Olena Ragulina
Title
Cited by
Cited by
Year
New copulas based on general partitions-of-unity and their applications to risk management (part II)
D Pfeifer, A Mändle, O Ragulina
Dependence modeling 5 (1), 246-255, 2017
112017
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach
Y Mishura, O Ragulina
Elsevier, 2016
102016
Bonus–malus systems with different claim types and varying deductibles
O Ragulina
Modern Stochastics: Theory and Applications 4 (2), 141-159, 2017
82017
The risk model with stochastic premiums, dependence and a threshold dividend strategy
O Ragulina
Modern Stochastics: Theory and Applications 4 (4), 315-351, 2017
72017
New copulas based on general partitions-of-unity (part III)—the continuous case
D Pfeifer, A Mändle, O Ragulina, C Girschig
Dependence Modeling 7 (1), 181-201, 2019
62019
Generating VaR scenarios under Solvency II with product beta distributions
D Pfeifer, O Ragulina
Risks 6 (4), 122, 2018
62018
Analytic properties of infinite-horizon survival probability in a risk model with additional funds
Y Mishura, O Ragulina, O Stroev
Theory of Probability and Mathematical Statistics 91, 131-143, 2015
62015
Practical approaches to the estimation of the ruin probability in a risk model with additional funds
Y Mishura, O Ragulina, O Stroyev
Modern Stochastics: Theory and Applications 1 (2), 167-180, 2015
52015
Adaptive Bernstein Copulas and Risk Management
D Pfeifer, O Ragulina
Mathematics 8 (12), 2221, 2020
42020
Expectation of the truncated randomly weighted sums with dominatedly varying summands
E Jaunė, O Ragulina, J Šiaulys
Lithuanian Mathematical Journal 58 (4), 421-440, 2018
42018
Ruin probability in a risk model with a variable premium intensity and risky investments
Y Mishura, M Perestyuk, O Ragulina
arXiv preprint arXiv:1403.7150, 2014
32014
Maximization of the survival probability by franchise and deductible amounts in the classical risk model
O Ragulina
Modern Stochastics and Applications, 287-300, 2014
32014
Randomly stopped minima and maxima with exponential-type distributions
O Ragulina, J Šiaulys
Nonlinear Analysis: Modelling and Control 24 (2), 297–313, 2019
22019
The risk model with stochastic premiums and a multi-layer dividend strategy
O Ragulina
Modern Stochastics: Theory and Applications 6 (3), 285-309, 2019
22019
Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy
O Ragulina
Modern Stochastics: Theory and Applications 7 (3), 245-265, 2020
12020
Continuous partition-of-unity copulas and their application to risk management
D Pfeifer, A Mändle, O Ragulina, G Girschig
Verlag nicht ermittelbar, 2018
12018
Data driven partition-of-unity copulas with applications to risk management
D Pfeifer, A Mändle, O Ragulina
arXiv preprint arXiv:1703.05047, 2017
12017
Continuity and differentiability properties of the survival probabilities in risk models with investments and their applications
O Ragulina
ACTUARIAL AND FINANCIAL MATHEMATICS CONFERENCE, 49, 2015
12015
Modern stochastics and applications
V Korolyuk, N Limnios, Y Mishura, L Sakhno, G Shevchenko
Springer Science & Business Media, 2014
12014
A note on the estimation and simulation of distributions with Bernstein polynomials
D Pfeifer, O Ragulina
2021
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Articles 1–20