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 Latest Issues 2012, No. 2 (2012) 2012, No. 1 (2012) 2011, No. 1-2 (2011) 2010, No. 1-2 (2010) 2009, No. 1-2 (2009) 2008, No. 1-2 (2008) 2007, No. 2 (2007) 2007, No. 1 (2007) 2006, No. 1-2 (2006) 2005, No. 1-2 (2005) 2004, No. 2 (2004) 2004, No. 1 (2004) 2003, No. 1-2 (2003) 2002, No. 2 (2002) 2002, No. 1 (2002) 2001, No. 2 (2001) 2001, No. 1 (2001) 2000, No. 2 (2000) 2000, No. 1 (2000) all top 5 Authors 36 Bondarev, Borys Volodymyrovych 13 Kolosov, Alexander A. 13 Mishura, Yuliya Stepanivna 11 Baev, Artem V. 9 Simogin, A. A. 8 Zhmykhova, T. 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 all top 5 Fields 132 Statistics (62-XX) 110 Probability theory and stochastic processes (60-XX) 105 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Systems theory; control (93-XX) 4 Operations research, mathematical programming (90-XX) 3 Ordinary differential equations (34-XX) 2 Approximations and expansions (41-XX) 2 Quantum theory (81-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 25 Publications have been cited 41 times in 28 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 Modelling a Gaussian stochastic process with derivatives of the process. Zbl 1199.60124 Rozora, I. V. 2 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 Quantile hedging with rediscounting on complete financial markets. Zbl 1164.62409 Bratik, M. V.; Mishura, Yu. S. 2 2007 Estimate for probability of ruin of insurance company for some insurance model. Zbl 0971.91033 Zhilina, L. S. 1 2000 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 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 The reversibility problem for stability theorems for random structure systems with finite after-effect. Zbl 1224.93128 Yasyns’kyj, V. K.; Yurchenko, I. V. 1 2009 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 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 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 Filtering of periodically correlated processes. Zbl 1289.60077 Moklyachuk, M. P.; Dubovets’ka, I. I. 1 2012 Interpolation of functionals of stochastic sequences with stationary increments from observations with noise. Zbl 1289.60076 Luz, M. M.; Moklyachuk, M. P. 4 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 Filtering of periodically correlated processes. Zbl 1289.60077 Moklyachuk, M. P.; Dubovets’ka, I. I. 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 The reversibility problem for stability theorems for random structure systems with finite after-effect. Zbl 1224.93128 Yasyns’kyj, V. K.; Yurchenko, I. V. 1 2009 Modelling a Gaussian stochastic process with derivatives of the process. Zbl 1199.60124 Rozora, I. V. 2 2008 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 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 Quantile hedging with rediscounting on complete financial markets. Zbl 1164.62409 Bratik, M. V.; Mishura, Yu. S. 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 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 all cited Publications top 5 cited Publications all top 5 Cited by 34 Authors 5 Mishura, Yuliya Stepanivna 5 Moklyachuk, Mykhaĭlo Pavlovych 4 Fomin-Shatashvili, Andrey A. 4 Shatashvili, Albert D. 3 Bondarev, Borys Volodymyrovych 3 Norkin, B. V. 2 Boldyreva, Valery O. 2 Fomina, Tamara A. 2 Kozachenko, Yuriĭ Vasyl’ovych 2 Luz, Maksym 2 Ragulina, Olena 2 Rozora, Iryna V. 1 Banna, O. 1 Banna, Oksana L. 1 Bila, G. D. 1 Boldyrieva, Valeriia 1 Bratyk, Mykhajlo V. 1 Chabanyuk, Yaroslav M. 1 Cui, Bing 1 Ermoliev, Yuri M. 1 Kozyr, S. M. 1 Kukurba, V. R. 1 Luz, M. M. 1 Lyzhechko, Mariia 1 Najafi, Alireza 1 Norkin, Vladimir I. 1 Ostapenko, V. I. 1 Shevchenko, Georgiy M. 1 Sidei, M. I. 1 Stroev, O. M. 1 Tomashyk, V. V. 1 Yasynsky, V. K. 1 Yurchenko, I. V. 1 Zhmykhova, Tetiana all top 5 Cited in 7 Journals 13 Cybernetics and Systems Analysis 9 Theory of Probability and Mathematical Statistics 2 Cogent Mathematics 1 Ukrainian Mathematical Journal 1 Journal of Computational and Applied Mathematics 1 Random Operators and Stochastic Equations 1 Monte Carlo Methods and Applications all top 5 Cited in 8 Fields 21 Probability theory and stochastic processes (60-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 5 Systems theory; control (93-XX) 3 Operations research, mathematical programming (90-XX) 1 Ordinary differential equations (34-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Citations by Year