Li, Yuying; Sendova, Kristina P. A surplus process involving a compound Poisson counting process and applications. (English) Zbl 07528735 Commun. Stat., Theory Methods 49, No. 13, 3238-3256 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Li} and \textit{K. P. Sendova}, Commun. Stat., Theory Methods 49, No. 13, 3238--3256 (2020; Zbl 07528735) Full Text: DOI OpenURL
Sendova, Kristina P.; Zhang, Ruixi Maximum surplus and \(R_n\) class of distributions with an application to dividends. (English) Zbl 1433.91145 J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 45K05 PDF BibTeX XML Cite \textit{K. P. Sendova} and \textit{R. Zhang}, J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020; Zbl 1433.91145) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi; Sendova, Kristina P. The expected discounted penalty function: from infinite time to finite time. (English) Zbl 1411.91303 Scand. Actuar. J. 2019, No. 4, 336-354 (2019). MSC: 91B30 35Q91 45K05 PDF BibTeX XML Cite \textit{S. Li} et al., Scand. Actuar. J. 2019, No. 4, 336--354 (2019; Zbl 1411.91303) Full Text: DOI OpenURL
Li, Zhong; Sendova, Kristina P. On a ruin model with both interclaim times and premiums depending on claim sizes. (English) Zbl 1398.91342 Scand. Actuar. J. 2015, No. 3, 245-265 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Z. Li} and \textit{K. P. Sendova}, Scand. Actuar. J. 2015, No. 3, 245--265 (2015; Zbl 1398.91342) Full Text: DOI OpenURL
Yang, Chen; Sendova, Kristina P. The ruin time under the Sparre Andersen dual model. (English) Zbl 1292.91096 Insur. Math. Econ. 54, 28-40 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Insur. Math. Econ. 54, 28--40 (2014; Zbl 1292.91096) Full Text: DOI OpenURL
Yang, Chen; Sendova, Kristina P. The discounted moments of the surplus after the last innovation before ruin under the dual risk model. (English) Zbl 1293.91101 Stoch. Models 30, No. 1, 99-124 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 60K37 60J75 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Stoch. Models 30, No. 1, 99--124 (2014; Zbl 1293.91101) Full Text: DOI OpenURL
Mitric, Ilie-Radu; Sendova, Kristina P. On a multi-threshold compound Poisson surplus process with interest. (English) Zbl 1277.91093 Scand. Actuar. J. 2011, No. 2, 75-95 (2011). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{I.-R. Mitric} and \textit{K. P. Sendova}, Scand. Actuar. J. 2011, No. 2, 75--95 (2011; Zbl 1277.91093) Full Text: DOI OpenURL
Labbé, Chantal; Sendov, Hristo S.; Sendova, Kristina P. The Gerber-Shiu function and the generalized Cramér-Lundberg model. (English) Zbl 1239.91081 Appl. Math. Comput. 218, No. 7, 3035-3056 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Labbé} et al., Appl. Math. Comput. 218, No. 7, 3035--3056 (2011; Zbl 1239.91081) Full Text: DOI OpenURL
Mitric, Ilie-Radu; Sendova, Kristina P.; Tsai, Cary Chi-Liang On a multi-threshold compound Poisson process perturbed by diffusion. (English) Zbl 05676254 Stat. Probab. Lett. 80, No. 5-6, 366-375 (2010). MSC: 62-XX 60-XX PDF BibTeX XML Cite \textit{I.-R. Mitric} et al., Stat. Probab. Lett. 80, No. 5--6, 366--375 (2010; Zbl 05676254) Full Text: DOI OpenURL
Labbé, Chantal; Sendova, Kristina P. The expected discounted penalty function under a risk model with stochastic income. (English) Zbl 1181.91100 Appl. Math. Comput. 215, No. 5, 1852-1867 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{C. Labbé} and \textit{K. P. Sendova}, Appl. Math. Comput. 215, No. 5, 1852--1867 (2009; Zbl 1181.91100) Full Text: DOI OpenURL
Lin, X. Sheldon; Sendova, Kristina P. The compound Poisson risk model with multiple thresholds. (English) Zbl 1152.91592 Insur. Math. Econ. 42, No. 2, 617-627 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Sendova}, Insur. Math. Econ. 42, No. 2, 617--627 (2008; Zbl 1152.91592) Full Text: DOI OpenURL
Sendova, Kristina Discrete Lundberg-type bounds with actuarial applications. (English) Zbl 1187.91107 ESAIM, Probab. Stat. 11, 217-235 (2007). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{K. Sendova}, ESAIM, Probab. Stat. 11, 217--235 (2007; Zbl 1187.91107) Full Text: DOI Numdam EuDML OpenURL