Edit Profile (opens in new tab) Ragulina, Olena Co-Author Distance Author ID: ragulina.olena Published as: Ragulina, Olena; Ragulina, E. Yu.; Ragulina, O. Yu.; Ragulina, E. J. more...less Homepage: http://probability.univ.kiev.ua/index.php?page=userinfo&person=ragulina&lan=en Documents Indexed: 25 Publications since 2007, including 1 Book Co-Authors: 11 Co-Authors with 14 Joint Publications 414 Co-Co-Authors all top 5 Co-Authors 11 single-authored 5 Mishura, Yuliya Stepanivna 3 Bondarev, Borys Volodymyrovych 3 Pfeifer, Dietmar 2 Mändle, Andreas 2 Perestyuk, Mykola Oleksiĭovych 2 Šiaulys, Jonas 1 Girschig, Côme 1 Jaunė, Eglė 1 Stroev, O. M. 1 Stroyev, Oleksandr 1 Zhmykhova, T. V. all top 5 Serials 6 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 5 Modern Stochastics. Theory and Applications 3 Dependence Modeling 2 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Lithuanian Mathematical Journal 1 Cybernetics and Systems Analysis 1 Theory of Probability and Mathematical Statistics 1 Opuscula Mathematica 1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 1 Nonlinear Analysis. Modelling and Control 1 Visnyk Donets’kogo Universytetu. Seriya A. Pryrodnychi Nauky all top 5 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 13 Statistics (62-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 48 times in 28 Documents Cited by ▼ Year ▼ New copulas based on general partitions-of-unity and their applications to risk management. II. Zbl 1381.62075Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena 7 2017 Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023Mishura, Yuliya; Ragulina, Olena 6 2016 Expectation of the truncated randomly weighted sums with dominatedly varying summands. Zbl 1412.62029Jaunė, Eglė; Ragulina, Olena; Šiaulys, Jonas 5 2018 Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr 4 2014 Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M. 4 2015 The risk model with stochastic premiums, dependence and a threshold dividend strategy. Zbl 1410.91284Ragulina, Olena 4 2017 On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market. Zbl 1288.91118Bondarev, B. V.; Ragulina, E. Yu. 3 2012 New copulas based on general partitions-of-unity. III: The continuous case. Zbl 1439.62133Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena; Girschig, Côme 3 2019 On differentiability of the non-ruin probability of an insurance company in models with constant interest rate. Zbl 1249.91046Ragulina, O. Yu. 3 2010 Randomly stopped minima and maxima with exponential-type distributions. Zbl 1466.60091Ragulina, Olena; Šiaulys, Jonas 2 2019 The risk model with stochastic premiums and a multi-layer dividend strategy. Zbl 1427.91240Ragulina, Olena 2 2019 Generating unfavourable VaR scenarios under Solvency II with patchwork copulas. Zbl 1476.91221Pfeifer, Dietmar; Ragulina, Olena 2 2021 Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial \((B,S)\)-market. Zbl 1289.91085Ragulina, O. Yu. 1 2012 On the survival probability of an insurance company in two risk models. Zbl 1265.62038Ragulina, E. Yu. 1 2012 Bonus-malus systems with different claim types and varying deductibles. Zbl 1414.91227Ragulina, Olena 1 2017 Generating unfavourable VaR scenarios under Solvency II with patchwork copulas. Zbl 1476.91221Pfeifer, Dietmar; Ragulina, Olena 2 2021 New copulas based on general partitions-of-unity. III: The continuous case. Zbl 1439.62133Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena; Girschig, Côme 3 2019 Randomly stopped minima and maxima with exponential-type distributions. Zbl 1466.60091Ragulina, Olena; Šiaulys, Jonas 2 2019 The risk model with stochastic premiums and a multi-layer dividend strategy. Zbl 1427.91240Ragulina, Olena 2 2019 Expectation of the truncated randomly weighted sums with dominatedly varying summands. Zbl 1412.62029Jaunė, Eglė; Ragulina, Olena; Šiaulys, Jonas 5 2018 New copulas based on general partitions-of-unity and their applications to risk management. II. Zbl 1381.62075Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena 7 2017 The risk model with stochastic premiums, dependence and a threshold dividend strategy. Zbl 1410.91284Ragulina, Olena 4 2017 Bonus-malus systems with different claim types and varying deductibles. Zbl 1414.91227Ragulina, Olena 1 2017 Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023Mishura, Yuliya; Ragulina, Olena 6 2016 Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M. 4 2015 Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr 4 2014 On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market. Zbl 1288.91118Bondarev, B. V.; Ragulina, E. Yu. 3 2012 Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial \((B,S)\)-market. Zbl 1289.91085Ragulina, O. Yu. 1 2012 On the survival probability of an insurance company in two risk models. Zbl 1265.62038Ragulina, E. Yu. 1 2012 On differentiability of the non-ruin probability of an insurance company in models with constant interest rate. Zbl 1249.91046Ragulina, O. Yu. 3 2010 all cited Publications top 5 cited Publications all top 5 Cited by 44 Authors 8 Šiaulys, Jonas 7 Ragulina, Olena 3 Leipus, Remigijus 3 Pfeifer, Dietmar 2 Bondarev, Borys Volodymyrovych 2 Sprindys, Jonas 2 Wang, Yunyun 1 Adékambi, Franck 1 André, L. M. 1 Bodnar, Taras 1 Boldyreva, Valery O. 1 Dickhaus, Thorsten 1 Dirma, Mantas 1 Durante, Fabrizio 1 Girschig, Côme 1 Gonchar, N. S. 1 Huang, Yujuan 1 Jaunė, Eglė 1 Kelly, Mary 1 Kievinaitė, Dominyka 1 Kleffner, Anne 1 Klement, Erich Peter 1 Kuzmenko, Victor 1 Mändle, Andreas 1 Masuhr, Andreas 1 Mishura, Yuliya Stepanivna 1 Muromskaya, Anastasia A. 1 Nakliuda, Neda 1 Neumann, André 1 Paukštys, Saulius 1 Salam, Romel 1 Saminger-Platz, Susanne 1 Sapna Isotupa, K. P. 1 Schmidli, Hanspeter 1 Sempi, Carlo 1 Shi, Benxuan 1 Stroev, O. M. 1 Su, Wen 1 Takouda, Essodina 1 Trede, Mark 1 Uryasev, Stan 1 Vareikaitė, Ieva 1 Wadsworth, Jennifer L. 1 Yu, Wenguang all top 5 Cited in 17 Serials 4 Dependence Modeling 4 Modern Stochastics. Theory and Applications 3 Cybernetics and Systems Analysis 2 Lithuanian Mathematical Journal 2 Theory of Probability and Mathematical Statistics 2 Nonlinear Analysis. Modelling and Control 1 Journal of Mathematical Analysis and Applications 1 Moscow University Mathematics Bulletin 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Fuzzy Sets and Systems 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Discrete Dynamics in Nature and Society 1 Methodology and Computing in Applied Probability 1 North American Actuarial Journal all top 5 Cited in 8 Fields 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Probability theory and stochastic processes (60-XX) 13 Statistics (62-XX) 1 Mathematical logic and foundations (03-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year