Manuel Morales

On The Expected Discounted Penalty function for Lévy Risk Processes

José Garrido, Manuel Morales · North American Actuarial Journal · 2006 · 83 citations

Option Pricing, Risk Model, Asset Pricing +15

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

Enrico Biffis, Manuel Morales · Insurance Mathematics and Economics · 2009 · 70 citations

Mathematical Programming, Path-dependent Penalties, Generalized Function +2

Fourier Inversion Formulas in Option Pricing and Insurance

Daniel Dufresne, José Garrido, Manuel Morales · Methodology And Computing In Applied Probability · 2007 · 49 citations

Spectral Theory, Option Pricing, Asset Pricing +3

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

Alexey Kuznetsov, Manuel Morales · Scandinavian Actuarial Journal · 2011 · 33 citations

Stochastic Simulation, Engineering, Risk Measures +12

A risk model driven by Lévy processes

Manuel Morales, Wim Schoutens · Applied Stochastic Models in Business and Industry · 2003 · 32 citations

Economics, Option Pricing, Risk Model +15