapa, Leonardo 1 Salomone, Robert 1 Schneider, Judith C. 1 Schweizer, Nikolaus 1 Steffensen, Mogens 1 Wadsworth, Jennifer L. all top 5 Cited in 8 Serials 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Operations Research 1 Insurance Mathematics & Economics 1 Annals of Operations Research 1 Extremes 1 Methodology and Computing in Applied Probability 1 European Actuarial Journal Cited in 5 Fields 5 Probability theory and stochastic processes (60-XX) 3 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year