*Research Interests: *Functional limit theorems in probability and statistics, queueing theory, insurance

## Publications

The joint density of the surplus before and after ruin in the Sparre Andersen model

– Journal of Applied Probability

(2016)

44,

695

(doi: 10.1239/jap/1189717539)

Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson risk model

– Advances in Applied Probability

(2016)

39,

385

(doi: 10.1239/aap/1183667616)

The time to ruin and the number of claims until ruin for phase-type claims

– Insurance Mathematics and Economics

(2012)

51,

19

Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model

– Methodology and Computing in Applied Probability

(2011)

14,

919

(doi: 10.1007/s11009-011-9212-4)

Decompounding random sums: a nonparametric approach

– Annals of the Institute of Statistical Mathematics

(2008)

62,

855

(doi: 10.1007/s10463-008-0200-6)

Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin

– Methodology and Computing in Applied Probability

(2008)

12,

155

(doi: 10.1007/s11009-008-9102-6)

Approximations for the moments of ruin time in the compound Poisson model

– Insurance: Mathematics and Economics

(2008)

42,

668

Nonparametric inference from the M/G/1 workload

– Bernoulli

(2006)

12,

737

(doi: 10.3150/bj/1155735934)

The fast Fourier transform algorithm in ruin theory for the classical risk model

– HERMIS: An international journal of computer mathematics and its applications

(2006)

7,

80

Some notes on approximations for the deficit at ruin in the compound Poisson model

– HERMIS: an international journal of computer mathematics and its applications

(2006)

7,

95

- 1 of 3