Juan Carlos Pardo

Juan Carlos Pardo

Centro de Investigación en Matemáticas - Guanajuato / Mexico
Engineering & Technology / Industrial & Manufacturing Engineering
AD Scientific Index ID: 653803
Mathematics Research Center
person_outline Juan Carlos Pardo's MOST POPULAR ARTICLES
1-) Meromorphic Lévy processes and their fluctuation identitiesA Kuznetsov, AE Kyprianou, JC PardoThe Annals of Applied Probability 22 (3), 1101-1135, 20121152012
2-) A Wiener–Hopf Monte Carlo simulation technique for Lévy processesA Kuznetsov, AE Kyprianou, JC Pardo, K van SchaikThe Annals of Applied Probability 21 (6), 2171-2190, 20111022011
3-) Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processesA Kuznetsov, JC PardoActa applicandae mathematicae 123 (1), 113-139, 2013822013
4-) Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processesEJ Baurdoux, JC Pardo, JL Pérez, JF RenaudJournal of Applied probability 53 (2), 572-584, 2016602016
5-) The hitting time of zero for a stable processA Kuznetsov, A Kyprianou, JC Pardo, A Watson562014