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Publications by Olga Navickienė

Ruin Probability for the Bi-Seasonal Discrete Time Risk Model With Dependent Claims

Modern Stochastics: Theory and Applications

English

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Ruin Probability for Translated Combination of Exponential Claims

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Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

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A Class of Risk Processes With Delayed Claims: Ruin Probability Estimates Under Heavy Tail Conditions

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Finite-Time Ruin Probability With an Exponential Lévy Process Investment Return and Heavy-Tailed Claims

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Closed-Form Absolute Ruin Problems of the Risk Models With State-Dependent Switched Claims

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Asymptotic Estimates for Finite-Time Ruin Probability of a Bidimensional Risk Model Based on Entrance Process

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On a Conjecture Related to the Ruin Probability for Nonhomogeneous Insurance Claims

Analele Stiintifice ale Universitatii Ovidius Constanta, Seria Matematica

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On the Infinite-Horizon Probability of (Non)ruin for Integer-Valued Claims

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