77 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Russian Academy of SciencesRU21 papers
- Lomonosov Moscow State UniversityRU8 papers
- Moscow Institute of Physics and TechnologyRU7 papers
- Dorodnitsyn Computing CentreRU6 papers
- National Research University Higher School of EconomicsRU6 papers
- Institute of Informatics ProblemsRU5 papers
- Peoples' Friendship University of RussiaRU5 papers
- Hangzhou Dianzi UniversityCN3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Centro de Investigação em Sistemas e Tecnologias2 papers
- Institute for Information Transmission ProblemsRU2 papers
- Institute for Systems AnalysisRU2 papers
5 papers · 1 filter
Ruin Probabilities for a Sparre Andersen Model with Investments: the Case of Annuity Payments
Yuri Kabanov, Platon Promyslov
This note is a complement to the paper by Eberlein, Kabanov, and Schmidt on the asymptotic of the ruin probability in a Sparre Andersen non-life insurance model with investments a…
Ergodicity Bounds for the Markovian Queue With Time-Varying Transition Intensities, Batch Arrivals and One Queue Skipping Policy
A. Zeifman, R. Razumchik, Y. Satin +1
In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are ser…
On natural convergence rate estimates in the Lindeberg theorem
Ruslan Gabdullin, Vladimir Makarenko, Irina Shevtsova
We prove two estimates of the rate of convergence in the Lindeberg theorem, involving algebraic truncated third-order moments and the classical Lindeberg fraction, which generalize…
On the asymptotic approximation to the probability distribution of extremal precipitation
V. Yu. Korolev, A. K. Gorshenin
Based on the negative binomial model for the duration of wet periods measured in days, an asymptotic approximation is proposed for the distribution of the maximum daily precipitati…
Statistical Analysis of Precipitation Events
V. Yu. Korolev, A. K. Gorshenin, S. K. Gulev +2
In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the pro…