Ñïèñúê íà ïóáëèêàöèèòå Ëåäà Äèìèòðîâà Ìèíêîâà Ñòàòèè â ñïåöèàëèçèðàíè ñïèñàíèÿ: 1 [1] Minkova L.D. and N.Balakrishnan (2014). Type II Bivariate P olya

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1 Ñïèñúê íà ïóáëèêàöèèòå Ëåäà Äèìèòðîâà Ìèíêîâà Ñòàòèè â ñïåöèàëèçèðàíè ñïèñàíèÿ: 1 [1] Minkova L.D. and N.Balakrishnan (2014). Type II Bivariate P olya-aeppli distribution, Statistics & Probability Letters, 88, 4049, (IF (2012) 0.531). [2] Minkova L. D. and Omey E. (2014). A new Markov Binomial distribution, Commun. Statist.-Theory and Methods, (to appear), (IF (2012) 0.298). [3] Minkova L.D. and N. Balakrishnan (2014). On a bivariate P olya-aeppli distribution, Commun. Statist.-Theory and Methods, (to appear), (IF (2012) 0.298). [4] Chukova S. and Minkova L.D. (2014). P olya - Aeppli of order k Risk Model, Commun. Statist. - Simulation and Computation, DOI: / , (IF (2011) 0.387). [5] Chukova S. and Minkova L.D. (2013). Characterization of the P olya-aeppli process, Stochastic Analysis and Applications, 31, , (IF (2012) 0.303). [6] Minkova L.D. and N. Balakrishnan (2012). Compound weighted Poisson distributions, Metrika, 76, , (IF (2012) 0.724). [7] Kostadinova K. and Minkova L.D. (2013). On the Poisson process of order k, Pliska Stud. Math. Bulgar., 22, [8] Minkova L.D. (2011). I-P olya Process and Applications, Commun. Statist.- Theory and Methods, 40, (IF (2010) 0.351). [9] Radkov P. and L.D.Minkova (2011). Vasicekmodel approach to assessing the bank's probability of default, International Journal of Technology, Modeling and Management, Jan-June, 2011 (to appear). [10] Minkova L.D. (2010). Stochastic Processes-Applications in Finance and Insurance, in: International Encyclopedia of Statistical Science, Miodrag Lovric (Ed.), ISBN: [11] Minkova L.D. (2010). The P olya-aeppli distribution of order K, Commun. Statist. - Theory and Methods, 39, (IF (2010) 0,351). [12] Minkova L.D. (2009). Compound Compound Poisson Risk Model, Serdica Math.J., 35, [13] Minkova L.D. (2004). The P olya-aeppli process and ruin problems, J. Appl. Math. Stoch. Analysis, 3, Ïóáëèêàöèè â ñïèñàíèÿ ñ IF: [1, 2, 3, 4, 5, 6, 8, 11, 15, 21, 22, 23, 27]. Ïóáëèêàöèè, êîèòî íå ñà ó àñòâàëè â äðóãè ïðîöåäóðà: [1, 2, 3, 4, 5, 6, 7, RR-1] 1

2 [14] Minkova L.D. (2004). A modied model of risk business, Pliska Stud. Math. Bulgar., 16, [15] Minkova L.D. (2002). A generalization of the classical discrete distributions, Commun. Statist.-Theory and Methods, 31, , (IF 0.171). [16] Minkova L.D. (2001). A family of compound discrete distributions, Compt. Randue Bulg. Acad. Sci., 54, 912. [17] Minkova L.D. (2001). Inated-parameter modication of the pure birth process, Compt. Randue Bulg. Acad. Sci., 54(11), [18] Minkova L.D. (2001). Mixed P olya-aeppli process, Compt. Randue Bulg. Acad. Sci., 54(8), 912. [19] Kolev N., Minkova L.D. and Neytchev P. (2000). Inated-Parameter Family of Generalized Power Series Distributions and Their Application in Analysis of Overdispersed Insurance Data, ARCH Research Clearing House, 2, [20] Kolev N. and Minkova L. (2000). A characterization of the negative binomial distribution, Pliska Stud. Math. Bulgar., 13, [21] Kolev N. and Minkova L. (1999). Run and frequency quotas in a multi-state Markov chain, Commun. Statist.-Theory and Methods, 28, , (IF 0.209). [22] Kolev N. and Minkova L. (1999). Quotas on runs of successes and failures in a multi - state Markov chain, Communications in Statistics-Theory and Methods, 28, , (IF 0.209). [23] Kolev N. and Minkova L. (1997). Discrete distributions related to success runs of length K in a multi-state Markov chain, Communications in Statistics-Theory and Methods, 26, , (IF 0.194). [24] Minkova L. (1997). A stochastic model for the nancial market with discontinuous prices, J. Appl. Math. Stoch. Analysis, 9, [25] Kolev N. and Minkova L. (1995). On joint distribution of successes and failures related to success runs of length K in homogeneous Markov chain, Compt. Randue Bulg. Acad. Sci., 48, Vol. 9, [26] Minkova L. D. (1994). Innovation of Gaussian semimartingale, Technical University Annuals-Applied Mathematics, Soa, [27] Kolev N. and Minkova L. (1986). Poisson distribution of order K and some of its properties, Compt. Randue Bulg. Acad. Sci., 39, 3133, (IF 0.149). [28] Minkova L. and Had ziev D. (1984). Equivalence and singularity of some Gaussian measures, Pliska Math. Bulgar, 7, , (In Russian). 2

