Vsevolod K. Malinovskii

Available identifiers

zbMath Open malinovskii.vsevolod-kMaRDI QIDQ743170

List of research outcomes

Publication	Date of Publication	Type
Risk Measures and Insurance Solvency Benchmarks	2021-06-03	Paper
Level-Crossing Problems and Inverse Gaussian Distributions	2021-02-01	Paper
Approximation of the fixed-probability level for a compound renewal process	2020-05-30	Paper
Value-at-Risk substitute for non-ruin capital is fallacious and redundant	2020-05-11	Paper
Insurance Planning Models	2019-11-18	Paper
Approximations in the problem of level crossing by a compound renewal process	2019-03-15	Paper
How an aggressively expanding insurance company becomes insolvent	2018-07-13	Paper
On approximations for the distribution of the time of first level crossing	2018-03-26	Paper
On the time of first level crossing and inverse Gaussian distribution	2017-08-29	Paper
Generalized inverse Gaussian distributions and the time of first level crossing	2017-08-29	Paper
On approximations for the distribution of first level crossing time	2017-08-29	Paper
On rational pricing for a profit-seeking insurer in the year of hard market	2015-05-26	Paper
Business planning for a profit-seeking insurer under deficiency of information	2015-05-26	Paper
Simulation analysis of ruin capital in Sparre Andersen's model of risk	2015-02-03	Paper
Rationale of underwriters' pricing conduct on competitive insurance market	2015-01-28	Paper
Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk	2014-09-22	Paper
Annual intrinsic value of a company in a competitive insurance market	2014-09-22	Paper
Equitable solvent controls in a multi-period game model of risk	2014-04-25	Paper
Level premium rates as a function of initial capital	2014-04-03	Paper
Asymptotic optimality of criteria in the problem of testing hypotheses for a recurrent semi-Markov process	2013-07-12	Paper
Competition-Originated Cycles and Insurance Strategies	2011-02-01	Paper
Scenario Analysis for a Multi-Period Diffusion Model of Risk	2009-12-22	Paper
Risk theory insight into a zone-adaptive control strategy	2009-01-28	Paper
Adaptive control strategies and dependence of finite time ruin on the premium loading	2008-08-22	Paper
Probabilities of ruin when the safety loading tends to zero	2001-11-12	Paper
Non-Poissonian claims' arrivals and calculation of the probability of ruin	1998-01-01	Paper
Limit Theorems for Stopped Random Sequences II: Large Deviations	1997-09-30	Paper
Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time	1997-06-11	Paper
Corrected normal approximation for the probability of ruin within finite time	1996-09-16	Paper
Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach	1995-08-30	Paper
On Stochastic Evolution Equations with Stochastic Boundary Conditions	1995-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4300897	1994-11-21	Paper
Asymptotic expansions in sequential estimation of an autoregressive parameter	1994-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q3136348	1993-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q4014976	1992-10-27	Paper
Large Deviations for Recurrent Markov Renewal Processes	1992-09-26	Paper
Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3359532	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5203449	1991-01-01	Paper
Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4207490	1989-01-01	Paper
Limit Theorems for Harris Markov Chains, II	1989-01-01	Paper
Limit Theorems for Harris Markov Chains, II	1989-01-01	Paper
On a limit theorem for dependent random variables	1988-01-01	Paper
Limit theorems for recurrent semi-Markov processes and Markov renewal processes	1987-01-01	Paper
Limit Theorems for Harris Markov Chains, I	1987-01-01	Paper
Asymptotic Expansions in the Central Limit Theorem for Recurrent Markov Renewal Processes	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3746609	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3746727	1986-01-01	Paper
On Second-Order Efficiency of an Asymptotically Efficient Test Based on Markov Observations	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3681689	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3683302	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3703061	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3740726	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3660675	1982-01-01	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Vsevolod K. Malinovskii