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Prykladna Statystyka. Aktuarna ta Finansova Matematyka

Short Title: Prykl. Stat., Aktuarna Finans. Mat.
Publisher: Donetsk National University (Donets’kyj Natsional’nyj Universytet), Donetsk
Comments: Journal; No longer indexed
Documents Indexed: 214 Publications (2000–2012)
all top 5

Authors

36 Bondarev, Borys Volodymyrovych
13 Kolosov, Alexander A.
13 Mishura, Yuliya Stepanivna
9 Simogin, A. A.
8 Zhmykhova, T. V.
7 Baev, Artem V.
6 Kozyr, S. M.
6 Lin’kov, Yurii N.
6 Ragulina, Olena
6 Zhyrny, George G.
5 Selyakov, K. B.
4 Dzundza, A. I.
4 Logachov, Artem V.
4 Shatashvili, Albert D.
4 Shurko, I. L.
4 Tymko, A. V.
3 Bandura, V. M.
3 Masol, Volodymyr I.
3 Ragulina, S. Yu
3 Sakhno, Lyudmyla Mykhaĭlivna
3 Shurko, G. K.
3 Sosnyts’kyj, O. E.
3 Zolota, Aelita V.
2 Boldyreva, Valery O.
2 Darijchuk, I. V.
2 Fomina, Anna Aleksandrovna
2 Fomina, Tamara A.
2 Khudolij, O. S.
2 Kozachenko, Yuriĭ Vasyl’ovych
2 Kozyr, D. M.
2 Mel’nyk, S. I.
2 Moklyachuk, Mykhaĭlo Pavlovych
2 Nikolaeva, Oksana A.
2 Norkin, B. V.
2 Omel’yanchuk, A. N.
2 Orfinyak, Ye. Yu.
2 Polshkov, Yulian Nikolaevich
2 Porodnikov, V. D.
2 Rozora, Iryna V.
2 Rutkas, Anatoliĭ Georgievich
2 Stotska, Svitlana V.
2 Swishchuk, Anatoliy
2 Terekhov, P. O.
2 Tomashyk, V. V.
2 Vlasenko, Larisa Andreevna
2 Yasyns’kyj, Ye. V.
2 Yukhnovs’kiĭ, Yu. V.
2 Yurchenko, I. V.
2 Zhilina, L. S.
2 Zmykhova, T. V.
1 Abduramanov, R. A.
1 Agapov, O. I.
1 Androshchuk, Maryna O.
1 Andrusiv, A. M.
1 Banna, Oksana L.
1 Belyĭ, R. A.
1 Berdnikov, N. A.
1 Bila, G. D.
1 Bodnar, O. Ya.
1 Borovitskaya, A. O.
1 Bradul, N. V.
1 Bratik, M. V.
1 Bratyk, Mykhajlo V.
1 Budkov, Dmitrii S.
1 Bulda, M. M.
1 Burba, I. K.
1 Chabanyuk, Yaroslav M.
1 Cherkova, A. R.
1 Chudina, Ye. Yu.
1 Dekina, A. V.
1 Didenko, O. V.
1 Donets, H. P.
1 Dubovets’ka, I. I.
1 Dzundza, A. L.
1 Dzyamko, V. J.
1 Emets’, O. O.
1 Gerasymenko, Yu. V.
1 Gilavogi, M.-P.
1 Gladkova, L. A.
1 Gololobov, D. A.
1 Golomoziy, Vitaliy
1 Gorun, P. P.
1 Gubarev, A. A.
1 Hkudolij, O. S.
1 Ie, O. K.
1 Ie, Ol’ga Nkolaevna
1 Ivasyuk, A. V.
1 Kamenshykova, O. E.
1 Kasitskaya, Evgeniya J.
1 Khametova, Z. Ya.
1 Khimka, U. T.
1 Klymenko, Yu. V.
1 Kotenko, A. A.
1 Kovtun, E. E.
1 Kukurba, V. R.
1 Kuryachyj, N. A.
1 Kuznetsov, A. B.
1 Luz, M. M.
1 Maĭboroda, Rostyslav Yevgenovych
1 Moiseenko, I. A.
...and 62 more Authors

