Publications

Publications

• Simsek, M., et al. (2024). Fluctuations of an omega-type killed process in discrete time. Modern Stochastics: Theory and Applications, 11 (4), 459-478.
  
  

• Palmowski, Z., et al. (2024). Gerber-Shiu theory for discrete risk processes in a regime switching environment. Applied Mathematics and Computation, 467.
  
  

• Palmowski, Z., et al. (2024). Exit time for a discrete Markov additive process. Journal of Theoretical Probability.
  
  

• Papaioannou, A. D. and Ramsden, L. (2022). Recursive approaches for multi-layered dividend strategies in a phase-type

renewal risk model. Risks, 11, 1.

• Constantinescu, C., et al. (2022). Effect of Stop-Loss Reinsurance on Primary Insurer Solvency. Risks, 10(10), 193.
  
  

• Constantinescu, C.,et al. (2022). First passage times over stochastic boundaries for subdiffusive processes. Transactions of

the American Mathematical Society, 375(3), 1629-1652.

Under Review

• Palmowski, Z, et al. Finite-time ruin for the compound Markov binomial risk model. (Submitted)

• Beelders, N., et al. Poissonian potential measures for refracted-reflected Levy processes. (Submitted)

• Beelders, N., et al. Levy Processes under level dependent Poissonian switching. Journal of Applied Probability (R&R).

Working Papers

• Beelders, N., et al. Fluctuation theory for Lévy processes under partial resetting. (Working Paper)