Kristina P. Sendova

Available identifiers

zbMath Open sendova.kristina-pMaRDI QIDQ362054

List of research outcomes

Publication	Date of Publication	Type
On an insurance ruin model with a causal dependence structure and perturbation	2024-07-15	Paper
Optimizing credit limit adjustments under adversarial goals using reinforcement learning	2024-06-13	Paper
On a Risk Model With Dual Seasonalities	2023-07-03	Paper
Applications of the classical compound Poisson model with claim sizes following a compound distribution	2023-06-16	Paper
Introducing the non-homogeneous compound-birth process	2022-07-05	Paper
A surplus process involving a compound Poisson counting process and applications	2022-05-18	Paper
Maximum surplus and \(R_n\) class of distributions with an application to dividends	2020-02-05	Paper
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model	2020-02-03	Paper
The order-statistic claim process with dependent claim frequencies and severities	2019-08-27	Paper
The expected discounted penalty function: from infinite time to finite time	2019-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4627220	2019-03-07	Paper
On a ruin model with both interclaim times and premiums depending on claim sizes	2018-07-10	Paper
Dividend barrier strategy: proceed with caution	2018-06-14	Paper
On a perturbed dual risk model with dependence between inter-gain times and gain sizes	2017-12-06	Paper
The ruin time under the Sparre Andersen dual model	2014-06-23	Paper
The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model	2014-05-02	Paper
On a multi-threshold compound Poisson surplus process with interest	2013-12-13	Paper
The finite-time ruin probability under the compound binomial risk model	2013-08-20	Paper
The Gerber-Shiu function and the generalized Cramér-Lundberg model	2012-06-11	Paper
A Direct Approach to a First-Passage Problem with Applications in Risk Theory	2011-10-21	Paper
Aggregate claims when their sizes and arrival times are dependent and governed by a general point process	2011-04-25	Paper
On a multi-threshold compound Poisson process perturbed by diffusion	2010-03-01	Paper
The expected discounted penalty function under a risk model with stochastic income	2009-12-16	Paper
The compound Poisson risk model with multiple thresholds	2009-01-28	Paper
Discrete Lundberg-type bounds with actuarial applications	2007-11-30	Paper

Research outcomes over time

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