1

Ruin probabilities for competing claim processes

Huzak, Miljenko, Perman, Mihael, Šikić, Hrvoje, Vondraček, Zoran
Journal:
Journal of Applied Probability
Année:
2004
Langue:
english
Fichier:
PDF, 149 KB
english, 2004
2

An excursion approach to Ray-Knight theorems for perturbed Brownian motion

Mihael Perman
Journal:
Stochastic Processes and their Applications
Année:
1996
Langue:
english
Fichier:
PDF, 400 KB
english, 1996
3

Size-biased sampling of Poisson point processes and excursions

Mihael Perman, Jim Pitman, Marc Yor
Journal:
Probability Theory and Related Fields
Année:
1992
Langue:
english
Fichier:
PDF, 999 KB
english, 1992
4

Perturbed Brownian motions

Mihael Perman, Wendelin Werner
Journal:
Probability Theory and Related Fields
Année:
1997
Langue:
english
Fichier:
PDF, 351 KB
english, 1997
5

Joint characteristic functions construction via copulas

Janez Komelj, Mihael Perman
Journal:
Insurance: Mathematics and Economics
Année:
2010
Langue:
english
Fichier:
PDF, 375 KB
english, 2010
6

On the Distribution of Brownian Areas

Mihael Perman and Jon A. Wellner
Journal:
The Annals of Applied Probability
Année:
1996
Langue:
english
Fichier:
PDF, 1.45 MB
english, 1996
7

An asymmetric multivariate weibull distribution

Jurić, Višnja, Kozubowski, Tomasz J., Perman, Mihael
Journal:
Communication in Statistics- Theory and Methods
Année:
2019
Langue:
english
Fichier:
PDF, 1.61 MB
english, 2019
8

Order statistics for jumps of normalised subordinators

Mihael Perman
Journal:
Stochastic Processes and their Applications
Année:
1993
Langue:
english
Fichier:
PDF, 808 KB
english, 1993
10

An excursion approach to maxima of the Brownian bridge

Perman, Mihael, Wellner, Jon A.
Journal:
Stochastic Processes and their Applications
Année:
2014
Langue:
english
Fichier:
PDF, 387 KB
english, 2014
11

Optimal hedging strategies in equity-linked products

Perman, Mihael, Zalokar, Ana
Journal:
Journal of Computational and Applied Mathematics
Année:
2018
Langue:
english
Fichier:
PDF, 404 KB
english, 2018