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Olena Ragulina
Olena Ragulina
Подтвержден адрес электронной почты в домене univ.kiev.ua - Главная страница
Название
Процитировано
Процитировано
Год
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach
Y Mishura, O Ragulina
Elsevier, 2016
162016
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
142017
Bonus–malus systems with different claim types and varying deductibles
O Ragulina
Modern Stochastics: Theory and Applications 4 (2), 141-159, 2017
112017
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
102019
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
102018
Generating VaR scenarios under Solvency II with product beta distributions
D Pfeifer, O Ragulina
Risks 6 (4), 122, 2018
92018
The risk model with stochastic premiums, dependence and a threshold dividend strategy
O Ragulina
Modern Stochastics: Theory and Applications 4 (4), 315-351, 2017
82017
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
82015
Adaptive Bernstein copulas and risk management
D Pfeifer, O Ragulina
Mathematics 8 (12), 2221, 2020
72020
The risk model with stochastic premiums and a multi-layer dividend strategy
O Ragulina
Modern Stochastics: Theory and Applications 6 (3), 285-309, 2019
72019
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
72015
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
52014
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
42020
Randomly stopped minima and maxima with exponential-type distributions
O Ragulina, J Šiaulys
Nonlinear Analysis: Modelling and Control 24 (2), 297–313, 2019
42019
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
D Pfeifer, O Ragulina
Dependence Modeling 9 (1), 327-346, 2021
32021
Maximization of the survival probability by franchise and deductible amounts in the classical risk model
O Ragulina
Modern Stochastics and Applications, 287-300, 2013
32013
Modern stochastics and applications
V Korolyuk, N Limnios, Y Mishura, L Sakhno, G Shevchenko
Springer Science & Business Media, 2014
22014
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
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