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- Approximations to ruin probability in the presence of an upper absorbing barrier
- Classical risk theory in an economic environment
- Coherent measures of risk
- DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
- Estimation of the ruin probability of an insurance company operating on a BS-market
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- Finite and infinite time ruin probabilities in a stochastic economic environment.
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- Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
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- Probability of bank bankruptcy under unbounded payments
- Processes with independent increments in risk theory
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- Ruin models with investment income
- Ruin probabilities with dependent rates of interest
- Ruin problems with compounding assets
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- Stochastic successive approximation method for assessing the insolvency risk of an insurance company
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(9)- Probability of bank bankruptcy under unbounded payments
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- The mathematical model and its Matlab implementing of inspecting credit fund operation
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