Edit Profile (opens in new tab) Morales, Manuel Co-Author Distance Author ID: 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 all top 5 Co-Authors 5 single-authored 2 Ben Salah, Zied 1 Assa, Hirbod 1 Augustyniak, Maciej 1 Bahsoun, Wael 1 Biffis, Enrico 1 Boudreault, Mathieu 1 Dufresne, Daniel 1 Góra, Paweł 1 Guérin, Hélène 1 Hull, Thomas C. 1 Mayoral, Silvia 1 Momeya, Romuald Hervé 1 Nash, Sarah 1 Omidi Firouzi, Hassan 1 Schoutens, Wim 1 Ter-Saakov, Natalya all top 5 Serials 3 Methodology and Computing in Applied Probability 3 North American Actuarial Journal 2 Insurance Mathematics & Economics 2 Applied Stochastic Models in Business and Industry 2 European Actuarial Journal 1 Ars Combinatoria 1 Journal of Graph Algorithms and Applications 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science 1 Mathematics and Financial Economics all top 5 Fields 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 2 Combinatorics (05-XX) 2 Numerical analysis (65-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 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 all top 5 Cited in 20 Fields 103 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 93 Probability theory and stochastic processes (60-XX) 36 Statistics (62-XX) 12 Numerical analysis (65-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Integral equations (45-XX) 3 Integral transforms, operational calculus (44-XX) 2 Special functions (33-XX) 2 Partial differential equations (35-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Systems theory; control (93-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year