mdh.sePublications
Change search
Refine search result
1 - 6 of 6
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1.
    Malyarenko, Anatoliy
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrov, Dmitrii S.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrova, Evelina
    Mälardalen University, Department of Mathematics and Physics.
    Stochastic modelling of insurance business with dynamical control of investments2004In: 6th World Congress of Bernoulli Society for Mathematical Statistics and Probability, Barcelona, July 26--31 2004, 2004, p. page 181-Conference paper (Other academic)
  • 2.
    Silvestrov, D.
    et al.
    Stockholm University, Sweden.
    Manca, R.
    University of Rome La Sapienza, Rome, Italy .
    Silvestrova, Evelina
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Computational algorithms for moments of accumulated markov and semi-markov rewards2014In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 43, no 7, p. 1453-1469Article in journal (Refereed)
    Abstract [en]

    Power moments for accumulated rewards defined on Markov and semi-Markov chains are studied. A model with mixed time-space termination of reward accumulation is considered for inhomogeneous in time rewards and Markov chains. Characterization of power moments as minimal solutions of recurrence system of linear equations, sufficient conditions for finiteness of these moments and upper bounds for them, expressed in terms of so-called test functions, are given. Backward recurrence algorithms for funding of power moments of accumulated rewards and various time-space truncation approximations reducing dimension of the corresponding recurrence relations are described.

  • 3.
    Silvestrov, Dmitrii S.
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Malyarenko, Anatoliy
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrova, Evelina
    Mälardalen University, Department of Mathematics and Physics.
    Stochastic modelling of insurance business with dynamical control of investments2004In: 3rd Conference in Actuarial Science & Finance in Samos, Karlovassi, September 2-5 2004, 2004, p. page 54-Conference paper (Other academic)
  • 4.
    Silvestrov, Dmitrii S.
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrova, Evelina
    Mälardalen University, Department of Mathematics and Physics.
    Master programmes in analytical finance at Mälardalen University2004Conference paper (Other academic)
  • 5.
    Silvestrov, Dmitrii
    et al.
    Department of Mathematics Stockholm University,.
    Silvestrova, Evelina
    Mälardalen University, School of Education, Culture and Communication.
    Manva, Raimondo
    Università di Roma.
    Stochastically ordered models for credit rating dynamics2008In: J. Numer. Appl. Math., ISSN 0868-6912, Vol. 1, p. 206-215Article in journal (Refereed)
  • 6.
    Silvestrova, Evelina
    Mälardalen University, Department of Mathematics and Physics.
    Adaptive stochastic linear automata in random media2004Conference paper (Other academic)
1 - 6 of 6
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf