Kristina P. Sendova

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 5

Top Topics

Function Approximation

Kullback Leibler Divergence

Reinforcement Learning

Top Venues

J. Comput. Appl. Math.

J. Appl. Probab.

Eur. J. Oper. Res.

Publications

Sherly Alfonso-Sánchez, Jesús Solano, Alejandro Correa Bahnsen, Kristina P. Sendova, Cristián Bravo
Optimizing credit limit adjustments under adversarial goals using reinforcement learning. Eur. J. Oper. Res. 315 (2) (2024)
Zhong Li, Kristina P. Sendova, Chen Yang
On an insurance ruin model with a causal dependence structure and perturbation. J. Comput. Appl. Math. 449 (2024)
Sherly Alfonso-Sánchez, Jesús Solano, Alejandro Correa Bahnsen, Kristina P. Sendova, Cristián Bravo
Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning. CoRR (2023)
Kristina P. Sendova, Ruixi Zhang
Maximum surplus and Rn class of distributions with an application to dividends. J. Comput. Appl. Math. 369 (2020)
Chen Yang, Kristina P. Sendova, Zhong Li
On the Parisian ruin of the dual Lévy risk model. J. Appl. Probab. 54 (4) (2017)
Chantal Labbé, Hristo S. Sendov, Kristina P. Sendova
The Gerber-Shiu function and the generalized Cramér-Lundberg model. Appl. Math. Comput. 218 (7) (2011)
Chantal Labbé, Kristina P. Sendova
The expected discounted penalty function under a risk model with stochastic income. Appl. Math. Comput. 215 (5) (2009)
Kristina P. Sendova
Operational Risk: Modeling Analytics. Technometrics 49 (4) (2007)