Martijn R. Pistorius

Identifiers

• name variant Martijn R. Pistorius 0.60 · backfill

Papers (3)

1. On the drawdown of completely asymmetric Levy processes math.PR · 2011 · author #2
2. Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results math.PR · 2008 · author #3
3. On the optimal dividend problem for a spectrally negative L\'{e}vy process math.PR · 2007 · author #3

Mentions

• 1103.1460 #2 · backfill · confidence 0.70 Martijn R. Pistorius
• 0802.4060 #3 · backfill · confidence 0.70 Martijn R. Pistorius

Frequent Coauthors

• Florin Avram 2 shared papers
• Zbigniew Palmowski 2 shared papers
• Aleksandar Mijatovic 1 shared papers