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Juan Carlos Pardo

6 papers hereh-index 4151 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author3
  • last author2

Across the 5 of 6 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.OC1
same name
  • Juan Carlos Pardo — 4 papers
  • Juan Carlos Pardo — 2 papers, h 1
  • Juan Carlos Pardo — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedOn the Lamperti stable processes

23 citations · 40 across the 5 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.PR2014★ 8 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.