Pavel Stoynov

Pavel Stoynov
Sofia University "St. Kliment Ohridski" · Department of Statistics and Econometrics

PhD

About

71
Publications
4,395
Reads
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33
Citations
Citations since 2017
11 Research Items
14 Citations
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201720182019202020212022202301234567
201720182019202020212022202301234567
201720182019202020212022202301234567

Publications

Publications (71)
Conference Paper
Partial Differential Equations (PDE) and Partial Integro-Differential Equations (PIDE) play a major role in financial mathematics and provide a powerful and consistent framework for pricing complex financial derivatives. However, since closed-form solutions are not available in general, numerical methods are often used. The article considers financ...
Conference Paper
Full-text available
The article considers some generalizations of the classical Black-Scholes models in finance, based on Lévy processes, additive processes and Grigellionis processes. All this processes can be considered as generalizations of the Brownian motion. Also, an alternative of Brownian motion is considered – telegraph processes – which may be used to descri...
Conference Paper
The article presents the Cellular Neural Networks (CNN), their architectures and classifications. As a natural tool for approximation of Partial Differential Equations (PDE), CNN offer numerous applications for modeling phenomena in nature and society. Some of these applications are considered in the article.
Article
Full-text available
Nowadays, there is a considerable flood risk in China is. A brief description of major floods on Yangtze River and Huang He River is given. Both big Chinese rivers have long records of floods with severe life and property damages. Quantification of the stochastic behaviour of the largest floods is a key task in the risk assessment and mitigation. A...
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The paper proposes an approach for modeling inter-arrival time of floods. It is shown that the inter-arrival time between floods can be modeled by a newly proposed type of distribution called ST distributions. The corresponding stochastic point process registering the appearances of the floods is called ST process. ST distribution and process are d...
Article
Full-text available
A natural disaster is a major adverse event resulting from natural processes of the Earth which affects a vulnerable area and causes loss of life, health, property and other economic values. The issue of mitigating the negative impact of natural hazards on the society is of great importance today when we strive to keep social sustainability. Common...
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In this paper the mixed negative binomial distribution, known also as Pólya distribution is considered. We suppose that the mixing distribution is a weighted Gamma distribution. We derive the probability mass function and some special cases. The Panjer recursion formulas and some properties are given.
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Full-text available
There are cases where the governments may not always serve the public interest. The implication seems to be that governments can help out but only if properly constrained. The impact of these ideas on monetary policy led to creation of Central banks. As far as fiscal policymaking is concerned, the evolution has been slower. It would seem that we ar...
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The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also of...
Conference Paper
Full-text available
We take a simple, well-known model for the evolution of population where individuals compete for shared resources, and investigate the course of evolution if there is environmental stochasticity imposed on the model. In stable environments, the model is known to predict evolutionary branching, i.e. diversification towards the utilisation of differe...

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Projects

Projects (9)
Project
http://www.perun-holidays.com/conf_FAM_2017.htm 21-25.09.2017, Sofia, Bulgaria FAM is an international conference which brings together academics and professionals in theory and practice of Insurance and Finance. Conference owner is the Society for Financial and Actuarial Mathematics - FAM - an international society of scholars and practitioners in the field of Finance and Insurance.
Project
http://www.perun-holidays.com/conf_GB_2017.htm 25-28.08.2017 University of Economics Varna, Bulgaria "Globalization: business, finance and education" is an international conference which brings together academics and professionals in business and economy. Special chapters this year: Tourism, Information Technologies, Security, Migration, Finance, Insurance, Language Teaching.
Project
"Globalization: business, finance and education" is an international conference which brings together academics and professionals in business and economy. Special chapters this year: Tourism, Information Technologies, Security, Migration, Finance, Insurance, Language Teaching.