×

Kaishev, Vladimir K.

Author ID: kaishev.vladimir-k Recent zbMATH articles by "Kaishev, Vladimir K."
Published as: Kaishev, Vladimir K.; Kaishev, V. K.
Documents Indexed: 32 Publications since 1978
Co-Authors: 14 Co-Authors with 28 Joint Publications
167 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

28 Publications have been cited 254 times in 181 Documents Cited by Year
A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
30
2017
Two-sided bounds for the finite time probability of ruin. Zbl 0958.91030
Ignatov, Z. G.; Kaishev, V. K.
27
2000
A finite-time ruin probability formula for continuous claim severities. Zbl 1048.60079
Ignatov, Zvetan G.; Kaishev, Vladimir K.
26
2004
An improved finite-time ruin probability formula and its \(Mathematica\) implementation. Zbl 1074.62528
Ignatov, Zvetan G.; Kaishev, Vladimir K.; Krachunov, Rossen S.
21
2001
Optimal joint survival reinsurance: an efficient frontier approach. Zbl 1231.91177
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.
18
2010
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
16
2007
Excess of loss reinsurance under joint survival optimality. Zbl 1151.91573
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
13
2006
GeD spline estimation of multivariate Archimedean copulas. Zbl 1452.62347
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Penev, Spiridon I.
11
2008
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
11
2013
On finite-time ruin probabilities in a generalized dual risk model with dependence. Zbl 1341.91090
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi
11
2015
Optimal retention levels, given the joint survival of cedent and reinsurer. Zbl 1143.91029
Ignatov, Zvetan G.; Kaishev, Vladimir K.; Krachunov, Rossen S.
8
2004
Dirichlet bridge sampling for the variance gamma process: pricing path-dependent options. Zbl 1232.91711
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
7
2009
Optimal experimental designs for the B-spline regression. Zbl 0702.62068
Kaishev, V. K.
7
1989
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
7
2016
Ruin and deficit under claim arrivals with the order statistics property. Zbl 1427.91078
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.
6
2019
Pricing of reinsurance contracts in the presence of catastrophe bonds. Zbl 1230.91074
Haslip, Gareth G.; Kaishev, Vladimir K.
5
2010
On the evaluation of finite-time ruin probabilities in a dependent risk model. Zbl 1410.60044
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi
5
2016
A probabilistic interpretation of multivariate B-splines and some applications. Zbl 0678.41012
Ignatov, Z. G.; Kaishev, V. K.
4
1989
Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. Zbl 1262.91094
Ignatov, Zvetan G.; Kaishev, Vladimir K.
4
2012
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics. Zbl 1262.91153
Kaishev, Vladimir K.
4
2013
First crossing time, overshoot and Appell-Hessenberg type functions. Zbl 1352.60069
Ignatov, Zvetan G.; Kaishev, Vladimir K.
3
2016
Multivariate B-splines, analysis of contingency tables and serial correlation. Zbl 0631.62026
Ignatov, Z. G.; Kaishev, V. K.
2
1987
On the infinite-horizon probability of (non)ruin for integer-valued claims. Zbl 1108.60080
Ignatov, Zvetan G.; Kaishev, Vladimir K.
2
2006
Lookback option pricing using the Fourier transform B-spline method. Zbl 1308.91188
Haslip, Gareth G.; Kaishev, Vladimir K.
2
2014
A computer program package for solving spline-regression problems. Zbl 0569.65099
Kaishev, V. K.
1
1984
Some properties of generalized B-splines. Zbl 0719.41017
Ignatov, Z. G.; Kaishev, V. K.
1
1988
A Gaussian cubature formula for the computation of generalized B-splines and its application to serial correlation. Zbl 0733.65118
Kaishev, V. K.
1
1991
