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.

Evaluating Misclassification Probability Using Empirical Risk

* The work is supported by RFBR, grant 04-01-00858-a

Risk Measures for Classical and Perturbed Risk Processes - a Survey

2000 Mathematics Subject Classification: 60B10, 60G17, 60G51, 62P05.

A Modified Model of Risk Business

2000 Mathematics Subject Classification: 60K10, 62P05