Operational Risk: Modeling Analytics. - Kristina P. Sendova (Technometrics, 2007)

The expected discounted penalty function under a risk model with stochastic income. - Chantal Labbé; Kristina P. Sendova (Appl. Math. Comput., 2009)

The Gerber-Shiu function and the generalized Cramér-Lundberg model. - Chantal Labbé; Hristo S. Sendov; Kristina P. Sendova (Appl. Math. Comput., 2011)

On the Parisian ruin of the dual Lévy risk model. - Chen Yang 012; Kristina P. Sendova; Zhong Li (J. Appl. Probab., 2017)

Maximum surplus and Rn class of distributions with an application to dividends. - Kristina P. Sendova; Ruixi Zhang (J. Comput. Appl. Math., 2020)

Are causal effect estimations enough for optimal recommendations under multitreatment scenarios? - Sherly Alfonso-Sánchez; Kristina P. Sendova; Cristián Bravo (CoRR, 2024)

Optimizing credit limit adjustments under adversarial goals using reinforcement learning. - Sherly Alfonso-Sánchez; Jesús Solano; Alejandro Correa Bahnsen; Kristina P. Sendova; Cristián Bravo (Eur. J. Oper. Res., 2024)

On an insurance ruin model with a causal dependence structure and perturbation. - Zhong Li; Kristina P. Sendova; Chen Yang (J. Comput. Appl. Math., 2024)