| On a generalization of the Gerber–Shiu function to path-dependent penalties E Biffis, M Morales Insurance: Mathematics and Economics 46 (1), 92-97, 2010 | 82 | 2010 |
| Fourier inversion formulas in option pricing and insurance D Dufresne, J Garrido, M Morales Methodology and Computing in Applied Probability 11, 359-383, 2009 | 53 | 2009 |
| A risk model driven by Lévy processes M Morales, W Schoutens Applied Stochastic Models in Business and Industry 19 (2), 147-167, 2003 | 49 | 2003 |
| On the expected discounted penalty function for a perturbed risk process driven by a subordinator M Morales Insurance: Mathematics and Economics 40 (2), 293-301, 2007 | 41 | 2007 |
| Computing the finite-time expected discounted penalty function for a family of Lévy risk processes A Kuznetsov, M Morales Scandinavian Actuarial Journal 2014 (1), 1-31, 2014 | 35 | 2014 |
| Contingent claim pricing using a normal inverse Gaussian probability distortion operator F Godin, S Mayoral, M Morales Journal of Risk and Insurance 79 (3), 841-866, 2012 | 25 | 2012 |
| Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure M Augustyniak, M Boudreault, M Morales Methodology and Computing in Applied Probability 20 (1), 165-188, 2018 | 21 | 2018 |
| Risk measures on the space of infinite sequences H Assa, M Morales Mathematics and Financial Economics 2 (4), 253-275, 2010 | 17 | 2010 |
| Risk theory with the generalized inverse Gaussian Lévy process M Morales ASTIN Bulletin: The Journal of the IAA 34 (2), 361-377, 2004 | 17 | 2004 |
| Random dynamics and finance: Constructing implied binomial trees from a predetermined stationary density W Bahsoun, P Góra, S Mayoral, M Morales Applied Stochastic Models in Business and Industry 23 (3), 181-212, 2007 | 16 | 2007 |
| On the capital allocation problem for a new coherent risk measure in collective risk theory H Assa, M Morales, H Omidi Firouzi Risks 4 (3), 30, 2016 | 10 | 2016 |
| On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model RH Momeya, M Morales Methodology and Computing in Applied Probability 18, 107-135, 2016 | 9 | 2016 |
| Lévy systems and the time value of ruin for Markov additive processes Z Ben Salah, M Morales European Actuarial Journal 2, 289-317, 2012 | 9 | 2012 |
| On an approximation for the surplus process using extreme value theory: Applications in ruin theory and reinsurance pricing M Morales North American Actuarial Journal 8 (3), 46, 2004 | 7 | 2004 |
| Generalized risk processes and Lévy modelling in risk theory M Morales Concordia University, 2003 | 6 | 2003 |
| ESG Tech: Attractions and Challenges for Fintechs in the Age of COVID-19 S Rousseau, E Gendron, M Morales, D Payette Banking & Finance Law Review 37 (1), 57-96, 2021 | 4 | 2021 |
| A NLP-Based Analysis of Alignment of Organizations’ Climate-Related Risk Disclosures with Material Risks and Metrics E Kheradmand, D Serre, M Morales, CB Robert NeurIPS 2021 Workshop on Tackling Climate Change with Machine Learning …, 2021 | 4 | 2021 |
