Budhi Surya

Victoria University of Wellington

Lecturer

P.O. Box 600

Wellington, 6140

New Zealand

http://homepages.ecs.vuw.ac.nz/Users/BudhiSurya/WebHome

SCHOLARLY PAPERS

5

DOWNLOADS

399

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

The Leland-Toft Optimal Capital Structure Model Under Poisson Observations

Number of pages: 34 Posted: 16 May 2019
affiliation not provided to SSRN, Centro de Investigacion en Matematicas (CIMAT) - Department of Probability and Statistics, Victoria University of Wellington and Kansai University - Department of Mathematics
Downloads 116 (406,584)

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credit risk, endogenous bankruptcy, optimal capital structure, spectrally negative Levy processes, term structure of credit spreads

2.

Generalized Phase-Type Distribution and Competing Risks for Markov Mixtures Process

Number of pages: 34 Posted: 17 May 2016 Last Revised: 14 Nov 2016
Budhi Surya
Victoria University of Wellington
Downloads 90 (480,918)
Citation 2

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Markov chains, Markov mixture processes, phase-type distributions, forward intensity, lifetime and survival analysis

3.

Conditional Phase-Type Distribution Under Doubly Stochastic Jump Markov Processes with Observed Covariates

Number of pages: 31 Posted: 20 Jan 2017 Last Revised: 10 Mar 2017
Budhi Surya
Victoria University of Wellington
Downloads 85 (498,148)

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Doubly stochastic Poisson process, jump Markov process, forward intensity approach, phase-type distribution, survival analysis, competing risks, credit risk

4.

A Two-Phase Dynamic Contagion Model for COVID-19

Results in Physics, 26, 104264, July​, 2021
Number of pages: 29 Posted: 16 Jun 2020 Last Revised: 27 Jul 2023
London School of Economics & Political Science (LSE) - Department of Statistics, London School of Economics & Political Science (LSE) - Department of Statistics, University College London, Brunel University London, University of Warwick - Department of Statistics, Victoria University of Wellington and Shanghai University of Finance and Economics
Downloads 71 (552,854)
Citation 1

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COVID-19; SARS-CoV-2; Coronavirus; Stochastic intensity model; Stochastic epidemic model; Two-phase dynamic contagion process

5.
Downloads 37 (739,313)

Abstract:

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Markov jump process, mixture of Markov jump processes, first exit times, conditional multivariate distributions, phase-type model