Manuel Morales

发表

On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory

H. Firouzi, H. Assa, Manuel Morales, 2016 .

On A Surplus Process Under A Periodic Environment

Manuel Morales, 2004 .

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

Manuel Morales, Maciej Augustyniak, Mathieu Boudreault, 2017 .

Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density

P. Góra, Wael Bahsoun, Silvia Mayoral, 2007 .

On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

R. Momeya, Manuel Morales, 2016 .

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

Manuel Morales, Mathieu Boudreault, Maciej Augustyniak, 2017 .

Implementing Importance Sampling in the Least-Squares Monte Carlo Approach for American Options

Manuel Morales, 2006 .

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

Manuel Morales, Maciej Augustyniak, Maciej Augustyniak, 2017, Methodology and Computing in Applied Probability.

On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

R. Momeya, Manuel Morales, 2014, Methodology and Computing in Applied Probability.

Lévy systems and the time value of ruin for Markov additive processes

Manuel Morales, Zied Ben Salah, 2012, European Actuarial Journal.

Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator

F. Godin, Silvia Mayoral, Manuel Morales, 2012 .

Fourier Inversion Formulas in Option Pricing and Insurance

José Garrido, Manuel Morales, Daniel Dufresne, 2009 .

On The Expected Discounted Penalty function for Lévy Risk Processes

José Garrido, Manuel Morales, José Garrido, 2006 .

A risk model driven by Lévy processes

W. Schoutens, Manuel Morales, 2003 .

Risk measures on the space of infinite sequences

H. Assa, Manuel Morales, 2010 .

Computing the finite-time expected discounted penalty function for a family of Lévy risk processes

Alexey Kuznetsov, Manuel Morales, A. Kuznetsov, 2014 .

Lévy systems and the time value of ruin for Markov additive processes

Manuel Morales, Zied Ben Salah, 2012 .

On the expected discounted penalty function for a perturbed risk process driven by a subordinator

Manuel Morales, 2007 .

On a generalization of the Gerber–Shiu function to path-dependent penalties☆

E. Biffis, Manuel Morales, 2010 .