| Publication | Date of Publication | Type |
|---|
Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums
Cybernetics and Systems Analysis | 2015-03-18 | Paper |
Estimating the unknown parameter in weak-signal systems
Cybernetics and Systems Analysis | 2014-10-30 | Paper |
Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company
Cybernetics and Systems Analysis | 2014-10-24 | Paper |
Some problems for Clark's model. II. A solution for Merton's portfolio problem
Cybernetics and Systems Analysis | 2014-10-24 | Paper |
A method to find a stabilizing control for an accumulation fund with functions of an insurance company
Cybernetics and Systems Analysis | 2014-06-30 | 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 |
Estimate of the non-ruin probability of insurance company working on \((B,S)\)- market. Discrete time
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2013-10-01 | Paper |
On the non-ruin probability for the model of insurance company with the cost of advertising. I.
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2013-10-01 | Paper |
Guaranteed estimation of parameters in generalized Paul Samuelson model
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2013-10-01 | Paper |
Estimates for non-ruin probability of insurance company in the discrete time model
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka | 2013-09-26 | Paper |
On the rate of convergence of solution of differential equation disturbed by ``physical white noise to a solution of appropriate diffusion equation. Exponential mixing
Theory of Probability & Its Applications | 2013-02-04 | Paper |
| scientific article; zbMATH DE number 6122958 (Why is no real title available?) | 2013-01-08 | Paper |
| scientific article; zbMATH DE number 6122957 (Why is no real title available?) | 2013-01-08 | Paper |
The Cramer-Lundberg model with stochastic premium process and the opportunity to invest in a riskless asset
Trudy Instituta Prikladnoĭ Matematiki i Mekhaniki | 2012-07-31 | Paper |
An estimate for the rate of convergence in the inverse Cauchy problem with rapidly oscillating periodic coefficients
Trudy Instituta Prikladnoĭ Matematiki i Mekhaniki | 2012-07-31 | Paper |
Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. I.
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2012-07-16 | Paper |
Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. II.
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2012-07-16 | Paper |
Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2012-07-16 | Paper |
An estimate of the rate of convergence of integrals of a family of physical white noises to a family of Wiener processes. The case of sub-exponential mixing.
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2012-07-16 | Paper |
Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II
Ukrainian Mathematical Journal | 2012-03-19 | Paper |
On the \(\varepsilon\)-sufficient control in a Merton problem with ``physical white noise
Ukrainian Mathematical Journal | 2011-02-22 | Paper |
| Maximizing dividends without bankruptcy in the case where the individual claims sizes are distributed as a mixture of shifted exponential distributions | 2011-02-22 | Paper |
| Estimation of the probability of absolute ruin in a model of insurance company activities | 2011-02-22 | Paper |
Mixing ``In the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. I
Ukrainian Mathematical Journal | 2011-02-22 | Paper |
| scientific article; zbMATH DE number 5697246 (Why is no real title available?) | 2010-04-22 | Paper |
| scientific article; zbMATH DE number 5697247 (Why is no real title available?) | 2010-04-22 | Paper |
| Two problems of optimal resource allocation in election campaign | 2009-08-19 | Paper |
| scientific article; zbMATH DE number 5596984 (Why is no real title available?) | 2009-08-19 | Paper |
| On \(\epsilon\)-sufficient control in the Merton problem. | 2009-08-08 | Paper |
| The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson time: an estimate for the rate of convergence | 2009-08-08 | Paper |
| Financial solvency of an insurance company investing its capital in a financial \((B,S)\)-market | 2009-08-08 | Paper |
| scientific article; zbMATH DE number 5520309 (Why is no real title available?) | 2009-02-28 | Paper |
| Analysis of party strategies in the course of election campaign prom the point of view of \(\alpha\)-index | 2009-02-28 | Paper |
| Distribution of means in pre-election campaigns | 2009-02-28 | Paper |
| scientific article; zbMATH DE number 5520297 (Why is no real title available?) | 2009-02-28 | Paper |
| Control for a saving-consumer fund with functions of an insurance company | 2008-11-26 | Paper |
| On the ruin probability of insurance company functioning on the \((B,S)\)-market | 2008-06-18 | Paper |
| Probability of ruin of an insurance company at a given rate of investments in risk assets | 2007-12-16 | Paper |
| No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments | 2007-12-16 | Paper |
| On estimate of the rate of convergence of solution to ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito's equation. I. | 2007-12-16 | Paper |
Evaluation of the probability of bankruptcy for a model of insurance company
Ukrainian Mathematical Journal | 2007-12-16 | Paper |
| Estimation of unknown parameters in diffusion models of interest rates of the prices of bonds | 2007-12-16 | Paper |
| Averaging on variables for system of stochastic different equations. | 2007-08-09 | Paper |
Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence
Ukrainian Mathematical Journal | 2007-05-29 | Paper |
Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence
Ukrainian Mathematical Journal | 2007-05-29 | Paper |
