131 citations · 648 across the 32 of their papers we have counts for
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q-fin.RM2021★ 74 cited
Geometric Brownian Motion under Stochastic Resetting: A Stationary yet Non-ergodic Process
Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev +1
We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resettin…
q-fin.RM2020
The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia
Viktor Stojkoski, Petar Jolakoski, Igor Ivanovski
This paper investigates the impact of the COVID-19 pandemic on the insurance industry in the Republic of North Macedonia during the first half of 2020. By utilizing seasonal autore…