Research output per year
Research output per year
Personal profile
Biography
I currently hold the position of Lecturer in Actuarial Science and Statistics within the Department of Mathematics at The University of Manchester. Prior to this, I served as a Post-doctoral Fellow in the Department of Statistics and Actuarial Science at the University of Waterloo from September 2021 to August 2023. My academic journey includes the successful completion of a PhD program at the London School of Economics, where I was supervised by Erik Baurdoux.
Research interests
My research interests primarily lie in the domain of Lévy processes and their application to solving optimal stopping problems within the fields of Insurance Mathematics and Financial Mathematics.
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Collaborations and top research areas from the last five years
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Research output
- 3 Article
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Lp optimal prediction of the last zero of a spectrally negative Lévy process
Baurdoux, E. & Pedraza Ramirez, J. M., 3 Feb 2024, In: Annals of Applied Probability. 34, 1B, p. 1350–1402 53 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile59 Downloads (Pure) -
Optimal Stopping for Exponential Lévy Models with Weighted Discounting
Landriault, D., Li, B. & Pedraza Ramirez, J. M., 1 Sept 2023, In: SIAM Journal on Financial Mathematics. 14, 3, p. 777-811 35 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile65 Downloads (Pure) -
Predicting the last zero before an exponential time of a spectrally negative Lévy process
Pedraza Ramirez, J. M. & Baurdoux, E., 1 Jun 2023, In: Advances in Applied Probability. 55, 2, p. 611-642 32 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile20 Downloads (Pure)