On double-boundary non-crossing probability for a class of compound processes with applications. Zbl 1430.90013
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.; Tan, Senren
1
2020
On double-boundary non-crossing probability for a class of compound processes with applications. Zbl 1430.90013
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.; Tan, Senren
1
2020
Ruin and deficit under claim arrivals with the order statistics property. Zbl 1427.91078
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.
6
2019
A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
30
2017
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
7
2016
On the evaluation of finite-time ruin probabilities in a dependent risk model. Zbl 1410.60044
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi
5
2016
First crossing time, overshoot and Appell-Hessenberg type functions. Zbl 1352.60069
Ignatov, Zvetan G.; Kaishev, Vladimir K.
3
2016
On finite-time ruin probabilities in a generalized dual risk model with dependence. Zbl 1341.91090
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi
11
2015
Lookback option pricing using the Fourier transform B-spline method. Zbl 1308.91188
Haslip, Gareth G.; Kaishev, Vladimir K.
2
2014
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
11
2013
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics. Zbl 1262.91153
Kaishev, Vladimir K.
4
2013
Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. Zbl 1262.91094
Ignatov, Zvetan G.; Kaishev, Vladimir K.
4
2012
Optimal joint survival reinsurance: an efficient frontier approach. Zbl 1231.91177
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.
18
2010
Pricing of reinsurance contracts in the presence of catastrophe bonds. Zbl 1230.91074
Haslip, Gareth G.; Kaishev, Vladimir K.
5
2010
Dirichlet bridge sampling for the variance gamma process: pricing path-dependent options. Zbl 1232.91711
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
7
2009
GeD spline estimation of multivariate Archimedean copulas. Zbl 1452.62347
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Penev, Spiridon I.
11
2008
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
16
2007
Excess of loss reinsurance under joint survival optimality. Zbl 1151.91573
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
13
2006
On the infinite-horizon probability of (non)ruin for integer-valued claims. Zbl 1108.60080
Ignatov, Zvetan G.; Kaishev, Vladimir K.
2
2006
A finite-time ruin probability formula for continuous claim severities. Zbl 1048.60079
Ignatov, Zvetan G.; Kaishev, Vladimir K.
26
2004
Optimal retention levels, given the joint survival of cedent and reinsurer. Zbl 1143.91029
Ignatov, Zvetan G.; Kaishev, Vladimir K.; Krachunov, Rossen S.
8
2004
An improved finite-time ruin probability formula and its \(Mathematica\) implementation. Zbl 1074.62528
Ignatov, Zvetan G.; Kaishev, Vladimir K.; Krachunov, Rossen S.
21
2001
Two-sided bounds for the finite time probability of ruin. Zbl 0958.91030
Ignatov, Z. G.; Kaishev, V. K.
27
2000
A Gaussian cubature formula for the computation of generalized B-splines and its application to serial correlation. Zbl 0733.65118
Kaishev, V. K.
1
1991
Optimal experimental designs for the B-spline regression. Zbl 0702.62068
Kaishev, V. K.
7
1989
A probabilistic interpretation of multivariate B-splines and some applications. Zbl 0678.41012
Ignatov, Z. G.; Kaishev, V. K.
4
1989
Some properties of generalized B-splines. Zbl 0719.41017
Ignatov, Z. G.; Kaishev, V. K.
1
1988
Multivariate B-splines, analysis of contingency tables and serial correlation. Zbl 0631.62026
Ignatov, Z. G.; Kaishev, V. K.
2
1987
A computer program package for solving spline-regression problems. Zbl 0569.65099
Kaishev, V. K.
1
1984
all top 5

