4 citations · 6 across the 3 of their papers we have counts for
3 papers
math.PR2021★ 1 cited
Parisian Ruin for Insurer and Reinsurer under Quota-Share Treaty
Grigori Jasnovidov, Aleksandr Shemendyuk
In this contribution we study asymptotics of the simultaneous Parisian ruin probability of a two-dimensional fractional Brownian motion risk process. This risk process models the s…
q-bio.PE2019★ 4 cited
Fair Insurance Premium Level in Connected SIR Model under Epidemic Outbreak
Aleksandr A. Shemendyuk, Alexey A. Chernov, Mark Y Kelbert
In this paper we aim to study an optimal insurance premium level for health-care in a deterministic and stochastic SIR models with migration fluxes and vaccination of population. T…
q-bio.QM2018★ 1 cited
Optimal vaccine allocation during the mumps outbreak in two SIR centers
A. Chernov, M. Kelbert, A. Shemendyuk
The aim of this work is to investigate the optimal vaccine sharing between two SIR centers in the presence of migration fluxes of susceptibles and infected individuals during the m…