ЗМІСТ

Teugels J.L., Ramsey H.
The encyclopedia of actuarial science

Bondarenko A.
On extension of the limit theorem of renewal theory and its application

Chernecky V.
Exact non-ruin probabilities in infinite time

Dhaene J., Kukush A., Pupashenko M.
On the characterization of premium principle with respect to pointwise comonotonicity

Kozachenko Y., Rozora I.
Application of the theory of square-Gaussian processes to simulation of stochastic processes

Kozachenko Y., Vasylyk O.
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])

Kukush A., Polekha M.
A googness of-fit-test for a multivariate errors-in-variables model

Kukush A.G., Mishura Yu.S., Shevchenko G.M.
On reselling of European option

Moklyachuk M., Masyutka A.
Robust estimation problems for stochastic processes

Moklyachuk M., Zrazhevsky A.
Analysis and forecasting of self-similar financial time series

Olenko A., Klykavka B.
Some properties of weight functions in tauberian theorems

Perestyuk M.
On uniform convergence of wavelet expansions of some random processes

Ponomarenko O., Perunk Y.
Spectral analysis of some classes of multivariate random fields with isotropic property

Silvestrov D.S., Drozdenko M.O.
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I

Silvestrov D.S., Drozdenko M.O.
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II

Silvestrov D., Teugels J., Masol V., Malyarenko A.
Innovation methods, algorithms, and software for analysis of reinsurance contracts

Stenberg F., Manca R., Silvestrov D.
Semi-Markov reward models for disability insurance

Turchyn Y.
On accuracy of simulation of gaussian stationary processes in L₂([0, T])

Yamnenko R.
Ruin probability for generalized φ-sub-Gaussian fractional Brownian motion