| Publication | Date of Publication | Type |
|---|
Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion
Electronic Research Archive | 2024-02-13 | Paper |
On a doubly reflected risk process with running maximum dependent reflecting barriers
Journal of Computational and Applied Mathematics | 2022-12-09 | Paper |
| Randomized dividends in a discrete risk model with time-correlated claims | 2022-08-18 | Paper |
Optimal dividends and reinsurance with capital injection under thinning dependence
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
A discrete-time risk model with Poisson ARCH claim-number process
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
On the evaluation of risk models with bivariate integer-valued time series
Lithuanian Mathematical Journal | 2021-12-09 | Paper |
Optimal investment and reinsurance with premium control
Journal of Industrial and Management Optimization | 2021-11-12 | Paper |
| The expected penalty function in a discrete Markov-modulated risk model | 2021-09-29 | Paper |
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Scandinavian Actuarial Journal | 2021-05-28 | Paper |
Darboux transformations, higher-order rational solitons and rogue wave solutions for a \((2+1)\)-dimensional nonlinear Schrödinger equation
Communications in Theoretical Physics | 2021-01-13 | Paper |
On a discrete Markov-modulated risk model with random premium income and delayed claims
Mathematical Problems in Engineering | 2020-11-04 | Paper |
| Randomized dividends in a discrete time risk model | 2019-06-21 | Paper |
Risk aggregation based on the Poisson INAR(1) process with periodic structure
Lithuanian Mathematical Journal | 2019-02-22 | Paper |
Survival probabilities in a discrete semi-Markov risk model
Applied Mathematics and Computation | 2018-06-22 | Paper |
| On the expected penalty functions in a discrete semi-Markov risk model | 2017-07-14 | Paper |
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
Optimal dividend and reinsurance in the presence of two reinsurers
Journal of Applied Probability | 2016-08-11 | Paper |
Optimal dividend and reinsurance in the presence of two reinsurers
Journal of Applied Probability | 2016-08-11 | Paper |
| A note on the problem of maximizing the adjustment coefficient | 2016-01-15 | Paper |
| Optimal investment and proportional reinsurance under exponential premium calculation | 2015-06-29 | Paper |
Fault tolerance and diagnosability of burnt pancake networks under the comparison model
Theoretical Computer Science | 2015-04-29 | Paper |
Expected discounted dividends in a discrete semi-Markov risk model
Journal of Computational and Applied Mathematics | 2014-08-05 | Paper |
Optimal dividend and equity issuance problem with proportional and fixed transaction costs
Insurance Mathematics & Economics | 2014-04-25 | Paper |
Optimal dividend problem with a nonlinear regular-singular stochastic control
Insurance Mathematics & Economics | 2014-04-04 | Paper |
| scientific article; zbMATH DE number 5670720 (Why is no real title available?) | 2010-02-12 | Paper |
| The moment generating function for occupation measure of additive Brownian motion | 2008-04-04 | Paper |
