This repo contains the notes I use to teach short courses and full semester courses "Stochastic and Robust Optimisation". This notes are a work in progress and a constantly being updated. At the ...

These are my personal lecture notes taken during a Stochastic Processes course. This course focused heavily on proofs, with just enough examples to instantiate the concepts. This lecture note is ...

ABSTRACT: The paper deals with the optimal proportional reinsurance in a collective risk theory model involving two classes of insurance business. These classes are dependent through the number of ...

ABSTRACT: In the paper, perturbed stochastic Volterra Equations with noise terms driven by series of independent scalar Wiener processes are considered. In the study, the resolvent approach to the ...