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Kaishev, Vladimir K.

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Author ID: kaishev.vladimir-k Recent zbMATH articles by "Kaishev, Vladimir K."
Published as: Kaishev, Vladimir K.; Kaishev, V. K.; Kaishnev, Vladimir K.
Documents Indexed: 31 Publications since 1978

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 188 times in 125 Documents Cited by Year
Two-sided bounds for the finite time probability of ruin. Zbl 0958.91030
Ignatov, Z. G.; Kaishev, V. K.
25
2000
A finite-time ruin probability formula for continuous claim severities. Zbl 1048.60079
Ignatov, Zvetan G.; Kaishev, Vladimir K.
24
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
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
13
2007
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
12
2017
Optimal joint survival reinsurance: an efficient frontier approach. Zbl 1231.91177
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.
12
2010
Excess of loss reinsurance under joint survival optimality. Zbl 1151.91573
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
12
2006
On finite-time ruin probabilities in a generalized dual risk model with dependence. Zbl 1341.91090
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi
7
2015
Optimal retention levels, given the joint survival of cedent and reinsurer. Zbl 1143.91029
Ignatov, Zvetan G.; Kaishnev, Vladimir K.; Krachunov, Rossen S.
7
2004
GeD spline estimation of multivariate Archimedean copulas. Zbl 1452.62347
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Penev, Spiridon I.
7
2008
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
7
2013
Optimal experimental designs for the B-spline regression. Zbl 0702.62068
Kaishev, V. K.
6
1989
Dirichlet bridge sampling for the variance gamma process: pricing path-dependent options. Zbl 1232.91711
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
6
2009
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
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
3
2016
First crossing time, overshoot and Appell-Hessenberg type functions. Zbl 1352.60069
Ignatov, Zvetan G.; Kaishev, Vladimir K.
3
2016
A probabilistic interpretation of multivariate B-splines and some applications. Zbl 0678.41012
Ignatov, Z. G.; Kaishev, V. K.
3
1989
On the evaluation of finite-time ruin probabilities in a dependent risk model. Zbl 1410.60044
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi
3
2016
Pricing of reinsurance contracts in the presence of catastrophe bonds. Zbl 1230.91074
Haslip, Gareth G.; Kaishev, Vladimir K.
3
2010
On the infinite-horizon probability of (non)ruin for integer-valued claims. Zbl 1108.60080
Ignatov, Zvetan G.; Kaishev, Vladimir K.
2
2006
Multivariate B-splines, analysis of contingency tables and serial correlation. Zbl 0631.62026
Ignatov, Z. G.; Kaishev, V. K.
2
1987
Some properties of generalized B-splines. Zbl 0719.41017
Ignatov, Z. G.; Kaishev, V. K.
1
1988
Lookback option pricing using the Fourier transform B-spline method. Zbl 1308.91188
Haslip, Gareth G.; Kaishev, Vladimir K.
1
2014
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
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics. Zbl 1262.91153
Kaishev, Vladimir K.
1
2013
A computer program package for solving spline-regression problems. Zbl 0569.65099
Kaishev, V. K.
1
1984
Ruin and deficit under claim arrivals with the order statistics property. Zbl 1427.91078
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.
1
2019
Ruin and deficit under claim arrivals with the order statistics property. Zbl 1427.91078
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.
1
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
12
2017
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
3
2016
First crossing time, overshoot and Appell-Hessenberg type functions. Zbl 1352.60069
Ignatov, Zvetan G.; Kaishev, Vladimir K.
3
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
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
7
2015
Lookback option pricing using the Fourier transform B-spline method. Zbl 1308.91188
Haslip, Gareth G.; Kaishev, Vladimir K.
1
2014
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
7
2013
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics. Zbl 1262.91153
Kaishev, Vladimir K.
1
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.
12
2010
Pricing of reinsurance contracts in the presence of catastrophe bonds. Zbl 1230.91074
Haslip, Gareth G.; Kaishev, Vladimir K.
3
2010
Dirichlet bridge sampling for the variance gamma process: pricing path-dependent options. Zbl 1232.91711
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
6
2009
GeD spline estimation of multivariate Archimedean copulas. Zbl 1452.62347
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Penev, Spiridon I.
7
2008
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
13
2007
Excess of loss reinsurance under joint survival optimality. Zbl 1151.91573
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
12
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.
24
2004
Optimal retention levels, given the joint survival of cedent and reinsurer. Zbl 1143.91029
Ignatov, Zvetan G.; Kaishnev, Vladimir K.; Krachunov, Rossen S.
7
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.
25
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.
6
1989
A probabilistic interpretation of multivariate B-splines and some applications. Zbl 0678.41012
Ignatov, Z. G.; Kaishev, V. K.
3
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 209 Authors

