Manuel Morales

Management Science and Operations Research · 2006–2010

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 28 citations into it; #11,879 of 11,946 by trust here, #8,906 by citations
• Finance — 20 citations into it
• Demography — 15 citations into it; #4,195 of 4,236 by trust here, #2,507 by citations
• Statistics and Probability — 7 citations into it; #12,894 of 12,932 by trust here, #9,233 by citations
• Economics and Econometrics — 6 citations into it

Whom Manuel Morales trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hailiang Yang
2. Andreas E. Kyprianou
3. Claudia Klüppelberg
4. Dilip B Madan 5
5. Alan L. Lewis
6. Miljenko Huzak
7. Sebastian Raible
8. Roger Lee
9. Gurdip Bakshi
10. Xiaowen Zhou

Who trusts Manuel Morales overall

1. Andreas E. Kyprianou
2. Chuancun Yin

Papers from Manuel Morales's perspective

Ordered by how strongly the researchers Manuel Morales trusts endorse each paper. Same corpus, a different order for every researcher.

1. Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
2. The Variance Gamma Process and Option Pricing
3. Ruin probabilities and decompositions for general perturbed risk processes
4. Passage times for a spectrally negative Lévy process with applications to risk theory
5. Spanning and Derivative-Security Valuation
6. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
7. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
8. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
9. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
10. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance

Their papers

• On The Expected Discounted Penalty function for Lévy Risk Processes (2006) — 87 citations
• On a generalization of the Gerber–Shiu function to path-dependent penalties☆ (2010) — 78 citations
• Fourier Inversion Formulas in Option Pricing and Insurance (2009) — 51 citations