Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Rostyslav Yamnenko"'
Publikováno v:
Фізико-математична освіта, Vol 39, Iss 3 (2024)
The article is devoted to the analysis of practice of application of specific computational techniques within MS Excel, including VBA, for teaching selected topics in actuarial mathematics. Formulation of the problem. With the evolution of financia
Externí odkaz:
https://doaj.org/article/40d6322159854b3c811c7136c88054af
Autor:
Dmytro Tykhonenko, Rostyslav Yamnenko
Publikováno v:
Austrian Journal of Statistics, Vol 52, Iss SI (2023)
The paper studies distribution of sum of random processes from Orlicz spaces of exponential type weighted by continuous functions, in particular, processes from spaces Subϕ (Ω), SSubϕ (Ω) and class V (ϕ, ψ) are considered. Such spaces and class
Externí odkaz:
https://doaj.org/article/db16ddcdd9cb4b74bf9fac17d7ae739d
Autor:
Rostyslav Yamnenko
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 3, Pp 249-268 (2016)
This paper is devoted to investigation of supremum of averaged deviations $|X(t)-f(t)-\int _{\mathbb{T}}(X(u)-f(u))\hspace{0.1667em}\mathrm{d}\mu (u)/\mu (\mathbb{T})|$ of a stochastic process from Orlicz space of random variables using the method of
Externí odkaz:
https://doaj.org/article/db56e71a9c9440998639216da4445b85
Autor:
Rostyslav Yamnenko
Publikováno v:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics. :20-27
In this paper, we study the properties of a risk process, formed by binomial sum of $\varphi$-sub-Gaussian risks. Estimates for probability of exceeding a monotone increasing continuous curve by such a sum are obtained. In particular, the ruin probab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27a3bfadf359dc012a741074fb68aca0
https://doi.org/10.17721/1812-5409.2022/2.2
https://doi.org/10.17721/1812-5409.2022/2.2
Publikováno v:
Random Operators and Stochastic Equations. 13:111-128
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::554d42f24a3d72777ccf93ab030fbe89
https://doi.org/10.1163/156939705323383832
https://doi.org/10.1163/156939705323383832