Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.

Estimation of the Offspring Mean in a General Single-Type Size-Dependent Branching Process

2000 Mathematics Subject Classification: 60J80, 62F12, 62P10

Study of Queuing Systems with a Generalized Departure Process

This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.

Modeling of Effective Process of Network Maintaining Based on Statistical Data

This paper is dedicated to modelling of network maintaining based on live example – maintaining ATM banking network, where any problems are mean money loss. A full analysis is made in order to estimate valuable and not-valuable parameters based on complex analysis of available data. Correlation analysis helps to estimate provided data and to produce a complex solution of increasing network maintaining effectiveness.

Offspring Mean Estimators in Branching Processes with Immigration

2000 Mathematics Subject Classification: 60J80.

Bootstrap for Critical Branching Process with Non-Stationary Immigration

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.