×
Compute Distance To:
Author ID: usabel.miguel-a Recent zbMATH articles by "Usábel, Miguel A."
Published as: Usabel, Miguel; Usábel, Miguel; Usábel, M. A.; Usábel, M.; Usábel, Miguel A.; Usabel, M.
Documents Indexed: 13 Publications since 1998
Co-Authors: 6 Co-Authors with 7 Joint Publications
165 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 147 times in 133 Documents Cited by Year
Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028
Asmussen, Soren; Avram, Florin; Usabel, Miguel
65
2002
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr’s approximation for American puts. Zbl 1060.91061
Florin, Avram; Chan, Terence; Usabel, Miguel
21
2002
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244
Avram, F.; Usábel, M.
17
2004
Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026
Avram, Florin; Usabel, Miguel
12
2003
Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique. Zbl 1028.91561
Usábel, Miguel
9
1999
A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process. Zbl 1218.91075
Diko, Peter; Usábel, Miguel
7
2011
Applications to risk theory of a Monte Carlo multiple integration method. Zbl 1115.62357
Usábel, Miguel A.
6
1998
The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523
Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel
5
2003
Ultimate ruin probabilities for generalized gamma-convolutions claim sizes. Zbl 1088.62516
Usábel, M.
2
2001
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025
Avram, Florin; Usábel, Miguel
2
2008
A note on the Taylor series expansions for multivariate characteristics of classical risk processes. Zbl 1028.91560
Usábel, M. A.
1
1999
A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process. Zbl 1218.91075
Diko, Peter; Usábel, Miguel
7
2011
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. Zbl 1256.91025
Avram, Florin; Usábel, Miguel
2
2008
Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244
Avram, F.; Usábel, M.
17
2004
Finite time ruin probabilities with one Laplace inversion. Zbl 1074.91026
Avram, Florin; Usabel, Miguel
12
2003
The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523
Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel
5
2003
Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028
Asmussen, Soren; Avram, Florin; Usabel, Miguel
65
2002
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr’s approximation for American puts. Zbl 1060.91061
Florin, Avram; Chan, Terence; Usabel, Miguel
21
2002
Ultimate ruin probabilities for generalized gamma-convolutions claim sizes. Zbl 1088.62516
Usábel, M.
2
2001
Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique. Zbl 1028.91561
Usábel, Miguel
9
1999
A note on the Taylor series expansions for multivariate characteristics of classical risk processes. Zbl 1028.91560
Usábel, M. A.
1
1999
Applications to risk theory of a Monte Carlo multiple integration method. Zbl 1115.62357
Usábel, Miguel A.
6
1998
all top 5

Cited by 195 Authors

10 Cheung, Eric C. K.
9 Avram, Florin
9 Latouche, Guy
7 Stanford, David A.
7 Zhang, Zhimin
6 Landriault, David
6 Ren, Jiandong
5 Albrecher, Hansjörg
5 Badescu, Andrei L.
5 Bladt, Mogens
5 Pistorius, Martijn R.
5 Usábel, Miguel A.
3 Asmussen, Søren
3 Avanzi, Benjamin
3 Breuer, Lothar
3 Chen, Mi
3 Dendievel, Sarah
3 Levendorskiĭ, Sergeĭ Zakharovich
3 Tang, Qihe
3 Wong, Bernard
2 Akar, Nail
2 Bielecki, Tomasz R.
2 Bini, Dario Andrea
2 Cialenco, Igor
2 Constantinescu, Corina D.
2 da Silva Soares, Ana
2 Dong, Hua
2 Drekic, Steve
2 Gong, Ruoting
2 Guo, Junyi
2 Ivanovs, Jevgeņijs
2 Lau, Hayden
2 Lefèvre, Claude
2 Li, Shuanming
2 Lin, X. Sheldon
2 Loisel, Stéphane
2 Lu, Yi
2 Mandjes, Michel Robertus Hendrikus
2 Mijatović, Aleksandar
2 Rabehasaina, Landy
2 Ramaswami, Vaidyanathan
2 Remiche, Marie-Ange
2 Simon, Matthieu
2 Wei, Li
2 Willmot, Gordon E.
2 Woolford, Douglas G.
2 Xie, Jiayi
2 Xu, Ran
2 Yamazaki, Kazutoshi
2 Yang, Xiangqun
2 Yu, Kaiqi
2 Zhang, Chunsheng
1 Abdul-Rahman, Houssam M.
1 Aguilar, Jean-Philippe
1 Ahn, Soohan
1 Al-Refa’ei, Mahmoud H.
1 Alili, Larbi
1 Amalnik, M. S.
1 Araujo-Acuna, José Carlos
1 Ausín, María Concepción
1 Banik, Abhijit Datta
1 Bargès, Mathieu
1 Beachkofski, Brian
1 Boxma, Onno Johan
1 Boyarchenko, Svetlana I.
1 Boychuk, Dennis
1 Chan, Terence
1 Chen, Xu
1 Cheng, Ziteng
1 Chesney, Marc
1 Chi, Yichun
1 Choi, Michael C. H.
1 Concepción Ausín, M.
1 Costabile, Massimo
1 Coulibaly, Ibrahim
1 Cui, Zhenyu
1 Dai, Hongshuai
1 Deelstra, Griselda
1 Deng, Yingchun
1 Dickson, David C. M.
1 Diko, Peter
1 Egami, Masahiko
1 Egídio dos Reis, Alfredo D.
1 Florin, Avram
1 Frostig, Esther
1 Garcia, Jorge M. A.
1 Gereie, A.
1 Goffard, Pierre-Olivier
1 González Cázares, Jorge
1 Grahovac, Danijel
1 Griffin, Philip S.
1 Gursoy, Omer
1 Hainaut, Donatien
1 Hautphenne, Sophie
1 Heindl, Armin
1 Hieber, Peter
1 Horváth, Gábor
1 Huang, Yicong
1 Hunchak, Alek
1 Jacobsen, Martin
...and 95 more Authors
all top 5

Cited in 45 Serials

23 Insurance Mathematics & Economics
12 Methodology and Computing in Applied Probability
11 Scandinavian Actuarial Journal
8 Stochastic Models
7 Journal of Computational and Applied Mathematics
5 Stochastic Processes and their Applications
5 ASTIN Bulletin
4 Applied Mathematics and Computation
4 Quantitative Finance
4 Journal of Industrial and Management Optimization
3 Advances in Applied Probability
3 Statistics & Probability Letters
3 Queueing Systems
3 North American Actuarial Journal
2 Computers & Mathematics with Applications
2 Journal of Applied Probability
2 Annals of Operations Research
2 European Journal of Operational Research
2 Finance and Stochastics
2 Acta Mathematica Sinica. English Series
1 Journal of Mathematical Biology
1 Mathematics and Computers in Simulation
1 Operations Research
1 SIAM Journal on Control and Optimization
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Asia-Pacific Journal of Operational Research
1 SIAM Journal on Matrix Analysis and Applications
1 Science in China. Series A
1 The Annals of Applied Probability
1 Linear Algebra and its Applications
1 Mathematical Methods of Statistics
1 Monte Carlo Methods and Applications
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 Australian & New Zealand Journal of Statistics
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Stochastics
1 Mathematics and Financial Economics
1 European Actuarial Journal
1 Annals of Finance

Citations by Year