| Parisian ruin for a refracted Lévy process MA Lkabous, I Czarna, JF Renaud Insurance: Mathematics and Economics 74, 153-163, 2017 | 31 | 2017 |
| On occupation times in the red of Lévy risk models D Landriault, B Li, MA Lkabous Insurance: Mathematics and Economics 92, 17-26, 2020 | 16 | 2020 |
| A VaR-type risk measure derived from cumulative Parisian ruin for the classical risk model MA Lkabous, JF Renaud Risks 6 (3), 85, 2018 | 9 | 2018 |
| A unified approach to ruin probabilities with delays for spectrally negative Lévy processes MA Lkabous, JF Renaud Scandinavian Actuarial Journal 2019 (8), 711-728, 2019 | 8 | 2019 |
| A note on Parisian ruin under a hybrid observation scheme MA Lkabous Statistics & Probability Letters 145, 147-157, 2019 | 6 | 2019 |
| Bridging the first and last passage times for Lévy models D Landriault, B Li, MA Lkabous, Z Wang Stochastic Processes and their Applications, 2023 | 5 | 2023 |
| On the analysis of deep drawdowns for the Lévy insurance risk model D Landriault, B Li, MA Lkabous Insurance: Mathematics and Economics 100, 147-155, 2021 | 5 | 2021 |
| A refracted Lévy process with delayed dividend pullbacks Z Wang, MA Lkabous, D Landriault Scandinavian Actuarial Journal, 2022 | 4 | 2022 |
| Poissonian occupation times of spectrally negative Lévy processes with applications MA Lkabous Scandinavian Actuarial Journal, 2021 | 4 | 2021 |
| On the area in the red of Lévy risk processes and related quantities MA Lkabous, Z Wang Insurance: Mathematics and Economics, 2023 | 1 | 2023 |
| ON THE SPEED OF RECOVERY OF A LÉVY RISK PROCESS MA Lkabous, R Loeffen, Z Palmowski | | 2024 |
| On occupation times in the red for dual Levy models MA Lkabous | | 2024 |
| On the range of a Lévy risk process with fair valuation of insurance contracts MA Lkabous, Z Wang, M Yang | | 2024 |
| ON THE LONGEST/SHORTEST NEGATIVE EXCURSION OF A LÉVY RISK PROCESS AND RELATED QUANTITIES MA Lkabous, Z Palmowski Scandinavian Actuarial Journal, 2024 | | 2024 |
| Optimal Prediction of the End of Long-Term Financial Distress of Brownian Motion Models B Li, MA Lkabous, JMP Ramirez https://www.researchgate.net/publication …, 2023 | | 2023 |
| On some Parisian ruin problems for Lévy insurance risk models MA Lkabous Université du Québec à Montréal, 2019 | | 2019 |
| Comparison results of range-based quantities in the classical risk models MA Lkabous, M Yang | | |
David LandriaultUniversity of WaterlooVerified email at uwaterloo.ca