3 [29] Minkova L. and Had ziev D. (1980). Representation of Gaussian processes equivalent to a Gaussian martingale, Stochastics, 3, [30] Minkova L. and Had ziev D. (1979). Theorem of Girsanov's type for Gaussian martingales, Compt. Randue Bulg. Acad. Sci., 32, [31] Minkova L. (1978). Asymptotic estimates for a parameter of spread, Plovdiv Univ. Nauchn. Trud., 16, [32] Minkova L. and Varbanova M. (1977). Parameter estimators of the Weibull distribution, Plovdiv Univ. Young Scientists Nauchn. Trud., 5, Ñòàòèè â ñáîðíèöè îò äîêëàäè íà êîíôåðåíöèè (ðåôåðèðàíè): [33] Minkova L.D. and Radkov P. (2012). Distributions, related to a Markov chain and Application in Finance, Proceedings of the 11th Iranian Statistics Conference, Tehran Iran, August 2830, , (invited paper). [34] Radkov P. and L.D.Minkova (2011). Markovian Option Pricing Model, Proceedings of the 14th Applied Stochastic Models and Data Analysis Conference, Rome, Faculty of Economics of the University of Rome "La Sapienza". [35] Radkov P. and L.D.Minkova (2010). Markov-Binomial Option Pricing Model, Proceedings of the 9th International Conference in Computing Data Analysis and Modeling: Compex Stochastic Data and Systems, Belarusian State University, September 0711, Minsk, Belarus, vol. 2, [36] Minkova L.D.(2010). Compound Birth processes in Risk Models, Proceedings of the 6th Conference in Actuarial Science & Finance on Samos, June 26, 2010, available in: [37] Minkova L.D.(2010). Compound Binomial Risk Model, Proceedings of the Stochastic Modeling Techniques and Data Analysis International Conference, June 811, 2010, Chania, Greece. [38] Minkova L.D. (2009). IP olya Process and Applications, Proceedings of the XI- IIth International Conference "Applied Stochastic Models and Data Analysis", June 30July 3, 2009, Vilnius, Lithuania. [39] Minkova L.D. (2009). Stochastic Processes in Finance and Insurance, Math. and Educ. in Math., 6169 (invited). [40] Minkova L.D. (2008). Reinsurance by the P olya-aeppli risk model, Proceedings of the 2008 International Workshop on Applied Probability, July 710, 2008, Universite de Technologie de Compiegne, France. [41] Minkova L. D. and Etemadi R. (2008). Compound Poisson Counting Distributions, Math. and Educ. in Math.,

4 [42] Minkova L.D. (2007). The P olya - Aeppli distribution of order K, Proceedings of the XIIth International Conference "Applied Stochastic Models and Data Analysis", May 29, 30, 31 and June 1, Chania, Greece. [43] Minkova L.D. (2001). The bond market with stochastic volatility in high level of ination, Math. and Educ. in Math., [44] Minkova L.D.(2000). Modelling of nancial markets in high level of ination, Math. and Educ. in Math., [45] Minkova L. and Danchev D. (1998). Modelling of nancial markets in the currency board conditions, Applications of Mathematics in Engineering, (Sozopol, 1997), , Heron Press, Soa. [46] Minkova L. (1993). A stochastic model for the nancial market, In: Proc. Applications of Mathematics in Engineering, , Varna. [47] Minkova L. (1985). Stochastic equation for a generalized Ornstein-Uhlenbeck process. In: Proc. Third International Conference of Dierential Equations and their Applications, Russe, [48] Minkova L. and Varbanova M. (1976). Parametrische schatzungen mit hilfe der Positionsstrichprobenelementen, Math. and Educ. in Math., Äèñêóñèè: 1. Discussion to G. Parker (1997), Stochastic analysis of interaction between Investment and Insurance risks, North American Actuarial Journal, 1, 5584; Discussion to E. W. Frees (1998), Relative importance of risk sources in insurance systems, North American Actuarial Journal, 2, 34-52, (with N.Kolev), Ðåöåíçèè çà êíèãè: 1. Review of "Mathematical Methods in Finance" by H.P. Howison, F.P. Kelly and P. Willmot (Eds.), J. Appl. Math. Stoch. Analysis, 1997, 10, Review of "Some Aspects of Brownian motion" by M. Yor, The Statistician, 1998, 47, Review of "Stochastic Processes for Insurance and Finance" by T.Rolski, H.Schmidli, V.Schmidt and J.Teugels, The Statistician, 2000, 49, Ëåêöèîííè çàïèñêè: 1. Minkova L. D. (2010). Insurance Risk Theory, Lecture Notes, TEMPUS project "SEE Doctoral Studies in Mathematical Sciences", äîñòúïíè íà: è 2. Ìèíêîâà Ë.Ä. (2013). Âåðîÿòíîñòíè ìîäåëè, äîñòúïíè íà: 4

