Kristina Sendova

Department Chair
Associate Professor
Office: WSC 223
Phone: 519-661-2111 x88232

Ph.D. University of Waterloo, 2004 


Research Areas

  • Ruin Theory
  • Risk Theory
  • Actuarial applications of reliability theory

Graduate Students Supervision

  • Sherly Alfonso Sanchez (PhD)
  • Diba Daraei (PhD)
  • Amir Hossein (PhD)
  • Xinghan Zhu (MSc)

Research Funding Source(s)

  • Alliance Grant
  • NSERC Discovery Grant


  • Sendova, K.P., Zhang, R.* (2020). Maximum surplus and Rn class of distributions with an application to dividends, Journal of Computational and Applied Mathematics, 369, 276-297.

  • Sendova, K.P., Minkova, L.D. (2020). Introducing the non-homogeneous compound­birth process, Stochastics, 92(5), 814-832.

  • Li, Y.*, Sendova, K.P. (2020). A surplus process involving a compound Poisson counting process and applications, Communications in Statistics - Theory and Methods, 49( 13), 3238-3256.

  • Yang, C.*, Sendova, K.P., Li, Z.* (2020). Parisian ruin with a threshold dividend strategy under the dual Levy risk model, Insurance: Mathematics and Economics, 90, 135-150.

  • Li, S., Lu, Y., Sendova, K.P. (2019). The expected discounted penalty function: from infinite time to finite time, Scandinavian Actuarial Journal, 2019(4), 336-354. 

  • Sendova, K.P., Minkova, L.D. (2018). Poisson-logarithmic risk process and applications, Proceedings of the Bulgarian Academy of Sciences, 71(8), 1020-1028. 

  • Sendova, K.P., Yang, C.*, Zhang, R.* (2018). Dividend barrier strategy: Proceed with caution, Statistics and Probability Letters, 137, 157-164. 

  • Yang, C.*, Sendova, K.P., Li, Z.2* (2017). On the Parisian ruin of the dual Levy risk model, Journal of Applied Probability, 54(4), 1193-1212. 

  • Li, Z.*, Sendova, K.P., Yang, C.* (2017). 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.

  • Li, Z.* and Sendova, K. P. (2015). On a ruin model with both interclaim times and premiums depending on claim sizes. Scandinavian Actuarial Journal, 3 245-265.

  • Yang, C.* and Sendova, K. P. (2014). The ruin time under the Sparre-Andersen dual model. Insurance: Mathematics and Economics , 54 28-40.

  • Yang, C.* and Sendova, K. P. (2014). The discounted moments of the surplus after the last innovation before ruin under the dual risk model. Stochastic Models, 30(1) 99-124.

  • Li, S. and Sendova, K. P. (2013). The finite-time ruin probability under the compound binomial risk model. European Actuarial Journal, 3(1) 249-271.

  • Zitikis, R. and Sendova, K. P. (2012). The order statistic claim process with dependent claim frequencies and severities. Journal of Statistical Theory and Practice, 6 597-620.

  • Labbé, C., Sendov, H. S. and Sendova, K. P. (2011). The Gerber-Shiu function and the generalized Cramér-Lundberg model. Applied Mathematics and Computation, 218 3035-3056.

  • Landriault, D. and Sendova, K. P. (2011). A direct approach to a first-passage problem with applications in risk theory. Stochastic Models, 27 (3) 388-406.

  • Mitric, I. -. .* and Sendova, K. P. (2011). On a multi-threshold compound Poisson model with interest. Scandinavian Actuarial Journal, (2) 75-95.

  • Zhang, Y.* and Sendova, K. P. (2010). Interest bearing surplus model with liquid reserves. Journal of Insurance Issues, 33 (2) 178-196.

  • Mitric, I. -. .*, Tsai, C. C. -. . and Sendova, K. P. (2010). On a multi-threshold compound Poisson process perturbed by diffusion. Statistics and Probability Letters, 80 366-375.