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Author ID: morales.manuel Recent zbMATH articles by "Morales, Manuel"
Published as: Morales, Manuel
External Links: MGP
Documents Indexed: 18 Publications since 2003
Co-Authors: 16 Co-Authors with 10 Joint Publications
253 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 173 times in 129 Documents Cited by Year
On a generalization of the Gerber-Shiu function to path-dependent penalties. Zbl 1231.91146
Biffis, Enrico; Morales, Manuel
45
2010
On the expected discounted penalty function for Lévy risk processes. Zbl 1480.91076
Garrido, José; Morales, Manuel
27
2006
A risk model driven by Lévy processes. Zbl 1051.60051
Morales, Manuel; Schoutens, Wim
18
2003
On the expected discounted penalty function for a perturbed risk process driven by a subordinator. Zbl 1130.91032
Morales, Manuel
16
2007
Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410
Dufresne, Daniel; Garrido, Jose; Morales, Manuel
14
2009
Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. Zbl 1401.91156
Kuznetsov, Alexey; Morales, Manuel
11
2014
On a surplus process under a periodic environment: a simulation approach. Zbl 1085.91527
Morales, Manuel
7
2004
Risk theory with the generalized inverse Gaussian Lévy process. Zbl 1102.60043
Morales, Manuel
7
2004
Random dynamics and finance: Constructing implied binomial trees from a predetermined stationary density. Zbl 1146.91021
Bahsoun, Wael; Góra, Pawel; Mayoral, Silvia; Morales, Manuel
6
2007
On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model. Zbl 1411.91576
Momeya, Romuald Hervé; Morales, Manuel
6
2016
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
5
2018
Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060
Ben Salah, Zied; Morales, Manuel
4
2012
On an approximation for the surplus process using extreme value theory: applications in ruin theory and reinsurance pricing. Zbl 1085.62513
Morales, Manuel
3
2004
Risk measures on the space of infinite sequences. Zbl 1255.91174
Assa, Hirbod; Morales, Manuel
3
2010
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. Zbl 1396.91292
Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan
1
2015
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
5
2018
On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model. Zbl 1411.91576
Momeya, Romuald Hervé; Morales, Manuel
6
2016
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. Zbl 1396.91292
Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan
1
2015
Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. Zbl 1401.91156
Kuznetsov, Alexey; Morales, Manuel
11
2014
Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060
Ben Salah, Zied; Morales, Manuel
4
2012
On a generalization of the Gerber-Shiu function to path-dependent penalties. Zbl 1231.91146
Biffis, Enrico; Morales, Manuel
45
2010
Risk measures on the space of infinite sequences. Zbl 1255.91174
Assa, Hirbod; Morales, Manuel
3
2010
Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410
Dufresne, Daniel; Garrido, Jose; Morales, Manuel
14
2009
On the expected discounted penalty function for a perturbed risk process driven by a subordinator. Zbl 1130.91032
Morales, Manuel
16
2007
Random dynamics and finance: Constructing implied binomial trees from a predetermined stationary density. Zbl 1146.91021
Bahsoun, Wael; Góra, Pawel; Mayoral, Silvia; Morales, Manuel
6
2007
On the expected discounted penalty function for Lévy risk processes. Zbl 1480.91076
Garrido, José; Morales, Manuel
27
2006
On a surplus process under a periodic environment: a simulation approach. Zbl 1085.91527
Morales, Manuel
7
2004
Risk theory with the generalized inverse Gaussian Lévy process. Zbl 1102.60043
Morales, Manuel
7
2004
On an approximation for the surplus process using extreme value theory: applications in ruin theory and reinsurance pricing. Zbl 1085.62513
Morales, Manuel
3
2004
A risk model driven by Lévy processes. Zbl 1051.60051
Morales, Manuel; Schoutens, Wim
18
2003
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Cited by 183 Authors