5 Äîêëàäè íà êîíôåðåíöèè: [1] Minkova L. (2013). Bivariate P olya-aeppli distributions, International Conference on Statistical Distributions and Applications, October 1012, Central Michigan University, Michigan, USA, (invited). [2] Minkova L. (2013). P olya-aeppli processes in Risk Theory, 15th Applied Stochastic Models and Data Analysis Conference, June 2528, Barcelona (Mataro), Spain, (invited). [3] Minkova L.D. (2012). Distributions, related to a Markov chain and Application in Finance, 11th Iranian Statistics Conference, Tehran Iran, August 2830, (plenary talk). [4] Minkova L. and N.Balakrishnan (2012). Compound Weighted distributions, 15th International Summer Conference on Probability and Statistics, June 2330, Pomorie, Bulgaria. [5] Minkova L. (2012). A Bivariate Correlated Destructive Model, International Conference on Mathematical Methods and Models in Biosciences, June 1722, 2012, Soa, Bulgaria. [6] Minkova L. and N.Balakrishnan (2012). Compound Weighted Poisson distributions, International Conference SMTDA 2012, June 58, 2012, Chania Crete Greece. [7] Minkova L. (2011). Recent Contributions to the Distributions of order k, International Conference on Advances in Probability and Statistics - Theory and Applications: A Celebration of N. Balakrishnan's 30 years of Contributions to Statistics, December 2831, 2011, Chinese University of Hong Kong, China, (invited). [8] Minkova L. (2011). Compound Risk Models and Ruin Probability, Mini conference in McMaster University, Ontario, Canada, (invited). [9] Minkova L. (2011). I - P olya process of order k, Proceedings of the 14th Applied Stochastic Models and Data Analysis Conference, Rome, Faculty of Economics of the University of Rome "La Sapienza". [10] Minkova L. and Chukova S. (2010). P olya - Aeppli of order k risk process, Computational and Financial Econometrics, December 913, London, (invited). [11] Minkova L.D. (2009). P olya - Aeppli process of order k. MASSE International Congress on Mathematics, MICOM, Ohrid, Macedonia, September 1620, [12] Minkova L.D. (1999). P olya - Aeppli process and Applications, 3th Brazilian school of Probability, Rio de Janeiro, August. 5

6 [13] Kolev N. and Minkova L. (1998). Extended partially correlated binomial and Poisson distributions, 13 Brazilian Symposium of Probability and Statistics (SINAPE), Caxambu MG, Brazil, July, 1998, p [14] Minkova L. (1997). Modelling of nancial markets in high level of ination, International Conference "Actuarial Science: Theory, Education and Implementation, Moscow", Russia, October [15] Minkova L. and Had ziev D. (1979). Representation of Gaussian processes equivalent to a Gaussian martingale, 12th European Meeting of Statisticians, Varna. Research reports: [RR-1] Omey E. and Minkova L.D. (2013). Bivariate Geometric Distributions, HUB RESEARCH PAPERS, Economics & Management, 2013/2. [RR-2] Chukova S. and Minkova L.D. (2012). Characterization of the P olya - Aeppli process, Research Report 12-2, School of Mathematics, Statistics and Operations Research, Victoria University of Wellington, New Zealand, Research Report Series (ISSN: ), äîñòúïíà íà: [RR-3] Chukova S. and Minkova L.D. (2012). P olya - Aeppli of order k Risk Model, Research Report 12-1, School of Mathematics, Statistics and Operations Research, Victoria University of Wellington, New Zealand, Research Report Series (ISSN: ), äîñòúïíà íà: [RR-4] Minkova L. D. and Omey E. (2011). A new Markov Binomial distribution, HUB RESEARCH PAPERS, 2011/24, Economics & Management, November [RR-5] Minkova L. (1999). The P olya - Aeppli process and ruin problems, RT-MAE 9926, IME - USP, S ao Paulo. [RR-6] Minkova L. (1999). Further results on the family of Inated - parameter Power Series Distributions, RT-MAE 9918, IMEUSP, S ao Paulo. [RR-7] Minkova L. (1999). Modelling of Financial Market in High Level of Ination, RT-MAE 9902, IMEUSP, S ao Paulo. [RR-8] Kolev N. and Minkova L. (1998). Inated - parameter family of generalized power series distributions, RT-MAE 9820, IMEUSP, S ao Paulo. [RR-9] Kolev N. and Minkova L. (1998). New over-/under dispersed class of inated - parameter discrete probability distributions, RT-MAE 9819, IMEUSP, S ao Paulo. 6

7 [RR-10] Kolev N. and Minkova L. (1998). Some basic Inated - parameter discrete distributions, RT-MAE 9815, IMEUSP, S ao Paulo. [RR-11] Kolev N. and Minkova L. (1998). Over- and underdispersed models for ruin probabilities, RT-MAE 9812, IMEUSP, S ao Paulo. 7