Mihael Perman

2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Mihael Perman trusts overall

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

  1. Hailiang Yang

Who trusts Mihael Perman overall

  1. Andreas E. Kyprianou
  2. José Garrido
  3. Claudia Klüppelberg
  4. Ronnie Loeffen

Papers from Mihael Perman's perspective

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

  1. Ruin probabilities and overshoots for general Lévy insurance risk processes
  2. Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
  3. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. The compound Poisson risk model with a threshold dividend strategy
  6. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  7. Smoothness of scale functions for spectrally negative Lévy processes
  8. The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
  9. On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
  10. Pricing equity-indexed annuities with path-dependent options

Their papers