Publications
- with A. Behme: Moments of the ruin time in a perturbed Cramér-Lundberg model. 2021. Preprint: arXiv:2108.05139
- with A. Behme: On moments of downwards passage times for spectrally negative Lévy processes. 2021. Preprint: arXiv:2106.00401
- with A. Behme: A 2 x 2 random switching model and its dual risk model. Queueing Syst. 2021. https://doi.org/10.1007/s11134-021-09697-9. Preprint: arXiv:2007.03369