Publications

Book: Introduction to Probability and Stochastic Processes with Applications

https://onlinelibrary.wiley.com/doi/book/10.1002/9781118344972

John Wiley & Sons, June 2012. USA ISBN: 978-1-1182-9440-6

Wiley India Edition, 2016 ISBN: 9788126559145

Book: Applied Stochastic Modeling

https://link.springer.com/book/10.1007/978-3-031-31282-3

Springer

Hardcover ISBN 978-3-031-31281-6
Softcover ISBN 978-3-031-31284-7

Research Papers in International Journals

1. 1. 1. Performance evaluation of NB-IoT devices with auxiliary state: a two stage method based semi-Markov model, OPSEARCH, 10.1007/s12597-026-01094-1, (2026).
    2. Statistical Inference for Fractional Brownian Bridge with Hurst Parameter H ≥ 1/2. (Submitted)
    3. Stochastic modeling, analysis, and simulation of Dengue in Valle del Cauca: A case study." Mathematical Biosciences and Engineering 23.2 (2026): 266-290.
    4. Limit Theorems for a Self- and Mutually Exciting Discrete-Time Hawkes Process. (Submitted)
    5. A Data-Driven Stochastic Model of Acute Respiratory Disease Dynamics in Bogota. (Submitted)
    6. Pricing Variable Annuity Contracts with GMAB Guarantee Under a Regime-Switching Local Volatility Model Computational Economics. Vol. 66, pag. 1603–1624, 2025. DOI: 10.1007/s10614-024-10764-5
    7. Environmental variability and fish stock dynamics: a stochastic model of Mahi Mahi abundance." Mathematical Biosciences and Engineering: MBE 22.12 (2025): 3107-3129.
    8. The Component Outage Model for Power Systems Using Availability Approximations OPSEARCH, Vol. 61, pag. 1948–1967 2024. DOI: 10.1007/s12597-024-00753-5
    9. Data-Driven Modeling of the Impact of Differential Efficacy of COVID-19 Vaccines in Two Socio-Economically Contrasting Cities: New York, USA, and Bogotá, Colombia Revista Colombiana de Estadística, 47(2), 423–451. DOI: 10.15446/rce.v47n2.112805
    10. An Updated Estimation Approach for SEIR Models with Stochastic Perturbations: Application to COVID-19 Data in Bogotá PLOS ONE, 18(8): e0285624, 2023. DOI: 10.1371/journal.pone.0285624
    11. Machine Learning for Predicting the Dynamics of Infectious Diseases During Travel Through Physics-Informed Neural Networks. Journal of Machine Learning for Modeling and Computing, 2023, vol. 4, no. 3. DOI: 10.1615/JMachLearnModelComput.2023047213
    12. Time Series Model for GLWB with Surrender Benefit and Stochastic Interest Rate: Dynamic Withdrawal Approach. Applied Stochastic Models in Business and Industry, 2023. DOI: 10.1002/asmb.2751
    13. Stochastic Modeling, Analysis, and Simulation of the COVID-19 Pandemic with Explicit Behavioral Changes in Bogotá: A Case Study
      Infectious Disease Modelling, Volume 7, Issue 1, March 2022, Pages 199–211. DOI: 10.1016/j.idm.2021.12.008
    14. Studies on the Basic Reproduction Number in Stochastic Epidemic Models with Random Perturbations. Advances in Differential Equations, 2021, 288. DOI: 10.1186/s13662-021-03445-2
    15. A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit. Computational Economics, 2020. DOI: 10.1007/s10614-020-09999-9
    16. Time-Series Modeling of Fishery Landings in the Colombian Pacific Ocean Using an ARIMA Model Regional Studies in Marine Science, Volume 39, September 2020. DOI: 10.1016/j.rsma.2020.101477
    17. Cost Analysis of Treatment Strategies for the Control of HSV–2 Infection in the US: A Mathematical Modeling-Based Case Study.
      Mathematical Biosciences, 2020. DOI: 10.1016/j.mbs.2020.108347
    18. Transient Solution of Fluid Queue Modulated by Two Independent Birth-Death Processes. International Journal of Operational Research, Vol. 36 No. 1, pp. 1–11, 2019.
    19. Studying Complexity and Risk Through Stochastic Population Dynamics: Persistence, Resonance, and Extinction in Ecosystems.
      Handbook of Statistics, 2019. DOI: 10.1016/bs.host.2018.11.001
    20. Optimal Number of Frames Transmitted in a Sensing-Based Opportunistic Spectrum Access. Physical Communication, Vol. 26, pp. 156–161, 2018. DOI: 10.1016/j.phycom.2017.12.009
    21. Markov Regenerative Credit Rating Model. Journal of Risk Finance, Vol. 18 Issue: 3, pp. 311–325, 2017. DOI: 10.1108/JRF-09-2016-0123
