Radostina Kostadinova

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Management Science and Operations Research — 9 citations into it; #4,450 of 11,946 by trust here, #9,931 by citations
• Demography — 6 citations into it; #1,201 of 4,236 by trust here, #3,433 by citations

Whom Radostina Kostadinova trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jostein Paulsen
2. Dimitrios G. Konstantinides
3. Qihe Tang
4. Dilip B Madan 5
5. Thomas Mikosch
6. G. Tsitsiashvili
7. Jem N. Corcoran
8. Eugene Seneta

Who trusts Radostina Kostadinova overall

1. Qihe Tang
2. Chris C. Heyde
3. Dingcheng Wang

Papers from Radostina Kostadinova's perspective

Ordered by how strongly the researchers Radostina Kostadinova trusts endorse each paper. Same corpus, a different order for every researcher.

1. On Cramér-like asymptotics for risk processes with stochastic return on investments
2. Finite and infinite time ruin probabilities in a stochastic economic environment
3. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
4. Modelling Extremal Events for Insurance and Finance
5. Optimal Portfolios with Bounded Capital at Risk
6. The Variance Gamma (V.G.) Model for Share Market Returns
7. Exponential functionals of Levy processes
8. Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
9. Optimal investment for insurers
10. Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations

Their papers

• Integrated insurance risk models with exponential Lévy investment (2008) — 60 citations