Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes von Silvestrov, D.S.

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Asymptotic expansions for distributions of the surplus prior and at the time of ruin von Silvestrov, D.S.

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Convergence in Skorokhod J-topology for compositions of stochastic processes von Silvestrov, D.S.

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Nonlinearly perturbed stochastic processes von Silvestrov, D.

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The analytical finance package von Silvestrov, D., Malyarenko, A.

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

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

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

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Convergence of option rewards for Markov type price processes von Silvestrov, D., Jönsson, H., Stenberg, F.

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

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