| Publication | Date of Publication | Type |
|---|
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
Dependence Modeling | 2022-01-03 | Paper |
Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy
Modern Stochastics. Theory and Applications | 2021-01-14 | Paper |
New copulas based on general partitions-of-unity. III: The continuous case
Dependence Modeling | 2020-05-12 | Paper |
The risk model with stochastic premiums and a multi-layer dividend strategy
Modern Stochastics. Theory and Applications | 2019-11-20 | Paper |
Randomly stopped minima and maxima with exponential-type distributions
Nonlinear Analysis: Modelling and Control | 2019-07-29 | Paper |
Expectation of the truncated randomly weighted sums with dominatedly varying summands
Lithuanian Mathematical Journal | 2019-02-22 | Paper |
New copulas based on general partitions-of-unity and their applications to risk management. II.
Dependence Modeling | 2018-02-15 | Paper |
The risk model with stochastic premiums, dependence and a threshold dividend strategy
Modern Stochastics. Theory and Applications | 2018-02-15 | Paper |
Bonus-malus systems with different claim types and varying deductibles
Modern Stochastics. Theory and Applications | 2017-07-04 | Paper |
Practical approaches to the estimation of the ruin probability in a risk model with additional funds
Modern Stochastics. Theory and Applications | 2016-11-16 | Paper |
| Ruin probabilities. Smoothness, bounds, supermartingale approach | 2016-10-13 | Paper |
Analytic properties of infinite-horizon survival probability in a risk model with additional funds
Theory of Probability and Mathematical Statistics | 2016-02-24 | Paper |
Ruin probability in a risk model with variable premium intensity and risky investments
Opuscula Mathematica | 2015-12-29 | Paper |
Maximization of the survival probability by franchise and deductible amounts in the classical risk model
Modern Stochastics and Applications | 2015-09-16 | Paper |
On the ruin probability in a risk model with variable premium intensity
Reports of the National Academy of Sciences of Ukraine | 2014-12-10 | Paper |
On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market
Cybernetics and Systems Analysis | 2014-06-05 | Paper |
A problem of optimal conditional deductible choice in the classical risk model
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka | 2013-09-26 | Paper |
Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial \((B,S)\)-market
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka | 2013-09-26 | Paper |
| On the survival probability of an insurance company in two risk models | 2013-01-08 | Paper |
On differentiability of the non-ruin probability of an insurance company in models with constant interest rate
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2012-07-16 | Paper |
On the non-ruin probability of an insurance company in the classical risk model using conditional franchise and limit of responsibility
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2012-07-16 | Paper |
| A proof of uniqueness of solutions of the equation for the ruin probability of an insurance company as a function of the initial surplus | 2011-02-22 | Paper |
| scientific article; zbMATH DE number 5697248 (Why is no real title available?) | 2010-04-22 | Paper |
| Two problems of optimal resource allocation in election campaign | 2009-08-19 | Paper |
| Analysis of party strategies in the course of election campaign prom the point of view of \(\alpha\)-index | 2009-02-28 | Paper |
