23 citations · 40 across the 5 of their papers we have counts for
6 papers
Behaviour near explosion in continuous-time Galton-Watson trees
Simon C. Harris, Samuel G. G. Johnston, Juan Carlos Pardo
We study continuous-time Galton--Watson trees whose offspring generating function takes the form \begin{align} \label{eq:gen} f(s) = s - (1-s)^αL(1-s), \end{align} where $α\in (0,1…
-stable Lévy processes entering the half space or a slab
Andreas E. Kyprianou, Sonny Medina, Juan Carlos Pardo
Recent fluctuation identities for -stable Lévy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP…
An integrated rolling horizon approach to increase operating theatre efficiency
Belinda Spratt, Erhan Kozan
Demand for healthcare is increasing rapidly. To meet demand, we must improve the efficiency of our public health services. We present a mixed integer programming (MIP) formulation…
Gerber-Shiu functionals at Parisian ruin for Lévy insurance risk processes
E. J. Baurdoux, J. C. Pardo, J. L. Pérez +1
Inspired by works of Landriault et al. \cite{LRZ-0, LRZ}, we study discounted penalties at ruin for surplus dynamics driven by a spectrally negative Lévy process with Parisian impl…
Occupation times of refracted Lévy processes
Andreas E. Kyprianou, J. C. Pardo, J. L. Pérez
A refracted Lévy process is a Lévy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified…
On the Lamperti stable processes
M. E. Caballero, J. C. Pardo, J. L. Pérez
We consider a new family of -valued Lévy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be comput…