Список цитирования публикации:
МАТЕМАТИЧЕСКИЕ ОСНОВЫ ТЕОРИИ РИСКА / MATHEMATICAL FOUNDATIONS OF THE RISK THEORY

Элементы 1—13 из 13.
IDНазвание публикацииГод
8988STRONG LIMIT THEOREMS FOR THE RISK PROCESS WITH STOCHASTIC PREMIUMS2014
4837SINGULAR BOUNDARY VALUE PROBLEM FOR THE INTEGRODIFFERENTIAL EQUATION IN AN INSURANCE MODEL WITH STOCHASTIC PREMIUMS: ANALYSIS AND NUMERICAL SOLUTION2012
550SHARPENED UPPER BOUNDS FOR THE ABSOLUTE CONSTANT IN THE BERRY-ESSEEN INEQUALITY FOR MIXED POISSON RANDOM SUMS2010
8987RISKY INVESTMENT FOR INSURERS AND SUFFICIENCY THEOREMS FOR THE SURVIVAL PROBABILITY2014
4955RANDOM SET DECOMPOSITION OF DISCRETE-CONTINUOUS RANDOM VARIABLES2012
4808ON THE ACCURACY OF THE NORMAL APPROXIMATION TO COMPOUND POISSON DISTRIBUTIONS2014
8984MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES2015
4849HOW TO MEASURE THE ACCURACY OF THE SUBEXPONENTIAL APPROXIMATION FOR THE STATIONARY SINGLE SERVER QUEUE2011
4802GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS2014
4128GENERALIZED CONTINUOUS-TIME RANDOM WALKS, SUBORDINATION BY HITTING TIMES, AND FRACTIONAL DYNAMICS2009
11457DYNAMICAL INSURANCE MODELS WITH INVESTMENT: CONSTRAINED SINGULAR PROBLEMS FOR INTEGRODIFFERENTIAL EQUATIONS2016
1135AN IMPROVEMENT OF THE BERRY-ESSEEN INEQUALITY WITH APPLICATIONS TO POISSON AND MIXED POISSON RANDOM SUMS2012
4962A STATISTICAL DESCRIPTION OF DISLOCATION MOBILITY AT STRESSES CLOSE TO THE THRESHOLD OF UNLOCKING FROM THE ATMOSPHERE OF ADSORBED IMPURITIES2009