Mihael Perman

Optimal hedging strategies in equity-linked products

Mihael Perman, Ana Zalokar, 2018, J. Comput. Appl. Math..

A decomposition for Markov processes at an independent exponential time

Mihael Perman, M. Perman, 2016, Ars Math. Contemp..

Quantile approximations in auto-regressive portfolio models

Mihael Perman, Igor Masten, Ales Ahcan, 2011, J. Comput. Appl. Math..

Some extensions of optimal stopping with financial applications

Mihael Perman, Ana Zalokar, 2019, Ars Math. Contemp..

Order statistics for jumps of normalised subordinators

Mihael Perman, M. Perman, 1993 .

Ruin probabilities for competing claim processes

Miljenko Huzak, Mihael Perman, Zoran Vondraček, 2004, Journal of Applied Probability.

Ruin probabilities and decompositions for general perturbed risk processes

Miljenko Huzak, Mihael Perman, Hrvoje Sikic, 2004, math/0407125.