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Dmitrii S. Silvestrov · Study
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Author
Dmitrii S. Silvestrov
4 works
· latest 2007
· 2 institutions
cluster: provisional
ORCID 0000-0002-2626-5598
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Most cited in this library
An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance
2007 · 47 citations
Limit theorems for extremes with random sample size
1998 · 37 citations
Semi-Markov reward models for disability insurance
2006 · 28 citations
A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process
2004 · 18 citations
Works
4 shown
An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance
Methodology And Computing In Applied Probability
·
2007
·
3 authors
47
citations
Semi-Markov reward models for disability insurance
The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine)
·
2006
·
3 authors
28
citations
A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process
Communication in Statistics- Theory and Methods
·
2004
·
2 authors
18
citations
Limit theorems for extremes with random sample size
Advances in Applied Probability
·
1998
·
2 authors
37
citations