Edit Profile (opens in new tab) Malinovskiĭ, Vsevolod Konstantinovich Co-Author Distance Author ID: malinovskii.vsevolod-k Published as: Malinovskij, V. K.; Malinovskii, Vsevolod K.; Malinovskii, V. K.; Malinovskij, Vsevolod K.; Malinovskii, Vsevolod more...less Homepage: http://www.mi.ras.ru/~malinov/ External Links: Math-Net.Ru Documents Indexed: 55 Publications since 1982, including 3 Books and 6 Additional arXiv Preprints Reviewing Activity: 26 Reviews Co-Authors: 2 Co-Authors with 2 Joint Publications Co-Authors 53 single-authored 1 Kosova, Ksenia O. 1 Malinovskii, Konstantin V. all top 5 Serials 11 Insurance Mathematics & Economics 10 Theory of Probability and its Applications 5 Teoriya Veroyatnosteĭ i eë Primeneniya 3 Journal of Soviet Mathematics 2 Scandinavian Actuarial Journal 2 Soviet Mathematics. Doklady 2 ASTIN Bulletin 2 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova 1 Advances in Applied Probability 1 Annales Academiae Scientiarum Fennicae. Series A I. Mathematica 1 Acta Applicandae Mathematicae 1 Mathematical Methods of Statistics 1 Doklady Mathematics 1 Scandinavian Actuarial Journal 1 Advances in Statistics, Probability and Actuarial Science 1 Monographs and Research Notes in Mathematics 1 Chapman & Hall/CRC Financial Mathematics Series Fields 25 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Statistics (62-XX) 1 Approximations and expansions (41-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 122 times in 55 Documents Cited by ▼ Year ▼ Limit theorems for Harris Markov chains. I. Zbl 0657.60087 Malinovskij, V. K. 14 1987 Non-Poissonian claims’ arrivals and calculation of the probability of ruin. Zbl 0907.90099 Malinovskii, Vsevolod K. 14 1998 Competition-originated cycles and insurance strategies. Zbl 1235.91099 Malinovskii, Vsevolod 9 2010 Probabilities of ruin when the safety loading tends to zero. Zbl 0972.91062 Malinovskii, Vsevolod K. 7 2000 Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time. Zbl 0864.62070 Malinovskii, Vsevolod K. 7 1996 Adaptive control strategies and dependence of finite time ruin on the premium loading. Zbl 1141.91534 Malinovskii, Vsevolod K. 7 2008 Risk theory insight into a zone-adaptive control strategy. Zbl 1152.91595 Malinovskii, Vsevolod K. 6 2008 Corrected normal approximation for the probability of ruin within finite time. Zbl 0845.62076 Malinovskii, Vsevolod K. 5 1994 Equitable solvent controls in a multi-period game model of risk. Zbl 1285.91063 Malinovskii, Vsevolod K. 5 2012 Annual intrinsic value of a company in a competitive insurance market. Zbl 1296.91166 Malinovskii, Vsevolod K. 4 2014 Rationale of underwriters’ pricing conduct on competitive insurance market. Zbl 1304.91121 Malinovskii, Vsevolod K. 4 2013 Level premium rates as a function of initial capital. Zbl 1284.91254 Malinovskii, Vsevolod K. 4 2013 Scenario analysis for a multi-period diffusion model of risk. Zbl 1180.91165 Malinovskii, Vsevolod K. 3 2009 On some asymptotic relations and identities for Harris recurrent Markov chains. Zbl 0567.60069 Malinovskij, V. K. 3 1985 Asymptotic expansions in the central limit theorem for recurrent Markov renewal processes. Zbl 0615.60020 Malinovskij, V. K. 3 1987 Limit theorems for Harris Markov chains. II. Zbl 0698.60053 Malinovskij, V. K. 3 1989 Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk. Zbl 1296.91165 Malinovskii, Vsevolod K. 3 2014 Power and defect functions of asymptotically efficient tests in the case of Markov observed values. Zbl 0757.62041 Malinovskij, V. K. 2 1989 Large deviations for recurrent Markov renewal processes. Zbl 0751.60087 Malinovskij, V. K. 2 1991 Approximations in the problem of level crossing by a compound renewal process. Zbl 1420.60114 Malinovskii, V. K. 