Kristina Sendova
Prof. Sendova has a B.Sc. in Applied Mathematics and a dual M.Sc. in Mathematical Economics and Applied Statistics from Sofia University in Bulgaria. Her Ph.D. is in Actuarial Science from the University of Waterloo. Prof. Sendova is Chair of the Department of Statistical and Actuarial Sciences at Western. For five years, she had a University Faculty Award from the Natural Sciences and Engineering Council of Canada. Prof. Sendova is also an Associate Editor of the Journal of Applied Mathematics and Computation.
Areas of Interest
Actuarial risk modelling, ruin theory, longevity.
Publications
2023 Miao, Y., Jones, B.L., Sendova, K.P., Li, Z., Some observations on the temporal patterns in the surplus process of an insurer, British Actuarial Journal, 28(4), 1-19.
2023 Miao, Y., Jones, B.L., Sendova, K.P., On a risk model with dual seasonalities, North American Actuarial Journal, 27(1), 166-184.
2023 Gao, D., Sendova, K.P., Applications of the classical compound Poisson model with claim sizes following a compound distribution, Probability in the Engineering and Informational Sciences, 37(2), 357-386.
2020 Sendova, K.P., Zhang, R., Maximum surplus and Rn class of distributions with an application to dividends, Journal of Computational and Applied Mathematics, 369, 276-297.
2020 Sendova, K.P., Minkova, L.D., Introducing the non-homogeneous compound- birth process, Stochastics, 92(5), 814-832.
2020 Li, Y., Sendova, K.P., A surplus process involving a compound Poisson counting process and applications, Communications in Statistics — Theory and Methods, 49(13), 3238-3256.
2020 Yang, C., Sendova, K.P., Li, Z., Parisian ruin with a threshold dividend strategy under the dual Lévy risk model, Insurance: Mathematics and Economics, 90, 135- 150.
2019 Li, S., Lu, Y., Sendova, K.P., The expected discounted penalty function: from infinite time to finite time, Scandinavian Actuarial Journal, 2019(4), 336-354.
2018 Sendova, K.P., Minkova, L.D., Poisson-logarithmic risk process and applications, Proceedings of the Bulgarian Academy of Sciences, 71(8), 1020-1028.
2018 Sendova, K.P., Yang, C., Zhang, R., Dividend barrier strategy: Proceed with caution, Statistics and Probability Letters, 137, 157-164.
2017 Yang, C., Sendova, K.P., Li, Z.1, On the Parisian ruin of the dual Lévy risk model, Journal of Applied Probability, 54(4), 1193-1212.
2017 Li, Z., Sendova, K.P., Yang, C., On a perturbed dual risk model with dependence between inter-gain times and gain sizes, Communications in Statistics – Theory and Methods, 46(21), 10507-10517.