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 38 times in 25 Documents Cited by Year
Some necessary and sufficient conditions for equivalence of two Gaussian measures induced by solutions of differential equations in Euclidean and Hilbert spaces. Zbl 1035.60037
Fomina, A. A.; Shatashvili, A. D.
6
2002
Interpolation of functionals of stochastic sequences with stationary increments from observations with noise. Zbl 1289.60076
Luz, M. M.; Moklyachuk, M. P.
4
2012
On equivalence of measures under some linear and nonlinear evolutionary transformations of Gaussian processes in Euclidean and Hilbert spaces. Zbl 0989.60041
Fomina, T. A.; Shatashvili, A. D.
3
2000
On differentiability of the non-ruin probability of an insurance company in models with constant interest rate. Zbl 1249.91046
Ragulina, O. Yu.
3
2010
On the optimization of portfolios of insurance contracts. Zbl 1249.91045
Norkin, B. V.
2
2011
Approximation of fractional Brownian motion having Hurst index close to one with stochastic integrals from linear-exponential integrand functions. Zbl 1164.60412
Banna, O. L.
2
2007
Application of the invariance principle for stationary sequences with mixing. Zbl 1035.60025
Bondarev, Boris V.; Zoobko, Maxim L.
1
2001
No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments. Zbl 1164.62407
Bondarev, B. V.; Zhmykhova, T. V.
1
2005
On estimate of the rate of convergence of solution to ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito’s equation. I. Zbl 1142.60361
Bondarev, B. V.; Kozyr, S. M.
1
2006
Filtering of periodically correlated processes. Zbl 1289.60077
Moklyachuk, M. P.; Dubovets’ka, I. I.
1
2012
Solution of actuarial integral equation by successive approximation method for general risk-renewal process. Zbl 1249.62012
Norkin, B. V.
1
2010
Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. I. Zbl 1248.62198
Bondarev, B. V.; Orfinyak, Ye. Yu.
1
2010
The control of cumulative-consumer fund with investments in the financial \((B,S)\)-market and advertising costs, provided that the premium is incidental. Zbl 1249.62017
Zhmykhova, T. V.
1
2011
Approximation of the non-ruin probability for the Cramér-Lundberg model. Zbl 1265.62029
Bondarev, B. V.; Boldyreva, V. O.
1
2012
On the survival probability of an insurance company in two risk models. Zbl 1265.62038
Ragulina, E. Yu.
1
2012
Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise. Zbl 1263.62108
Bila, G. D.
1
2012
Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments. Zbl 1264.62093
Kukurba, V. R.; Yarka, U. B.
1
2012
Estimate for probability of ruin of insurance company for some insurance model. Zbl 0971.91033
Zhilina, L. S.
1
2000
On estimation of the rate of convergence of solution of ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito’s equation. II. Zbl 1164.60407
Bondarev, B. V.; Kozyr, S. M.
1
2007
On equivalence of probability measures induced by solutions of nonlinear differential equations in the Euclid space \(\mathbb R^n\), perturbed by Gaussian random fields. Zbl 1164.60308
Fomina, T. A.; Shatashvili, A. D.
1
2007
Quantile hedging with rediscounting on complete financial markets. Zbl 1164.62409
Bratik, M. V.; Mishura, Yu. S.
1
2007
Ruin probability of the insurance company for generalized Cramér-Lundberg model in the case of investment of capital on financial \((B,S)\)-market. Zbl 1199.62033
Bondarev, B. V.; Zhmykhova, T. V.
1
2008
An optimal stopping problem for a random walk with polynomial reward functions. Zbl 1199.60145
Tomashyk, V. V.; Mishura, Yu. S.
1
2008
Modelling a Gaussian stochastic process with derivatives of the process. Zbl 1199.60124
