Hawkes processes PJ Laub, T Taimre, PK Pollett arXiv preprint arXiv:1507.02822, 2015 | 218 | 2015 |

Orthonormal polynomial expansions and lognormal sum densities S Asmussen, PO Goffard, PJ Laub Risk and Stochastics: Ragnar Norberg, 127-150, 2019 | 38 | 2019 |

The elements of Hawkes processes PJ Laub, Y Lee, T Taimre Springer, 2021 | 30 | 2021 |

Phase-type models in life insurance: Fitting and valuation of equity-linked benefits S Asmussen, PJ Laub, H Yang Risks 7 (1), 17, 2019 | 26 | 2019 |

Tail asymptotics of light-tailed Weibull-like sums S Asmussen, E Hashorva, PJ Laub, T Taimre arXiv preprint arXiv:1712.04070, 2017 | 18 | 2017 |

Approximating the Laplace transform of the sum of dependent lognormals PJ Laub, S Asmussen, JL Jensen, L Rojas-Nandayapa Advances in Applied Probability 48 (A), 203-215, 2016 | 16 | 2016 |

Monte Carlo estimation of the density of the sum of dependent random variables PJ Laub, R Salomone, ZI Botev Mathematics and Computers in Simulation 161, 23-31, 2019 | 9 | 2019 |

Approximate Bayesian Computations to fit and compare insurance loss models PO Goffard, PJ Laub Insurance: Mathematics and Economics 100, 350-371, 2021 | 8 | 2021 |

Hawkes processes (2015) PJ Laub, T Taimre, PK Pollett arXiv preprint arXiv:1507.02822, 0 | 7 | |

Hawkes processes. arXiv 2015 PJ Laub, T Taimre, PK Pollett arXiv preprint arXiv:1507.02822, 2015 | 6 | 2015 |

Orthogonal polynomial expansions to evaluate stop-loss premiums PO Goffard, PJ Laub Journal of Computational and Applied Mathematics 370, 112648, 2020 | 5 | 2020 |

Hawkes processes. arXiv PJ Laub, T Taimre, PK Pollett arXiv preprint arXiv:1507.02822, 2015 | 5 | 2015 |

Hawkes processes: simulation, estimation, and validation P Laub, SP Pollett Bachelor’s Thesis, University of Queensland, 2014 | 5 | 2014 |

Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata J Li, MJ Zyphur, G Sugihara, PJ Laub The Stata Journal 21 (1), 220-258, 2021 | 4 | 2021 |

Two numerical methods to evaluate stop-loss premiums PO Goffard, PJ Laub J Comput Appl Math (to appear), 2019 | 4 | 2019 |

Efficient simulation for dependent rare events with applications to extremes LN Andersen, PJ Laub, L Rojas-Nandayapa Methodology and Computing in Applied Probability 20 (1), 385-409, 2018 | 3 | 2018 |

Maximum Likelihood Estimation PJ Laub, Y Lee, T Taimre, PJ Laub, Y Lee, T Taimre The Elements of Hawkes Processes, 37-43, 2021 | 2 | 2021 |

EDM: Stata module to implement empirical dynamic modeling J Li, M Zyphur, P Laub, E Tescari, S Mutch, G Sugihara Boston College Department of Economics, 2022 | | 2022 |

Exact simulation of extrinsic stress-release processes Y Lee, PJ Laub, T Taimre, H Zhao, J Zhuang Journal of Applied Probability 59 (1), 105-117, 2022 | | 2022 |

Code Preliminaries PJ Laub, Y Lee, T Taimre, PJ Laub, Y Lee, T Taimre The Elements of Hawkes Processes, 87-100, 2021 | | 2021 |