Georgy Sofronov

MaRDI QIDQ2172031zbMATH OpenDBLPORCIDWikidataFDO

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
An overview of approximate dynamic programming methods for optimal stopping problems	2026-02-10	Paper
Cyber risk taxonomies: statistical analysis of cybersecurity risk classifications Insurance Mathematics & Economics	2026-01-13	Paper
Wildfire Loss Modeling: A Flexible Semiparametric Approach North American Actuarial Journal	2025-07-25	Paper
Multiple stopping problems. Unilateral and multilateral approaches	2025-03-12	Paper
Cyber risk frequency, severity and insurance viability Insurance Mathematics & Economics	2022-09-14	Paper
Multiple change point detection and validation in autoregressive time series data Statistical Papers	2020-11-02	Paper
Network Structure Change Point Detection by Posterior Predictive Discrepancy Springer Proceedings in Mathematics & Statistics	2020-08-26	Paper
An optimal double stopping rule for a buying-selling problem Methodology and Computing in Applied Probability	2020-05-04	Paper
Identifying clusters in spatial data via sequential importance sampling Recent Advances in Computational Optimization	2019-09-09	Paper
On Asymptotics of Optimal Stopping Times	2019-04-05	Paper
Optimal exercise strategies for operational risk insurance via multiple stopping times Methodology and Computing in Applied Probability	2017-08-14	Paper
A multiple optimal stopping rule for a buying-selling problem with a deterministic trend Statistical Papers	2016-12-15	Paper
An optimal sequential procedure for a multiple selling problem with independent observations European Journal of Operational Research	2014-07-27	Paper
Estimating change-points in biological sequences via the cross-entropy method Annals of Operations Research	2012-03-08	Paper
The generalized Gibbs sampler and the neigborhood sampler	2008-06-11	Paper
A multiple optimal stopping rule for sums of independent random variables Discrete Mathematics and Applications	2008-02-08	Paper
Simulations of thresholds in multiple best choice problem	2007-10-15	Paper
An optimal sequential procedure for a buying-selling problem with independent observations Journal of Applied Probability	2006-11-16	Paper
Asymptotically <i>d</i>-optimal Test of A Posteriori Change-Point Detection Theory of Probability & Its Applications	2005-10-28	Paper
Asymptotically <i>d</i>-Optimal Test of a Change-Point Detection Theory of Probability & Its Applications	2004-01-21	Paper

Research outcomes over time

This page was built for person: Georgy Sofronov