Miljenko Huzak
2004–2011
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Miljenko Huzak trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Miljenko Huzak overall
- Andreas E. Kyprianou
- Yu-Xiang Wang
- Martin Keller‐Ressel
- Claire Donnat
- José Garrido
- Borja Balle
- Walter Schachermayer
- Claudia Klüppelberg
- Marinka Zitnik
- Ronnie Loeffen
Papers from Miljenko Huzak's perspective
Ordered by how strongly the researchers Miljenko Huzak trusts endorse each paper. Same corpus, a different order for every researcher.
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The compound Poisson risk model with a threshold dividend strategy
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Smoothness of scale functions for spectrally negative Lévy processes
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
- Pricing equity-indexed annuities with path-dependent options
Their papers
- Ruin probabilities and decompositions for general perturbed risk processes (2004) — 99 citations
- Characteristic Functions (2011) — 321 citations