Edit Profile (opens in new tab) Kaishev, Vladimir K. Co-Author Distance Author ID: 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 all top 5 Co-Authors 4 single-authored 13 Ignatov, Zvetan G. 12 Dimitrova, Dimitrina S. 4 Haberman, Steven 2 Haslip, Gareth G. 2 Krachunov, Rossen S. 2 Verrall, Richard J. 2 Zhao, Shouqi 1 Krug, G. K. 1 Lattuada, Andrea 1 Millossovich, Pietro 1 Naumov, Alexey A. 1 Penev, Spiridon I. 1 Tan, Senren 1 Villegas, Andrés M. all top 5 Serials 5 Insurance Mathematics & Economics 2 Applied Mathematics and Computation 2 Journal of Applied Probability 2 European Journal of Operational Research 2 Computational Statistics and Data Analysis 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 2 Stochastics 1 Godshnik na Visshite Uchebni Zavedeniya. Prilozhna Matematika 1 Management Science 1 PLISKA. Studia Mathematica Bulgarica 1 Computational Statistics 1 Serdica 1 Mathematical Finance 1 Methodology and Computing in Applied Probability 1 Quantitative Finance all top 5 Fields 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Statistics (62-XX) 12 Numerical analysis (65-XX) 11 Probability theory and stochastic processes (60-XX) 5 Approximations and expansions (41-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 18 Fields 128 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 90 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 15 Numerical analysis (65-XX) 7 Systems theory; control (93-XX) 6 Approximations and expansions (41-XX) 5 Field theory and polynomials (12-XX) 5 Operations research, mathematical programming (90-XX) 3 Biology and other natural sciences (92-XX) 2 Special functions (33-XX) 2 Integral equations (45-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) Citations by Year