2 2018 Asymptotic optimality of criteria in the problem of testing hypotheses for a recurrent semi-Markov process. Zbl 1267.62086 Malinovskii, V. K. 2 1992 How an aggressively expanding insurance company becomes insolvent. Zbl 1401.91173 Malinovskii, Vsevolod K. 2 2016 Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes. Zbl 0682.62054 Malinovskij, V. K. 1 1989 On a limit theorem for dependent random variables. Zbl 0688.60026 Malinovskij, V. K. 1 1988 On limit theorems for Harris Markov chains. I. Zbl 0607.60052 Malinovskij, V. K. 1 1986 On second-order efficiency of an asymptotically efficient test based on Markov observations. Zbl 0609.62035 Malinovskij, V. K. 1 1986 Limit theorems for recurrent semi-Markov processes and Markov renewal processes. Zbl 0612.60082 Malinovskij, V. K. 1 1987 Limit theorems for stopped random sequences. II: Large deviations. Zbl 0888.60027 Malinovskij, V. K. 1 1996 Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach. Zbl 0819.62063 Malinovskij, Vsevolod K. 1 1994 Asymptotic expansions in sequential estimation of an autoregressive parameter. Zbl 0816.62069 Malinovskij, V. K. 1 1993 Simulation analysis of ruin capital in Sparre Andersen’s model of risk. Zbl 1306.91081 Malinovskii, Vsevolod K.; Kosova, Ksenia O. 1 2014 On rational pricing for a profit-seeking insurer in the year of hard market. Zbl 1318.91118 Malinovskii, Vsevolod K. 1 2015 Business planning for a profit-seeking insurer under deficiency of information. Zbl 1318.91119 Malinovskii, Vsevolod K. 1 2015 Approximations in the problem of level crossing by a compound renewal process. Zbl 1420.60114 Malinovskii, V. K. 2 2018 How an aggressively expanding insurance company becomes insolvent. Zbl 1401.91173 Malinovskii, Vsevolod K. 2 2016 On rational pricing for a profit-seeking insurer in the year of hard market. Zbl 1318.91118 Malinovskii, Vsevolod K. 1 2015 Business planning for a profit-seeking insurer under deficiency of information. Zbl 1318.91119 Malinovskii, Vsevolod K. 1 2015 Annual intrinsic value of a company in a competitive insurance market. Zbl 1296.91166 Malinovskii, Vsevolod K. 4 2014 Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk. Zbl 1296.91165 Malinovskii, Vsevolod K. 3 2014 Simulation analysis of ruin capital in Sparre Andersen’s model of risk. Zbl 1306.91081 Malinovskii, Vsevolod K.; Kosova, Ksenia O. 1 2014 Rationale of underwriters’ pricing conduct on competitive insurance market. Zbl 1304.91121 Malinovskii, Vsevolod K. 4 2013 Level premium rates as a function of initial capital. Zbl 1284.91254 Malinovskii, Vsevolod K. 4 2013 Equitable solvent controls in a multi-period game model of risk. Zbl 1285.91063 Malinovskii, Vsevolod K. 5 2012 Competition-originated cycles and insurance strategies. Zbl 1235.91099 Malinovskii, Vsevolod 9 2010 Scenario analysis for a multi-period diffusion model of risk. Zbl 1180.91165 Malinovskii, Vsevolod K. 3 2009 Adaptive control strategies and dependence of finite time ruin on the premium loading. Zbl 1141.91534 Malinovskii, Vsevolod K. 7 2008 Risk theory insight into a zone-adaptive control strategy. Zbl 1152.91595 Malinovskii, Vsevolod K. 6 2008 Probabilities of ruin when the safety loading tends to zero. Zbl 0972.91062 Malinovskii, Vsevolod K. 7 2000 Non-Poissonian claims’ arrivals and calculation of the probability of ruin. Zbl 0907.90099 Malinovskii, Vsevolod K. 14 1998 Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time. Zbl 0864.62070 Malinovskii, Vsevolod K. 7 1996 Limit theorems for stopped random sequences. II: Large deviations. Zbl 0888.60027 Malinovskij, V. K. 1 1996 Corrected normal approximation for the probability of ruin within finite time. Zbl 0845.62076 Malinovskii, Vsevolod K. 5 1994 Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach. Zbl 0819.62063 Malinovskij, Vsevolod K. 1 1994 Asymptotic expansions in sequential estimation of an autoregressive parameter. Zbl 0816.62069 Malinovskij, V. K. 1 1993 Asymptotic optimality of criteria in the problem of testing hypotheses for a recurrent semi-Markov process. Zbl 1267.62086 Malinovskii, V. K. 2 1992 Large deviations for recurrent Markov renewal processes. Zbl 0751.60087 Malinovskij, V. K. 2 1991 Limit theorems for Harris Markov chains. II. Zbl 0698.60053 Malinovskij, V. K. 3 1989 Power and defect functions of asymptotically efficient tests in the case of Markov observed values. Zbl 0757.62041 Malinovskij, V. K. 2 1989 Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes. Zbl 0682.62054 Malinovskij, V. K. 1 1989 On a limit theorem for dependent random variables. Zbl 0688.60026 Malinovskij, V. K. 1 1988 Limit theorems for Harris Markov chains. I. Zbl 0657.60087 Malinovskij, V. K. 14 1987 Asymptotic expansions in the central limit theorem for recurrent Markov renewal processes. Zbl 0615.60020 Malinovskij, V. K. 3 1987 Limit theorems for recurrent semi-Markov processes and Markov renewal processes. Zbl 0612.60082 Malinovskij, V. K. 1 1987 On limit theorems for Harris Markov chains. I. Zbl 0607.60052 Malinovskij, V. K. 1 1986 On second-order efficiency of an asymptotically efficient test based on Markov observations. Zbl 0609.62035 Malinovskij, V. K. 1 1986 On some asymptotic relations and identities for Harris recurrent Markov chains. Zbl 0567.60069 Malinovskij, V. K. 3 1985 all cited Publications top 5 cited Publications all top 5 Cited by 55 Authors 15 Malinovskiĭ, Vsevolod Konstantinovich 9 Bertail, Patrice 9 Clémençon, Stéphan 3 Pantelous, Athanasios A. 2 Fuh, Cheng-Der 2 Leipus, Remigijus 2 Šiaulys, Jonas 2 Tan, Zhongquan 2 Tang, Qihe 2 Tressou, Jessica 2 Willmot, Gordon E. 2 Wu, Renchao 1 Asmussen, Søren 1 Barbu, Vlad Stefan 1 Boonen, Tim J. 1 Borovkov, Konstantin A. 1 Cang, Yuquan 1 Chautru, Emilie 1 Chi, Zhiyi 1 Dickson, David C. M. 1 Fukasawa, Masaaki 1 Gayraud, Ghislaine 1 Hervé, Loïc 1 Højgaard, Bjarne 1 Kadankova, Tat’yana V. 1 Kataria, Kuldeep Kumar 1 Khandakar, Mostafizar 1 Konakov, Valentin 1 Kosova, Ksenia O. 1 Landriault, David 1 Lemieux, Christiane 1 Li, Rong 1 Li, Shuanming 1 Limnios, Nikolaos 1 Mammen, Enno 1 Mazza, Christian 1 Nagaev, Sergeĭ Viktorovich 1 Ng, Wing Chun Vincent 1 Ning, Zijun 1 Pellerey, Franco 1 Pène, Françoise 1 Rinott, Yosef 1 Rotar, Vladimir Il’ich 1 Rullière, Didier 1 Shao, Jiamin 1 Shimizu, Yasutaka 1 Sun, Chuanguang 1 Tsitsiashvili, Gurami Sh. 1 Vinogradov, Oleg Pavlovich 1 Votsi, Irene 1 Wei, Li 1 Wu, Xueyuan 1 Yang, Lin 1 Yang, Yang 1 Zucca, Cristina all top 5 Cited in 29 Serials 17 Insurance Mathematics & Economics 4 Probability Theory and Related Fields 3 Scandinavian Actuarial Journal 2 Journal of Mathematical Analysis and Applications 2 Scandinavian Actuarial Journal 2 The Annals of Applied Probability 2 Applied Mathematics. Series B (English Edition) 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Bulletin de la Société Mathématique de France 1 Journal of Computational and Applied Mathematics 1 Moscow University Computational Mathematics and Cybernetics 1 Journal of Time Series Analysis 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Test 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Bernoulli 1 Doklady Mathematics 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 Stochastic Models 1 ASTIN Bulletin all top 5 Cited in 8 Fields 33 Probability theory and stochastic processes (60-XX) 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Statistics (62-XX) 1 Combinatorics (05-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Citations by Year