The following pages link to Kristina P. Sendova (Q362054):
Displaying 27 items.
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- (Q606332) (redirect page) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- The compound Poisson risk model with multiple thresholds (Q998276) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- Dividend barrier strategy: proceed with caution (Q1640946) (← links)
- The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
- On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
- The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
- On a multi-threshold compound Poisson surplus process with interest (Q2866279) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
- On a perturbed dual risk model with dependence between inter-gain times and gain sizes (Q4595840) (← links)
- (Q4627220) (← links)
- A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
- Introducing the non-homogeneous compound-birth process (Q5086517) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
- Applications of the classical compound Poisson model with claim sizes following a compound distribution (Q6163059) (← links)
- Aggregate claims when their sizes and arrival times are dependent and governed by a general point process (Q6225012) (← links)