| scientific article; zbMATH DE number 5055324 (Why is no real title available?) | 2006-09-19 | Paper |
| scientific article; zbMATH DE number 5055318 (Why is no real title available?) | 2006-09-19 | Paper |
| scientific article; zbMATH DE number 5055325 (Why is no real title available?) | 2006-09-19 | Paper |
| scientific article; zbMATH DE number 5055332 (Why is no real title available?) | 2006-09-19 | Paper |
| Martingale approximation of the normalized integrals of processes with weak dependence | 2006-09-19 | Paper |
| On exponential rate of mixing for solutions of stochastic differential equations | 2006-09-19 | Paper |
| The invariance principle for stationary processes. Estimate of the rate of convergence | 2006-09-19 | Paper |
| Generalization of a Bening-Korolev result | 2006-09-19 | Paper |
| A Stochastic Analog of Bogolyubov's Second Theorem | 2006-07-20 | Paper |
Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time
Ukrainian Mathematical Journal | 2006-07-20 | Paper |
| scientific article; zbMATH DE number 2169679 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169332 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169324 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169323 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2058899 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058877 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058878 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058900 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058880 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058905 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058892 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058886 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2058879 (Why is no real title available?) | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 1974340 (Why is no real title available?) | 2003-09-03 | Paper |
| scientific article; zbMATH DE number 1738601 (Why is no real title available?) | 2002-05-07 | Paper |
Asymptotic behavior of a system of stochastic equations
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2002-04-24 | Paper |
An approximation in probability of normalized integrals of processes with weak dependence by a set of Wiener processes and its applications
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2002-04-24 | Paper |
On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\)
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka | 2002-02-17 | Paper |
On hedging the risk of default caused by changes of interest rates
Prykladna Statystyka. Aktuarna ta Finansova Matematyka | 2001-09-16 | Paper |
Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations
Ukraïns'kyĭ Matematychnyĭ Zhurnal | 2001-09-16 | Paper |
On convergence of the solution of Cauchy problem for the parabolic equation with quick random oscillations
Visnyk Donets'kogo Universytetu. Seriya A. Pryrodnychi Nauky | 2001-09-11 | Paper |
An inequality for the probability of large deviations of an estimate of an unknown parameter in the Cauchy problem for a first-order partial differential equation with rapid random oscillations
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka | 2001-09-11 | Paper |
Estimate of proximity of solution of the initial boundary-value problem for the parabolic equation with quick random oscillations and the solution of Itô's equation
Visnyk Kharkivs'kogo Universytetu. Seriya Matematyka, Prykladna Matematyka i Mekhanika | 2001-07-11 | Paper |
On estimate of convergence rate to Ito’s equation. The case of uniform strong intermixing
Random Operators and Stochastic Equations | 2000-07-12 | Paper |
Diffusion approximation of normalized integrals of weakly dependent processes and its applications
Ukrainian Mathematical Journal | 2000-06-29 | Paper |
Estimation of rated influence in parabolic systems. \(L_2\)-approach
Ukrainian Mathematical Journal | 2000-04-09 | Paper |
Some properties of multiparameter random fields
Ukrainian Mathematical Journal | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1409834 (Why is no real title available?) | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1409861 (Why is no real title available?) | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1409941 (Why is no real title available?) | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1408706 (Why is no real title available?) | 2000-03-01 | Paper |
| scientific article; zbMATH DE number 1408889 (Why is no real title available?) | 2000-03-01 | Paper |
| scientific article; zbMATH DE number 1408718 (Why is no real title available?) | 2000-03-01 | Paper |
| scientific article; zbMATH DE number 1403113 (Why is no real title available?) | 2000-02-15 | Paper |
Bernstein inequality under averaging of elliptic systems in periodic random media
Ukrainian Mathematical Journal | 2000-01-30 | Paper |
| scientific article; zbMATH DE number 1337340 (Why is no real title available?) | 1999-09-15 | Paper |
Optimal solution control for a first-order partial stochastic differential equation
Cybernetics and Systems Analysis | 1999-08-18 | Paper |
О неравенстве Колмогорова - Гаека - Реньи для нормированных интегралов от процессов со слабой зависимостью
Teoriya Veroyatnostei i ee Primeneniya | 1998-11-05 | Paper |
| scientific article; zbMATH DE number 1194419 (Why is no real title available?) | 1998-08-24 | Paper |
Evaluation of calculated influences in parabolic Systems. L1-approach
Random Operators and Stochastic Equations | 1998-06-14 | Paper |
Functional law of the iterated logarithm for fields and its applications
Ukrainian Mathematical Journal | 1998-03-17 | Paper |