Rozora, I. V.
1
2008
Interpolation of functionals of stochastic sequences with stationary increments from observations with noise. Zbl 1289.60076
Luz, M. M.; Moklyachuk, M. P.
4
2012
Filtering of periodically correlated processes. Zbl 1289.60077
Moklyachuk, M. P.; Dubovets’ka, I. I.
1
2012
Approximation of the non-ruin probability for the Cramér-Lundberg model. Zbl 1265.62029
Bondarev, B. V.; Boldyreva, V. O.
1
2012
On the survival probability of an insurance company in two risk models. Zbl 1265.62038
Ragulina, E. Yu.
1
2012
Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise. Zbl 1263.62108
Bila, G. D.
1
2012
Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments. Zbl 1264.62093
Kukurba, V. R.; Yarka, U. B.
1
2012
On the optimization of portfolios of insurance contracts. Zbl 1249.91045
Norkin, B. V.
2
2011
The control of cumulative-consumer fund with investments in the financial \((B,S)\)-market and advertising costs, provided that the premium is incidental. Zbl 1249.62017
Zhmykhova, T. V.
1
2011
On differentiability of the non-ruin probability of an insurance company in models with constant interest rate. Zbl 1249.91046
Ragulina, O. Yu.
3
2010
Solution of actuarial integral equation by successive approximation method for general risk-renewal process. Zbl 1249.62012
Norkin, B. V.
1
2010
Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. I. Zbl 1248.62198
Bondarev, B. V.; Orfinyak, Ye. Yu.
1
2010
Ruin probability of the insurance company for generalized Cramér-Lundberg model in the case of investment of capital on financial \((B,S)\)-market. Zbl 1199.62033
Bondarev, B. V.; Zhmykhova, T. V.
1
2008
An optimal stopping problem for a random walk with polynomial reward functions. Zbl 1199.60145
Tomashyk, V. V.; Mishura, Yu. S.
1
2008
Modelling a Gaussian stochastic process with derivatives of the process. Zbl 1199.60124
Rozora, I. V.
1
2008
Approximation of fractional Brownian motion having Hurst index close to one with stochastic integrals from linear-exponential integrand functions. Zbl 1164.60412
Banna, O. L.
2
2007
On estimation of the rate of convergence of solution of ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito’s equation. II. Zbl 1164.60407
Bondarev, B. V.; Kozyr, S. M.
1
2007
On equivalence of probability measures induced by solutions of nonlinear differential equations in the Euclid space \(\mathbb R^n\), perturbed by Gaussian random fields. Zbl 1164.60308
Fomina, T. A.; Shatashvili, A. D.
1
2007
Quantile hedging with rediscounting on complete financial markets. Zbl 1164.62409
Bratik, M. V.; Mishura, Yu. S.
1
2007
On estimate of the rate of convergence of solution to ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito’s equation. I. Zbl 1142.60361
Bondarev, B. V.; Kozyr, S. M.
1
2006
No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments. Zbl 1164.62407
Bondarev, B. V.; Zhmykhova, T. V.
1
2005
Some necessary and sufficient conditions for equivalence of two Gaussian measures induced by solutions of differential equations in Euclidean and Hilbert spaces. Zbl 1035.60037
Fomina, A. A.; Shatashvili, A. D.
6
2002
Application of the invariance principle for stationary sequences with mixing. Zbl 1035.60025
Bondarev, Boris V.; Zoobko, Maxim L.
1
2001
On equivalence of measures under some linear and nonlinear evolutionary transformations of Gaussian processes in Euclidean and Hilbert spaces. Zbl 0989.60041
Fomina, T. A.; Shatashvili, A. D.
3
2000
Estimate for probability of ruin of insurance company for some insurance model. Zbl 0971.91033
Zhilina, L. S.
1
2000

Citations by Year