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Department of Pure Mathematics and Mathematical Statistics

Research Interests: Functional limit theorems in probability and statistics, queueing theory, insurance

Publications

The time to ruin and the number of claims until ruin for phase-type claims
E Frostig, SM Pitts, K Politis
– Insurance: Mathematics and Economics
(2012)
51,
19
Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model
L Qin, SM Pitts
– Methodology and Computing in Applied Probability
(2012)
14,
919
Decompounding random sums: a nonparametric approach
M Bogsted, SM Pitts
– Annals of the Institute of Statistical Mathematics
(2010)
62,
855
Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin
V Dermitzakis, SM Pitts, K Politis
– Methodology and Computing in Applied Probability
(2010)
12,
155
Approximations for the moments of ruin time in the compound Poisson model
SM Pitts, K Politis
– Insurance: Mathematics and Economics
(2008)
42,
668
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
SM Pitts, K Politis
– Journal of Applied Probability
(2007)
44,
695
Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson risk model
SM Pitts, K Politis
– Advances in Applied Probability
(2007)
39,
385
Nonparametric inference from the M/G/1 workload
MB Hansen, SM Pitts
– Bernoulli
(2006)
12,
737
Some notes on approximations for the deficit at ruin in the compound Poisson model
SM Pitts, K Politis
– HERMIS: an international journal of computer mathematics and its applications
(2006)
7,
95
The fast Fourier transform algorithm in ruin theory for the classical risk model
SM Pitts
– HERMIS: An international journal of computer mathematics and its applications
(2006)
7,
80
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Room

D1.12

Telephone

01223 337954