Functional law of iterated logarithm for normalized integrals of processes with weak dependence
Ukrainian Mathematical Journal | 1998-03-17 | Paper |
On averaging elliptic systems in periodic random media
rose | 1997-11-10 | Paper |
Problems on discord of stochastic processes
Random Operators and Stochastic Equations | 1997-01-07 | Paper |
Functional law of the iterated logarithm for fields and its applications
Ukrainian Mathematical Journal | 1997-01-01 | Paper |
Functional law of iterated logarithm for normalized integrals of processes with weak dependence
Ukrainian Mathematical Journal | 1997-01-01 | Paper |
On the Kolmogorov-Hájek-Renyi inequality and its applications
Random Operators and Stochastic Equations | 1996-07-07 | Paper |
On the solution of ill-posed problems with weakly dependent data errors
Random Operators and Stochastic Equations | 1996-03-31 | Paper |
Exponential inequalities in stochastic approximation procedures
Random Operators and Stochastic Equations | 1996-03-20 | Paper |
| scientific article; zbMATH DE number 843954 (Why is no real title available?) | 1996-02-14 | Paper |
| scientific article; zbMATH DE number 843973 (Why is no real title available?) | 1996-02-14 | Paper |
Large-deviation inequalities for parameter estimators in stochastic systems
Cybernetics and Systems Analysis | 1996-01-08 | Paper |
On the functional of action for multiparameter random fields
Random Operators and Stochastic Equations | 1995-11-09 | Paper |
| scientific article; zbMATH DE number 516429 (Why is no real title available?) | 1994-05-25 | Paper |
| scientific article; zbMATH DE number 516426 (Why is no real title available?) | 1994-05-25 | Paper |
Estimation of Nonlinearity Parameter in Initial-Boundary Value Problems with Gaussian Perturbations
Theory of Probability & Its Applications | 1993-09-22 | Paper |
| scientific article; zbMATH DE number 177704 (Why is no real title available?) | 1993-05-18 | Paper |
Averaging in hyperbolic systems subject to weakly dependent random perturbations
Ukrainian Mathematical Journal | 1993-03-18 | Paper |
| scientific article; zbMATH DE number 59508 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 59425 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 30716 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 30693 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 20662 (Why is no real title available?) | 1992-06-26 | Paper |
Averagings in stochastic systems with dependence on the whole past
Ukrainian Mathematical Journal | 1992-06-25 | Paper |
Averaging in parabolic systems subject to weakly dependent random actions. The \(L_ 2\)-approach
Ukrainian Mathematical Journal | 1992-06-25 | Paper |
Estimates of probabilities of large deviations on problems of estimation of rated effects. I
Ukrainian Mathematical Journal | 1992-06-25 | Paper |
Averaging in parabolic systems, subjected to weakly dependent random perturbations. The \(L_ 1\)-approach
Ukrainian Mathematical Journal | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 15198 (Why is no real title available?) | 1992-06-25 | Paper |
Averaging in hyperbolic systems subject to weakly dependent random perturbations
Ukrainian Mathematical Journal | 1992-01-01 | Paper |
Estimates of capacities of plane condensers
Ukrainian Mathematical Journal | 1991-01-01 | Paper |
Averaging in parabolic systems subject to weakly dependent random actions. The L2-approach
Ukrainian Mathematical Journal | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4184554 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4201279 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4163846 (Why is no real title available?) | 1990-01-01 | Paper |
Averaging stochastic systems under weakly dependent perturbations
Ukrainian Mathematical Journal | 1990-01-01 | Paper |
Averaging stochastic systems under weakly dependent perturbations
Ukrainian Mathematical Journal | 1990-01-01 | Paper |
Stochastic approximation in ill-posed problems under random errors
Automation and Remote Control | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4157610 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4096562 (Why is no real title available?) | 1989-01-01 | Paper |
Exponential bounds in stochastic approximation procedures
Ukrainian Mathematical Journal | 1989-01-01 | Paper |
Averages in curvilinear boundaries of stochastic hyperbolic systems
Ukrainian Mathematical Journal | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4186870 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4092509 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4205628 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4076314 (Why is no real title available?) | 1988-01-01 | Paper |
Kolmogorov statistic in the case of a piecewise-continuous distribution function
Ukrainian Mathematical Journal | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4131374 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4167818 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050778 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4024567 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3837217 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3810748 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3757553 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3690396 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3782250 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3680963 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3461226 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3461227 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3474683 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3431609 (Why is no real title available?) | 1973-01-01 | Paper |