18 Lefèvre, Claude
17 Kaishev, Vladimir K.
8 Dimitrova, Dimitrina S.
8 Ignatov, Zvetan G.
8 Loisel, Stéphane
8 Picard, Philippe
5 Rullière, Didier
4 Cairns, Andrew J. G.
4 Goffard, Pierre-Olivier
4 Zhao, Xiaobing
4 Zhou, Xian
3 Haberman, Steven
3 Zhao, Hui
2 Adell, José Antonio
2 Arnold-Gaille, Séverine
2 Arnold, Séverine
2 Biard, Romain
2 Blake, David
2 Castañer, Anna
2 Claramunt, M. Mercè
2 Dette, Holger
2 Di Bernardino, Elena
2 Dutang, Christophe
2 El Karoui, Nicole
2 Hardy, Héloïse Labit
2 Hotta, Luiz Koodi
2 Huang, Ya
2 Krachunov, Rossen S.
2 Li, Danping
2 Lu, Yang
2 Melas, Viatcheslav B.
2 Rong, Ximin
2 Sangüesa, Carmen
2 Tsai, Rodrigo
2 Zeng, Yan
2 Zhao, Shouqi
2 Zhou, Jieming
1 Alai, Daniel H.
1 Avram, Florin
1 Ayuso, Mercedes
1 Bajekal, Madhavi
1 Balbás, Alejandro
1 Balbás, Beatriz
1 Balbás, Raquel
1 Bargès, Mathieu
1 Bates, Ron A.
1 Binois, Mickaël
1 Börger, Matthias
1 Boumezoued, Alexandre
1 Bravo, Jorge Miguel
1 Burkschat, Marco
1 Burnecki, Krzysztof
1 Černý, Aleš
1 Chang, Le
1 Cheung, Eric C. K.
1 Costabile, Massimo
1 Coulibaly, Ibrahim
1 Cramer, Erhard
1 De Rosa, Clemente
1 De Waegenaere, Anja
1 Detemple, Jerome B.
1 Di Crescenzo, Antonio
1 Dingeç, Kemal Dinçer
1 Dong, Yumo
1 Dowd, Kevin
1 Drekic, Steve
1 Duan, Baige
1 Eckert, Johanna
1 El Boukfaoui, Ghali
1 Fang, Ying
1 Fang, Zhide
1 Freimann, Arne
1 Gathy, Maude
1 Gatzert, Nadine
1 Genest, Christian
1 Germano, Guido
1 Giordano, Giuseppe
1 Giuricich, Mario Nicoló
1 Górny, Julian
1 Guo, Junyi
1 Hainaut, Donatien
1 Haslip, Gareth G.
1 Heiligers, Berthold
1 Hernández-Lobato, Jose Miguel
1 Higuchi, Isao
1 Holzmann, Robert
1 Hong, Hanping
1 Hörmann, Wolfgang
1 Hu, Xiang
1 Huang, Fei
1 Jiang, Bomin
1 Jiang, Wenjun
1 John, Preethi
1 Jordanova, Pavlina K.
1 Kaakaï, Sarah
1 Kallestrup-Lamb, Malene
1 Kang, Hongmei
1 Karageyik, Başak Bulut
1 Kiseľák, Jozef
1 Kleinow, Torsten
...and 109 more Authors
all top 5

Cited in 48 Serials

28 Insurance Mathematics & Economics
10 Scandinavian Actuarial Journal
7 Methodology and Computing in Applied Probability
6 European Journal of Operational Research
5 Journal of Computational and Applied Mathematics
5 Journal of Statistical Planning and Inference
4 ASTIN Bulletin
4 North American Actuarial Journal
3 Journal of Applied Probability
3 Communications in Statistics. Theory and Methods
3 Journal of Statistical Computation and Simulation
3 Computational Statistics and Data Analysis
3 Quantitative Finance
2 Advances in Applied Probability
2 Journal of Mathematical Analysis and Applications
2 Applied Mathematics and Computation
2 Stochastic Models
2 Stochastics
2 European Actuarial Journal
1 Computers & Mathematics with Applications
1 Annals of the Institute of Statistical Mathematics
1 Fuzzy Sets and Systems
1 Information Sciences
1 Journal of Optimization Theory and Applications
1 Metron
1 Ricerche di Matematica
1 Statistics & Probability Letters
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Computer Aided Geometric Design
1 Journal of Economic Dynamics & Control
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Stochastic Processes and their Applications
1 Expositiones Mathematicae
1 Test
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 Probability in the Engineering and Informational Sciences
1 Brazilian Journal of Probability and Statistics
1 Decisions in Economics and Finance
1 Science China. Mathematics
1 Croatian Operational Research Review (CRORR)
1 Modern Stochastics. Theory and Applications

Citations by Year