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Papers in Probability and Risk Models 23

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The Cramér–Lundberg Model and Its Variants
2023 Springer Actuarial book Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

6

citations
Prediction intervals for future Pareto record claims
2024 European Actuarial Journal article Decision Sciences Probability and Risk Models Open access

Christina Empacher, Udo Kamps, Anja Bettina Schmiedt

4

citations
The Cramér-Lundberg model with a fluctuating number of clients
2023 Insurance Mathematics and Economics article Decision Sciences Probability and Risk Models Open access

Peter Braunsteins, Michel Mandjes

4

citations
Efficient importance sampling for large sums of independent and identically distributed random variables
2021 Statistics and Computing article Decision Sciences Probability and Risk Models Open access

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raul F. Tempone

1

citations
Dependence Between Claim Sizes and Interarrival Times
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

1

citations
Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process
2023 Risks article Decision Sciences Probability and Risk Models Open access

Onno Boxma, Fabian Hinze, Michel Mandjes

1

citations
Efficient Importance Sampling for Large Sums of IID Random Variables
2022 HAL (Le Centre pour la Communication Scientifique Directe) conference-paper Decision Sciences Probability and Risk Models Open access

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raul F. Tempone

0

citations
On the area between a Lévy process with secondary jump inputs and its reflected version
2023 arXiv (Cornell University) preprint Decision Sciences Probability and Risk Models Open access

Offer Kella, Michel Mandjes

0

citations
Level-Dependent Dynamics
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Advanced Bankruptcy Concepts
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Asymptotics
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Cramér-Lundberg Model
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Interest and Two-Sided Jumps
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Multivariate Ruin
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Threshold-Based Net Cumulative Claim Process
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Arrival Processes with Clustering
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Regime Switching
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
On the area between a Lévy process with secondary jump inputs and its reflected version
2024 Stochastic Models article Decision Sciences Probability and Risk Models

Offer Kella, Michel Mandjes

0

citations
Bankruptcy probabilities under non-poisson inspection
2025 Advances in Applied Probability article Decision Sciences Probability and Risk Models Open access

Florine Kuipers, Michel Mandjes, Sara Morcy

0

citations
Risk Theory in a Finite Customer-Pool Setting
2026 Markov Processes And Related Fields article Decision Sciences Probability and Risk Models Open access

Michel Mandjes, Daniël Rutgers

0

citations
Moments of polynomial functionals of spectrally positive Lévy processes
2025 Stochastic Processes and their Applications article Decision Sciences Probability and Risk Models Open access

Peter W. Glynn, Royi Jacobovic, Michel Mandjes

0

citations
Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities
2026 arXiv (Cornell University) preprint Decision Sciences Probability and Risk Models Open access

Hélène Guérin, Michel Mandjes, Jean-François Renaud, Arsène Brice Zotsa Ngoufack

0

citations
Explicit Large-Deviation Error Bounds in the Infinite-mean $$\boldsymbol{\alpha=1}$$ Domain via Characteristic-Function Inversion
2026 Lobachevskii Journal of Mathematics article Decision Sciences Probability and Risk Models

Jonny Imbierski, Dalia Terhesiu

0

citations

23 results