Ehyter Matías Martín-González

Available identifiers

Publication	Date of Publication	Type
Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes	2023-11-17	Paper
Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes	2023-07-21	Paper
A new definition of hitting time and an embedded Markov chain in continuous-time quantum walks	2023-06-13	Paper
Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps	2023-02-17	Paper
Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk	2021-11-09	Paper
Mathematical modelling of the performance of a student in non-collaborative and non-presential learning	2020-12-16	Paper
The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps	2019-12-17	Paper
Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion	2016-01-05	Paper

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