Olena Ragulina

• Candidate of Sciences in Physics and Mathematics (PhD), Taras Shevchenko National University of Kyiv, 2013. PhD thesis «Functional Properties of the Survival Probability of an Insurance Company and Their Applications».
  
• Master of Science in Statistics, specialization “Actuarial and Financial Mathematics”, Donetsk National University, 2009. Diploma with honors.
  
• Bachelor of Science in Mathematics, Donetsk National University, 2008. Diploma with honors.
  
  

• Actuarial and Financial Mathematics, Statistics
  

Conferences

• Actuarial and Financial Mathematics Conference, Brussels, Belgium (2018)
  Title of the talk: Bonus-malus systems with different claim types and varying deductibles
• International Conference "Modern Stochastics: Theory and Applications. IV", Kyiv, Ukraine (2018)
  Title of the talk: The Gerber-Shiu function and the expected discounted dividend payments in the risk model with stochastic premiums and dependence
• 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics, Vilnius, Lithuania (2018)
  Title of the talk: Properties of the bonus-malus systems with different claim types and varying deductibles
• ASTIN COLLOQUIUM, Lisbon, Portugal (2016)
  Title of the talk: Survival probability in the classical risk model with a franchise or a liability limit: exponentially distributed claim sizes
• Actuarial and Financial Mathematics Conference, Brussels, Belgium (2015)
  Title of the talk: Continuity and differentiability properties of the survival probabilities in risk models with investments and their applications
• International Conference "Probability, Reliability and Stochastic Optimization", Kyiv, Ukraine (2015)
  Title of the talk: Exponential bound for the infinite-horizon ruin probability in a risk model with a variable premium intensity and risky investments
• Education and Science and their Role in Social and Industrial Progress of Society: Humboldt Kolleg, Kyiv, Ukraine (2014)
  Title of the talk: Optimal control in the classical risk model: maximization of the survival probability by franchise and deductible amounts
• 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania (2014)
  Title of the talk: Exponential bound for the ruin probability in a risk model with a variable premium intensity and risky investments
• Second Young Researchers Meeting on BSDEs, Numerics and Finance, Bordeaux, France (2014)
  Title of the talk: Optimal control by franchise and deductible amounts in the classical risk model
• 2nd European Actuarial Journal Conference, Vienna, Austria (2014)
  Title of the talk: Analytic properties of the ruin probabilities in risk models with investments
• Workshop “Junior female researchers in probability”, Berlin–Potsdam, Germany (2013)
  Title of the talk: Analytic properties of the survival probabilities in risk models with investments and their applications

Publications

Monographs

• Yu. Mishura, O. Ragulina "Ruin Probabilities: Smoothness, Bounds and Supermartingale Approach". ISTE Press – Elsevier, 276 p. - 2016