Cited by 299 Authors

20 Lefèvre, Claude
18 Kaishev, Vladimir K.
9 Dimitrova, Dimitrina S.
9 Picard, Philippe
8 Ignatov, Zvetan G.
8 Loisel, Stéphane
6 Haberman, Steven
5 Rullière, Didier
4 Cairns, Andrew J. G.
4 Goffard, Pierre-Olivier
4 Shi, Yimin
4 Susam, Selim Orhun
4 Zhao, Hui
4 Zhao, Xiaobing
4 Zhou, Xian
3 Arnold, Séverine
3 Li, Danping
3 Li, Jackie
3 Macheras, Nikolaos Demetrios
3 Rong, Ximin
3 Weng, Chengguo
3 Zeng, Yan
3 Zhou, Kenneth Q.
2 Adell, José Antonio
2 Arnold-Gaille, Séverine
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Biard, Romain
2 Blake, David
2 Castañer, Anna
2 Chang, Le
2 Cheung, Eric C. K.
2 Claramunt, M. Mercè
2 Cramer, Erhard
2 Dette, Holger
2 Di Bernardino, Elena
2 Dutang, Christophe
2 El Karoui, Nicole
2 Freimann, Arne
2 Górny, Julian
2 Guo, Junyi
2 Hardy, Héloïse Labit
2 Hotta, Luiz Koodi
2 Hu, Xiang
2 Huang, Ya
2 Hudaverdi, Burcu
2 Kallestrup-Lamb, Malene
2 Krachunov, Rossen S.
2 Lau, Hayden
2 Li, Han
2 Li, Hong
2 Li, Johnny Siu-Hang
2 Liu, Bin
2 Lu, Yang
2 Lyu, Pintao
2 Melas, Viatcheslav B.
2 Mert, Ozenc Murat
2 Piscopo, Gabriella
2 Sakhanenko, Aleksandr Ivanovich
2 Sangüesa, Carmen
2 Selcuk-Kestel, A. Sevtap
2 Shi, Yanlin
2 Tamturk, Muhsin
2 Tsai, Rodrigo
2 Tzaninis, Spyridon M.
2 Villegas, Andrés M.
2 Willmot, Gordon E.
2 Woo, Jae-Kyung
2 Zhang, Chunfang
2 Zhao, Shouqi
2 Zhou, Jieming
2 Zhou, Qianqian
1 Alai, Daniel H.
1 Albrecher, Hansjörg
1 Amato, Valeria D.
1 Avanzi, Benjamin
1 Avram, Florin
1 Ayuso, Mercedes
1 Bai, Xuchao
1 Bajekal, Madhavi
1 Bargès, Mathieu
1 Bates, Ron A.
1 Bi, Junna
1 Binois, Mickaël
1 Börger, Matthias
1 Boumezoued, Alexandre
1 Bravo, Jorge Miguel
1 Burkschat, Marco
1 Burnecki, Krzysztof
1 Cadena, Meitner
1 Cai, Jing
1 Cai, Jun
1 Carrizosa, Emilio
1 Černý, Aleš
1 Chen, Mi
1 Chevallier, Julien
1 Costabile, Massimo
1 Coulibaly, Ibrahim
1 Das, Shubhabrata
...and 199 more Authors
all top 5

Cited in 64 Serials

35 Insurance Mathematics & Economics
14 Scandinavian Actuarial Journal
9 ASTIN Bulletin
8 European Journal of Operational Research
8 Methodology and Computing in Applied Probability
8 North American Actuarial Journal
6 Communications in Statistics. Theory and Methods
5 Applied Mathematics and Computation
5 Journal of Computational and Applied Mathematics
5 Journal of Statistical Planning and Inference
5 Computational Statistics and Data Analysis
4 European Actuarial Journal
3 Journal of Applied Probability
3 Communications in Statistics. Simulation and Computation
3 Journal of Statistical Computation and Simulation
3 Quantitative Finance
3 Stochastic Models
2 Advances in Applied Probability
2 Journal of Mathematical Analysis and Applications
2 Statistics & Probability Letters
2 Decisions in Economics and Finance
2 REVSTAT
2 Stochastics
2 Statistical Theory and Related Fields
1 Computers & Mathematics with Applications
1 Lithuanian Mathematical Journal
1 Physica A
1 Annals of the Institute of Statistical Mathematics
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Statistical Review
1 Journal of Optimization Theory and Applications
1 Metron
1 Ricerche di Matematica
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Computer Aided Geometric Design
1 International Journal of Approximate Reasoning
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Annals of Operations Research
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 Stochastic Processes and their Applications
1 Expositiones Mathematicae
1 Test
1 Applied Mathematics. Series B (English Edition)
1 Computational and Applied Mathematics
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Mathematical Methods of Operations Research
1 Studies in Nonlinear Dynamics and Econometrics
1 Probability in the Engineering and Informational Sciences
1 Brazilian Journal of Probability and Statistics
1 Hacettepe Journal of Mathematics and Statistics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Journal of Statistical Theory and Practice
1 Science China. Mathematics
1 Croatian Operational Research Review (CRORR)
1 Dependence Modeling
1 Modern Stochastics. Theory and Applications

Citations by Year