sample of publications
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articles
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process. INSURANCE MATHEMATICS & ECONOMICS. 49:126-131. 2011
- The Gerber-Shiu Expected Discounted Penalty-Reward Function under an Affine Jump-Diffusion Model. Astin Bulletin-The Journal of the International Actuarial Association. 38:461-481. 2008