O. Yu. Ragulina

Available identifiers

zbMath Open ragulina.olenaMaRDI QIDQ341090

List of research outcomes

Publication	Date of Publication	Type
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas	2022-01-03	Paper
Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy	2021-01-14	Paper
New copulas based on general partitions-of-unity. III: The continuous case	2020-05-12	Paper
The risk model with stochastic premiums and a multi-layer dividend strategy	2019-11-20	Paper
Randomly stopped minima and maxima with exponential-type distributions	2019-07-29	Paper
Expectation of the truncated randomly weighted sums with dominatedly varying summands	2019-02-22	Paper
New copulas based on general partitions-of-unity and their applications to risk management. II.	2018-02-15	Paper
The risk model with stochastic premiums, dependence and a threshold dividend strategy	2018-02-15	Paper
Bonus-malus systems with different claim types and varying deductibles	2017-07-04	Paper
Practical approaches to the estimation of the ruin probability in a risk model with additional funds	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	2016-02-24	Paper
Ruin probability in a risk model with variable premium intensity and risky investments	2015-12-29	Paper
Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model	2015-09-16	Paper
On the ruin probability in a risk model with a variable premium intensity	2014-12-10	Paper
On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market	2014-06-05	Paper
A problem of optimal conditional deductible choice in the classical risk model	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	2013-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q4899364	2013-01-08	Paper
On differentiability of the non-ruin probability of an insurance company in models with constant interest rate	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	2012-07-16	Paper
https://portal.mardi4nfdi.de/entity/Q3077417	2011-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q3552604	2010-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q3393338	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

Research outcomes over time

This page was built for person: O. Yu. Ragulina