9 Zhang, Zhimin
7 Morales, Manuel
6 Cheung, Eric C. K.
5 Shimizu, Yasutaka
5 Yang, Hailiang
4 Ben Salah, Zied
4 Islam, Mohammad Shafiqul
4 Lu, Yi
4 Martín-González, Ehyter Matías
3 Gatto, Riccardo
3 Kolkovska, Ekaterina Todorova
3 Li, Shuanming
3 Wang, Wenyuan
3 Woo, Jae-Kyung
3 Yam, Sheung Chi Phillip
2 Biffis, Enrico
2 Cavicchioli, Maddalena
2 Chen, Ping
2 Chi, Yichun
2 Cui, Zhenyu
2 Feng, Runhuan
2 Goffard, Pierre-Olivier
2 Griffin, Philip S.
2 Kaishev, Vladimir K.
2 Leonenko, Nikolai N.
2 Li, Xiaolong
2 Lin, X. Sheldon
2 Liu, Haibo
2 Maller, Ross Arthur
2 Palmowski, Zbigniew
2 Ramponi, Alessandro
2 Sendova, Kristina P.
2 Shi, Yifan
2 Willmot, Gordon E.
2 Wong, Hoi Ying
2 Xie, Jiayi
2 Yin, Chuancun
2 Yu, Wenguang
2 Zhang, Aili
2 Zhao, Xianghua
1 Ackerer, Damien
1 Agliardi, Rossella
1 Aliat, Billel
1 Anh, Vo V.
1 Asiimwe, Pious
1 Asmussen, Søren
1 Avanzi, Benjamin
1 Avilés-Ochoa, Ezequiel
1 Badescu, Andrei L.
1 Bae, Taehan
1 Bao, Jiayong
1 Bäuerle, Nicole
1 Baumgartner, Benjamin
1 Beyazit, Mehmet Fuat
1 Billio, Monica
1 Bladt, Mogens
1 Blatter, Anja
1 Breuer, Lothar
1 Cai, Chunhao
1 Chen, Mi
1 Chen, Xu
1 Chukova, Stefanka St.
1 Cojocaru, Ionica
1 Cui, Chaoran
1 Dai, Hongshuai
1 Deng, Xiaochuan
1 Denisov, Denis E.
1 Diko, Peter
1 Dimitrova, Dimitrina S.
1 Ding, Deng
1 Ding, Jiu
1 Dong, Hua
1 Dong, Yinghui
1 Eberlein, Ernst W.
1 Elliott, Robert James
1 Eroğlu, Kemal Ilgar
1 Feunou, Bruno
1 Flores-Sosa, Martha
1 Gallo, Giampiero M.
1 Glau, Kathrin
1 Grabisch, Michel
1 Grahovac, Danijel
1 Guérin, Hélène
1 Hamada, Ahmed S.
1 Hamdi, Fayçal
1 Hao, Xuemiao
1 Haslip, Gareth G.
1 He, Yue
1 Hu, Xiang
1 Huang, Yujuan
1 Hubalek, Friedrich
1 Ignatov, Zvetan G.
1 Ivanovs, Jevgeņijs
1 Jaimungal, Sebastian
1 Jang, Jiwook
1 Jiang, Long
1 Jin, Congming
1 Jones, Bruce L.
1 Joshi, Mark S.
1 Kawai, Reiichiro
...and 83 more Authors
all top 5

Cited in 49 Serials

25 Insurance Mathematics & Economics
10 Scandinavian Actuarial Journal
9 Methodology and Computing in Applied Probability
8 Journal of Computational and Applied Mathematics
7 North American Actuarial Journal
6 Applied Mathematics and Computation
3 Communications in Statistics. Theory and Methods
3 Probability in the Engineering and Informational Sciences
3 Quantitative Finance
3 ASTIN Bulletin
3 European Actuarial Journal
2 Journal of Applied Probability
2 Statistics & Probability Letters
2 Stochastic Analysis and Applications
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 International Journal of Theoretical and Applied Finance
2 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
2 Mathematics and Financial Economics
1 Advances in Applied Probability
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Information Sciences
1 Kybernetika
1 Bulletin of the Iranian Mathematical Society
1 International Journal of Approximate Reasoning
1 The Annals of Applied Probability
1 Numerical Algorithms
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 Stochastic Processes and their Applications
1 SIAM Journal on Scientific Computing
1 Mathematical Methods of Statistics
1 Applied Mathematical Finance
1 INFORMS Journal on Computing
1 Mathematical Problems in Engineering
1 Studies in Nonlinear Dynamics and Econometrics
1 Far East Journal of Applied Mathematics
1 Discrete Dynamics in Nature and Society
1 Stochastic Models
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Asia-Pacific Financial Markets
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Statistical Methodology
1 Frontiers of Mathematics in China
1 Advances in Pure and Applied Mathematics
1 Dependence Modeling
1 International Journal of Applied and Computational Mathematics
1 Cogent Mathematics

Citations by Year