Grigori Jasnovidov

MaRDI QIDQ2044292zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Parisian Ruin for Insurer and Reinsurer under Quota-Share Treaty (available as arXiv preprint)	N/A	Paper
Fractional Brownian motion ruin model with random inspection time Stochastics	2025-06-27	Paper
On the speed of convergence of discrete Pickands constants to continuous ones Journal of Applied Probability	2025-03-04	Paper
Extremes of reflecting Gaussian processes on discrete grid Journal of Mathematical Analysis and Applications	2024-01-02	Paper
On the speed of convergence of Piterbarg constants Queueing Systems	2023-12-14	Paper
Fractional Brownian Motion Ruin Model with Random Inspection Time	2023-12-14	Paper
Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid Lithuanian Mathematical Journal	2021-08-04	Paper
On the speed of convergence of discrete Pickands constants to continuous ones	2021-08-02	Paper
Sojourn Ruin of a Two-Dimensional Fractional Brownian Motion Risk Process	2021-07-23	Paper
Approximation of ruin probability and ruin time in discrete Brownian risk models Scandinavian Actuarial Journal	2020-12-16	Paper

Research outcomes over time

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