13 citations · 15 across the 14 of their papers we have counts for
14 papers
IAPO estimators in Exponentiated Frechet case
Pavlina Jordanova, Evelina Veleva
In 2017 Jordanova and co-authors consider probabilities for p-outside values, and later on, they use them in order to construct distribution sensitive IPO estimators. These works d…
Probabilities for asymmetric p-outside values
Pavlina K. Jordanova
In 2017-2020 Jordanova and co-authors investigate probabilities for p-outside values and determine them in many particular cases. They show that these probabilities are closely rel…
Mixed Poisson process with Min-U-Exp mixing variable
Pavlina K. Jordanova, Evelina Veleva, Milan Stehlik
This work continues the research done in Jordanova and Veleva (2023) where the history of the problem could be found. In order to obtain the structure distribution of the newly-def…
Mixed Poisson process with Max-U-Exp mixing variable -- Working version
Pavlina K. Jordanova, Evelina Veleva
This work defines and investigates the properties of the Max-U-Exp distribution. The method of moments is applied in order to estimate its parameters. Then, by using the previous g…
Mixed Poisson process with Stacy mixing variable -- Working version
Pavlina K. Jordanova, Mladen Savov, Assen Tchorbadjieff +1
Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the s…
Bivariate Compound Poisson Risk Processes with Shocks
Pavlina Jordanova, Evelina Veleva, Kosto Mitov
Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a m…
Merging of bivariate compound Binomial processes with shocks
Pavlina K. Jordanova, Evelina Veleva
The paper investigates a discrete time Binomial risk model with different types of polices and shock events may influence some of the claim sizes. It is shown that this model can b…
Distribution sensitive estimators of the index of regular variation based on ratios of order statistics
Pavlina K. Jordanova, Milan Stehlí k
Ratios of central order statistics seem to be very useful for estimating the tail of the distributions and therefore, quantiles outside the range of the data. In 1995 Isabel Fraga…
Logarithm of ratios of two order statistics and regularly varying tails
Pavlina K. Jordanova, Milan Stehlík
Here we suppose that the observed random variable has cumulative distribution function with regularly varying tail, i.e. , . Using the results about expo…
Tails and probabilities for -outside values
Pavlina Jordanova
The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range…
On multivariate modifications of Cramer Lundberg risk model with constant intensities
Pavlina K. Jordanova, Milan Stehlik
The paper considers very general multivariate modifications of Cramer-Lundberg risk model. The claims can be of different types and can arrive in groups. The groups arrival process…
Measuring heavy-tailedness of distributions
Pavlina K. Jordanova, Monika P. Petkova
Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because…
Multivariate compounds with equal number of summands
Pavlina Jordanova
The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point.…
Flexible Extreme Value Inference And Hill Plots For A Small, Mid And Large Samples
Pavlina Jordanova, Milan Stehlik
Asymptotic normality of extreme value tail estimators received much attention in the literature, giving rise to increasingly complicated 2nd order regularity conditions. However, s…