Articles

2019
• Ragulina O. "The risk model with stochastic premiums and a multi-layer dividend strategy". Modern Stochastics: Theory and Applications, Vol.6, Iss.3 pp. 1 - 25, - 2019
• Pfeifer D., Mändle A., Ragulina O., Girschig C. "New copulas based on general partitions-of-unity (part III) — the continuous case ". Dependence Modeling, Vol.7, Iss. pp. 181 - 201, - 2019
• Ragulina O., Šiaulys J. "Randomly stopped minima and maxima with exponential-type distributions". Nonlinear Analysis: Modelling and Control, Vol.24, Iss.2 pp. 297 - 313, - 2019
2018
• Pfeifer D., Ragulina O. "Generating VaR scenarios under Solvency II with product beta distributions". Risks, Vol.6, Iss.4 pp. 1 - 15, - 2018
• Jaunė E., Ragulina O., Šiaulys J. "Expectation of the truncated randomly weighted sums with dominatedly varying summands". Lithuanian Mathematical Journal, Vol.58, Iss.4 pp. 421 - 440, - 2018
2017
• Ragulina O. "Bonus-malus systems with different claim types and varying deductibles". Modern Stochastics: Theory and Applications, Vol.4, Iss.2 pp. 141 - 159, - 2017
• Pfeifer D., Mändle A., Ragulina O. "New copulas based on general partitions-of-unity and their applications to risk management (part II)". Dependence Modeling, Vol.5, Iss. pp. 246 - 255, - 2017
• Ragulina O. "The risk model with stochastic premiums, dependence and a threshold dividend strategy". Modern Stochastics: Theory and Applications , Vol.4, Iss.4 pp. 315 - 351, - 2017
2016
• Ragulina O. "Survival probability in the classical risk model with a franchise or a liability limit: exponentially distributed claim sizes". Paper presented at the ASTIN COLLOQUIUM, pp. 1 - 21, - 2016
2015
• Mishura Yu.S., Ragulina О.Yu., Stroev О.M. "Analytic property of infinite-horizon survival probability in a risk model with additional funds". Theory of Probability and Mathematical Statistics. – Vol. 91, pp. 131 - 143, - 2015
• Mishura Yu., Perestyuk M., Ragulina O. "Ruin probability in a risk model with a variable premium intensity and risky investments". Opuscula Mathematica, Vol.35, Iss.3 pp. 333 - 352, - 2015
• Ragulina O. "Continuity and differentiability properties of the survival probabilities in risk models with investments and their applications". Proceedings of Actuarial and Financial Mathematics Conference, pp. 49 - 54, - 2015
2014
• Ragulina О. "Maximization of the survival probability by franchise and deductible amounts in the classical risk model". Modern Stochastics and Applications, Springer Optimization and Its Applications. Vol. 90, pp. 287 - 300, - 2014
• Перестюк М. О., Мішура Ю. С., Рагуліна О. Ю. "Про ймовірність банкрутства в моделі ризику зі змінною інтенсивністю надходження премій". Доповіді Національної академії наук України. – № 9, pp. 25 - 32, - 2014
• Mishura Yu., Ragulina O., Stroyev O. "Practical approaches to the estimation of the ruin probability in a risk model with additional funds". Modern Stochastics: Theory and Applications, Vol.1, Iss.2 pp. 167 - 180, - 2014
2012
• Рагуліна О. Ю. "Задача вибору оптимального рівня умовної франшизи в класичній моделі ризику". Вісник Київського національного університету імені Тараса Шевченка. Серія : фізико-математичні науки. – 2012. – Вип. 3, pp. 31 - 38, - 2012
• Рагуліна О. Ю. "Оцінки і властивості ймовірності небанкрутства страхової компанії в класичній моделі ризику за умови розміщення капіталу на фінансовому (B,S)-ринку". Вісник Київського національного університету імені Тараса Шевченка. Серія : фізико-математичні науки. – 2012. – Вип. 2, pp. 23 - 30, - 2012
• Рагуліна О. Ю. "Про ймовірність небанкрутства страхової компанії у двох моделях ризику". Прикладна статистика. Актуарна та фінансова математика. – 2012. – № 1, pp. 40 - 50, - 2012
• Bondarev B. V., Ragulina Е. Y. "On the finite-time nonruin probability of an insurance company with investments in the financial (B, S)-market". Cybernetics and Systems Analysis, Vol.48, Iss.5 pp. 736 - 748, - 2012
2011
• Рагуліна О. Ю. "Про ймовірність небанкрутства страхової компанії в класичній моделі ризику за використання умовної франшизи й ліміту відповідальності ". Прикладна статистика. Актуарна та фінансова математика. – 2011. – № 1–2, pp. 27 - 46, - 2011
2010
• Рагуліна О. Ю. "Про диференційовність імовірності небанкрутства страхової компанії в моделях зі сталою відсотковою ставкою". Актуарна та фінансова математика. – 2010. – № 1–2, pp. 82 - 116, - 2010

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