    22. Stochastic Models for the Infectivity Function in an Infinite Population of Susceptible Individuals. Journal of Probability and Statistics, Volume 2017, Article ID 9064821, 6 pages. DOI: 10.1155/2017/9064821
    23. Transient Solution of Fluid Queue Modulated by Two Independent Birth-Death Processes. , International Journal of Operational Research, 2017.
    24. Evaluating Operational Risk by an Inhomogeneous Counting Process Based on Panjer Recursion. Journal of Operational Risk, Volume 11, Number 1, pp. 1–21, March 2016.
    25. The Transient and Asymptotic Moments for the Random Mission Time of a System. Revista Ciencia en Desarrollo, Volume 7, Number 2, pp. 108–124, 2016.
    26. A Mixture of Generalized Tukey’s Distributions. Journal of Probability and Statistics, Volume 2016, Article ID 3509139, 7 pages. DOI: 10.1155/2016/3509139
    27. Option Pricing Based on a Log-Skew-Normal Mixture. International Journal of Theoretical and Applied Finance, 18, 1550051, 2015. DOI:10.1142/S021902491550051X
    28. Some Useful Approximations for the Availability Function. International Journal of Reliability, Quality and Safety Engineering, 22(02), pp. 1550008, 2015. DOI: 10.1142/S0218539315500084
    29. Modeling Electricity Spot Price Dynamics Using Lévy-Type Cox Processes: An Application to the Colombian Market. Actuarial Sciences and Quantitative Finance, Springer International Publishing, 2015.
    30. Stochastic Modeling for Delay Analysis of a VoIP Network.Annals of Operations Research, Volume 233, Number 1, pp. 171–180, 2015
    31. Fluid Queue Driven by Finite-State Markov Processes
      Revista Ciencia en Desarrollo, Vol. 5 No. 2, pp. 79–86, 2015.
    32. Approximation of the Bivariate Renewal Function. Communications in Statistics - Simulation and Computation, Volume 44, Number 1, pp. 154–167, 2015.
    33. A Generalization of Tukey’s g-h Family of Distributions
      Journal of Statistical Theory and Applications, 14(1), pp. 28–44, 2014.
    34. On the Study of Simultaneous Service by a Random Number of Servers with Retrial and Preemptive Priority. International Journal of Operational Research, Volume 20, Number 1, pp. 68–90, 2014.
    35. Results on a Binding Neuron Model and Their Implications for the Modified Hourglass Model for Neuronal Networks. Computational and Mathematical Methods in Medicine, 2013.
    36. Option Pricing Based on the Generalized Tukey Distribution. International Journal of Financial Markets and Derivatives, 2013.
    37. On the Study of Simultaneous Service by a Random Number of Servers with Retrial and Preemptive Priority. International Journal of Operational Research, 2013.
    38. The Use of Tukey’s g-h Family of Distributions to Calculate Value at Risk and Conditional Value at Risk. The Journal of Risk, Vol. 13 No. 4, pp. 95–116, Summer 2011.
    39. A Non-Markov Model for Volatility Jumps. International Journal of Financial Markets and Derivatives, Vol. 3, pp. 223–235, 2011.
    40. A Fluid Queue Modulated by Two Independent Birth-Death Processes
      Computers and Mathematics with Applications, Vol. 60, pp. 2433–2444, 2010.
    41. A Threshold Model for Cell Survival. International Journal of Biomathematics, Vol. 2, pp. 119–127, 2009.
    42. Stochastic Modeling of Telomere Sequence Loss in Cells with Multiple Chromosomes Revista Colombiana de Matemáticas, Vol. 39, 2005.
    43. Point Processes, Product Densities, and Cell Biology. Revista Colombiana de Estadística, Vol. 28, 2004.
    44. Structured Stochastic Modeling of Radiation-Induced Cell Progression Through Cell Cycles. Journal of Biological Systems, 8, pp. 31–47, 2000.
    45. On the Parity of Cells in Tumor Growth. Stochastic Processes and their Applications, pp. 61–72, 1999.
    46. A Novel Approach for the Stochastic Effects of Radiation on Cell Survival. Stochastic Analysis and Applications, 16, pp. 131–152, 1998.
    47. A Stochastic Model for Cell Repair Based on Enzyme Kinetics. Journal of Biological Systems, 5, pp. 139–150, 1997.
    48. Optimal Stopping in a Shock Model. Optimization: A Journal of Mathematical Programming and Operations Research, 38, pp. 127–132, 1996.

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