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Patrick Laub

  1. 2019
  2. Published

    Phase-type models in life insurance : fitting and valuation of equity-linked benefits. / Asmussen, Søren; Laub, Patrick J.; Yang, Hailiang.

    In: Risks, Vol. 7, No. 1, 17, 03.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Published

    Orthonormal polynomial expansions and lognormal sum densities. / Asmussen, Søren; Goffard, Pierre-Olivier; Laub, Patrick.

    Risk and Stochastics: Ragnar Norberg. ed. / P. Barrieu. World Scientific, 2019. p. 127-150.

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

  4. 2018
  5. Published

    Efficient simulation for dependent rare events with applications to extremes. / Andersen, Lars Nørvang; Laub, Patrick; Rojas-Nandayapa, Leonardo.

    In: Methodology and Computing in Applied Probability, Vol. 20, No. 1, 2018, p. 385-409.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. 2017
  7. Published

    TAIL ASYMPTOTICS OF LIGHT-TAILED WEIBULL-LIKE SUMS. / Asmussen, Soren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas.

    In: Probability and Mathematical Statistics, Vol. 37, No. 2, 2017, p. 235-256.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. Published

    Tail asymptotics of light-tailed Weibull-like sums. / Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick; Taimre, Thomas.

    2017.

    Research output: Working paperResearch

  9. 2016
  10. Published

    Approximating the Laplace transform of the sum of dependent lognormals. / Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo.

    In: Advances in Applied Probability, Vol. 48, No. A, 2016, p. 203-215.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. Published

    Orthonormal polynomial expansions and lognormal sum densities. / Asmussen, Søren; Laub, Patrick; Goffard, Pierre-Olivier.

    Risk and Stochastics. Ragnar Norberg at 70. ed. / P. Barrieu. World Scientific, 2016.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  12. Published

    Orthonormal polynomial expansions and lognormal sum densities. / Asmussen, Søren; Goffard, Pierre-Olivier; Laub, Patrick.

    Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2016.

    Research output: Working paperResearch