Concepedia

Miguel Usábel

MU

Statistics

Publications

9

Citations

309

H-Index

9

Active since

1998

Affiliations

Universidad Carlos III de Madrid(Current)

Université de Pau et des Pays de l'Adour

Heriot-Watt University

Miguel Usábel is an author at Universidad Carlos III de Madrid specializing in stochastic processes, probability theory, and probability of ruin.

Publications per year

1998–2011

9

Publications

9

Erlangian Approximations for Finite-Horizon Ruin Probabilities

Søren Asmussen, Florin Avram, Miguel Usábel · Astin Bulletin · 2002 · 129 citations · Full text

, , +8

On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts

Florin Avram, Terence Chan, Miguel Usábel · Stochastic Processes and their Applications · 2002 · 46 citations · Full text

, , +12

Finite time ruin probabilities with one Laplace inversion

Florin Avram, Miguel Usábel · Insurance Mathematics and Economics · 2003 · 27 citations · Full text

, , +12

Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times

Florin Avram, Miguel Usábel · Astin Bulletin · 2004 · 23 citations · Full text

, , +14

Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique

Miguel Usábel · Insurance Mathematics and Economics · 1999 · 22 citations · Full text

, , +3

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