Volume 12(28), no. 3–4, 2006

Table of contents

PREFACE
Full version
JEF L. TEUGELS AND HELEN RAMSEY
THE ENCYCLOPEDIA OF ACTUARIAL SCIENCE
Abstract Full version
ANNA BONDARENKO
ON EXTENSION OF THE LIMIT THEOREM OF RENEWAL THEORY AND ITS APPLICATION
Abstract Full version
VASILY CHERNECKY
EXACT NON-RUIN PROBABILITIES IN INFINITE TIME
Abstract Full version
JAN DHAENE, ALEXANDER KUKUSH, AND MYHAILO PUPASHENKO
ON THE CHARACTERIZATION OF PREMIUM PRINCIPLE WITH RESPECT TO POINTWISE COMONOTONICITY
Abstract Full version
YURIY KOZACHENKO AND IRYNA ROZORA
APPLICATION OF THE THEORY OF SQUARE-GAUSSIAN PROCESSES TO SIMULATION OF STOCHASTIC PROCESSES
Abstract Full version
YURIY KOZACHENKO AND OLGA VASYLYK
SIMULATION OF FRACTIONAL BROWNIAN MOTION WITH GIVEN RELIABILITY AND ACCURACY IN C([0, 1])
Abstract Full version
ALEXANDER KUKUSH AND MARIA POLEKHA
A GOOGNESS OF-FIT-TEST FOR A MULTIVARIATE ERRORS-IN-VARIABLES MODEL
Abstract Full version
A. G. KUKUSH, YU. S. MISHURA, AND G. M. SHEVCHENKO
ON RESELLING OF EUROPEAN OPTION
Abstract Full version
MIKHAIL MOKLYACHUK AND ALEKSANDR MASYUTKA
ROBUST ESTIMATION PROBLEMS FOR STOCHASTIC PROCESSES
Abstract Full version
MIKHAIL MOKLYACHUK AND ALEKSEY ZRAZHEVSKY
ANALYSIS AND FORECASTING OF SELF-SIMILAR FINANCIAL TIME SERIES
Abstract Full version
ANDRIY OLENKO AND BORIS KLYKAVKA
SOME PROPERTIES OF WEIGHT FUNCTIONS IN TAUBERIAN THEOREMS
Abstract Full version
MARIYA PERESTYUK
ON UNIFORM CONVERGENCE OF WAVELET EXPANSIONS OF SOME RANDOM PROCESSES
Abstract Full version
OLEKSANDR PONOMARENKO AND YURIY PERUN
SPECTRAL ANALYSIS OF SOME CLASSES OF MULTIVARIATE RANDOM FIELDS WITH ISOTROPIC PROPERTY
Abstract Full version
D. S. SILVESTROV AND M. O. DROZDENKO
NECESSARY AND SUFFICIENT CONDITIONS FOR WEAK CONVERGENCE OF FIRST-RARE-EVENT TIMES FOR SEMI-MARKOV PROCESSES.I
Abstract Full version
D. S. SILVESTROV AND M. O. DROZDENKO
NECESSARY AND SUFFICIENT CONDITIONS FOR WEAK CONVERGENCE OF FIRST-RARE-EVENT TIMES FOR SEMI-MARKOV PROCESSES. II
Abstract Full version
DMITRII SILVESTROV, JOZEF TEUGELS, VIKTORIYA MASOL, AND ANATOLIY MALYARENKO
INNOVATION METHODS, ALGORITHMS, AND SOFTWARE FOR ANALYSIS OF REINSURANCE CONTRACTS
Abstract Full version
FREDRIK STENBERG, RAIMONDO MANCA, AND DMITRII SILVESTROV
SEMI-MARKOV REWARD MODELS FOR DISABILITY INSURANCE
Abstract Full version
YEVGEN TURCHYN
ON ACCURACY OF SIMULATION OF GAUSSIAN STATIONARY PROCESSES IN L2([0, T])
Abstract Full version
ROSTYSLAV YAMNENKO
RUIN PROBABILITY FOR GENERALIZED φ-SUB-GAUSSIAN FRACTIONAL BROWNIAN MOTION
Abstract Full version