7 citations · 26 across the 5 of their papers we have counts for
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math.PR2019★ 5 cited
The risk model with stochastic premiums and a multi-layer dividend strategy
Olena Ragulina
The paper deals with a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piec…
math.PR2018★ 6 cited
The risk model with stochastic premiums, dependence and a threshold dividend strategy
Olena Ragulina
The paper deals with a generalization of the risk model with stochastic premiums where dependence structures between claim sizes and inter-claim times as well as premium sizes and…
math.PR2015★ 6 cited
Practical approaches to the estimation of the ruin probability in a risk model with additional funds
Yuliya Mishura, Olena Ragulina, Oleksandr Stroyev
We deal with a generalization of the classical risk model when an insurance company gets additional funds whenever a claim arrives and consider some practical approaches to the est…