23 citations · 43 across the 9 of their papers we have counts for
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math.PR2014
The backbone decomposition for superprocesses with non-local branching
A. Murillo-Salas, J. L. Pérez
We provide a path-wise "backbone" decomposition for supercritical superprocesses with non-local branching. Our result complements a related result obtained for super-critical super…
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…