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Publications in Statistics

Stability of the Optimal Filter in Continuous Time: Beyond the Beneš Filter

Stochastic Analysis and Applications

Applied Mathematics

English

GCPM: A FLexible Package to Explore Credit Portfolio Risk

Austrian Journal of Statistics

Applied Mathematics

English

Can Social Capital Explain Business Performance in Denmark?

Empirical Economics

Social Sciences

English

On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes

Journal of Applied Probability

English

On the Dense Preferential Attachment Graph Models and Their Graphon Induced Counterpart

Journal of Applied Probability

English

Online Selection of Alternating Subsequences From a Random Sample

Journal of Applied Probability

English

Generalized Gambler’s Ruin Problem: Explicit Formulas via Siegmund Duality

Methodology and Computing in Applied Probability

English

Specialization in the Presence of Trade and Financial Openness

Empirical Economics

Social Sciences

English

What Is the Right Profile for Getting a Job? A Stated Choice Experiment of the Recruitment Process

Empirical Economics

Social Sciences

English

Optimal Time to Exchange Two Baskets

Journal of Applied Probability

English