Nonlinearly perturbed stochastic processes

by Silvestrov, D.
Published 2008

Asymptotic expansions for distributions of the surplus prior and at the time of ruin

by Silvestrov, D.S.
Published 2007

The analytical finance package

by Silvestrov, D., Malyarenko, A.
Published 2007

Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II

by Silvestrov, D.S., Drozdenko, M.O.
Published 2006

Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I

by Silvestrov, D.S., Drozdenko, M.O.
Published 2006

Innovation methods, algorithms, and software for analysis of reinsurance contracts

by Silvestrov, D., Teugels, J., Masol, V., Malyarenko, A.
Published 2006