Перегляд за автором "Silvestrov, D."

Сортувати за: Порядок: Результатів:

  • The analytical finance package 
    Silvestrov, D.; Malyarenko, A. (2007)
    We describe the Analytical Finance Package, a set of Java applets which is developing at the Malardalen University.
  • Convergence of option rewards for Markov type price processes 
    Silvestrov, D.; Jönsson, H.; Stenberg, F. (2007)
    A general price process represented by a two-component Markov process is considered. Its first component is interpreted as a price process and the second one as an index process controlling the price component. American ...
  • Innovation methods, algorithms, and software for analysis of reinsurance contracts 
    Silvestrov, D.; Teugels, J.; Masol, V.; Malyarenko, A. (2006)
    A Monte Carlo based approach to evaluate and/or compare the riskiness of reinsurance treaties for both the ceding and the reinsurance companies is introduced. An experimental program system Reinsurance Analyser based on ...
  • Nonlinearly perturbed stochastic processes 
    Silvestrov, D. (2008)
    This paper is a survey of results presented in the recent book [25]). This book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for ...
  • Semi-Markov reward models for disability insurance 
    Stenberg, F.; Manca, R.; Silvestrov, D. (2006)
    A semi-Markov model for disability insurance is described. Statistical evidences of relevance semi-Markov setting are given. High order semi-Markov backward reward models are invented. Applications of these models to ...