Información*
| Nombre | EHYTER MATIAS MARTIN GONZALEZ |
|---|---|
| Área | FÍSICO-MATEMÁTICAS Y CIENCIAS DE LA TIERRA |
| Campo | MATEMÁTICAS |
| Disciplina | PROBABILIDAD |
| Especialidad | RIESGO |
| CVU | 337161 |
| Institución | |
|---|---|
| Dependencia | CAMPUS GUANAJUATO |
| Entidad | GUANAJUATO |
| Nivel | 1 |
| Vigencia | Inicio: 01/01/2022 |
| Fin: 31/12/2026 |
* Información del primer trimestre de 2026.
Fuente: SECIHTI.
Publicaciones ORCID
- 2026
- Stochastic modelling and statistical inference for the time to extinction of a class of populations with sexual reproduction Journal of Mathematical Biology
- 2025
- How Fast Does Extinction Occur in Bisexual Populations With Size-Dependent Mating Dynamics? Methodology and Computing in Applied Probability
- 2024
- A note on series representation for the q-scale function of a class of spectrally negative Lévy processes Statistics & Probability Letters
- 2023
- Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes Communications in Statistics - Theory and Methods
- A new definition of hitting time and an embedded Markov chain in continuous-time quantum walks Quantum Information Processing
- 2022
- Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps Methodology and Computing in Applied Probability
- Mathematical modelling of student’s cumulative learning Nova Scientia
- 2021
- Approximation of the Equilibrium Distribution via Extreme Value Theory: an Application to Insurance Risk Methodology and Computing in Applied Probability
- 2019
- The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps Journal of Applied Probability
- 2018
- Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes XII Symposium of Probability and Stochastic Processes