Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach Y Mishura, O Ragulina Elsevier, 2016 | 16 | 2016 |
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 | 14 | 2017 |
Bonus–malus systems with different claim types and varying deductibles O Ragulina Modern Stochastics: Theory and Applications 4 (2), 141-159, 2017 | 11 | 2017 |
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 | 10 | 2019 |
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 | 10 | 2018 |
Generating VaR scenarios under Solvency II with product beta distributions D Pfeifer, O Ragulina Risks 6 (4), 122, 2018 | 9 | 2018 |
The risk model with stochastic premiums, dependence and a threshold dividend strategy O Ragulina Modern Stochastics: Theory and Applications 4 (4), 315-351, 2017 | 8 | 2017 |
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 | 8 | 2015 |
Adaptive Bernstein copulas and risk management D Pfeifer, O Ragulina Mathematics 8 (12), 2221, 2020 | 7 | 2020 |
The risk model with stochastic premiums and a multi-layer dividend strategy O Ragulina Modern Stochastics: Theory and Applications 6 (3), 285-309, 2019 | 7 | 2019 |
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 | 7 | 2015 |
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 | 5 | 2014 |
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 | 4 | 2020 |
Randomly stopped minima and maxima with exponential-type distributions O Ragulina, J Šiaulys Nonlinear Analysis: Modelling and Control 24 (2), 297–313, 2019 | 4 | 2019 |
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas D Pfeifer, O Ragulina Dependence Modeling 9 (1), 327-346, 2021 | 3 | 2021 |
Maximization of the survival probability by franchise and deductible amounts in the classical risk model O Ragulina Modern Stochastics and Applications, 287-300, 2013 | 3 | 2013 |
Modern stochastics and applications V Korolyuk, N Limnios, Y Mishura, L Sakhno, G Shevchenko Springer Science & Business Media, 2014 | 2 | 2014 |
Continuous partition-of-unity copulas and their application to risk management D Pfeifer, A Mändle, O Ragulina, G Girschig Verlag nicht ermittelbar, 2018 | 1 | 2018 |
Data driven partition-of-unity copulas with applications to risk management D Pfeifer, A Mändle, O Ragulina arXiv preprint arXiv:1703.05047, 2017 | 1 | 2017 |
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 | 1 | 2015 |