Edit Profile (opens in new tab) Kolev, Nikolai Co-Author Distance Author ID: kolev.nikolai Published as: Kolev, Nikolai; Kolev, N.; Kolev, Nikolaj V.; Kolev, Nikolay V.; Koliev, N. V.; Kolev, N. V. more...less External Links: MGP Documents Indexed: 43 Publications since 1986 1 Contribution as Editor Co-Authors: 25 Co-Authors with 36 Joint Publications 289 Co-Co-Authors all top 5 Co-Authors 8 single-authored 5 Minkova, Leda D. 5 Pinto, Jayme 4 Mulinacci, Sabrina 4 Paiva, Delhi 3 Dimitrov, Boyan N. 2 dos Anjos, Ulisses U. 2 Fabris, Antonio Elias 2 Gobbi, Fabio 2 Goncalves, Marcelo 2 Petrov, Peter G. 2 Ugarte, Maria Dolores 1 Bahraoui, Tarik 1 Bakeva, Verica 1 Baum, Dieter 1 Fernández, Mariela 1 Genest, Christian 1 Ju, Yang Ting 1 Kolkovska, Ekaterina Todorova 1 López-Mimbela, José Alfredo 1 Mendes, Beatriz Vaz de Melo 1 Mutafchiev, Lyuben R. 1 Ngoc, Ngo Phuoc Nguyen 1 Osipova, Marina A. 1 Tanaka, Nelson I. 1 Tsitsiashvili, Gurami Sh. all top 5 Serials 5 Brazilian Journal of Probability and Statistics 4 Economic Quality Control 4 Doklady Bolgarskoĭ Akademii Nauk 4 Communications in Statistics. Theory and Methods 3 Insurance Mathematics & Economics 2 Journal of Multivariate Analysis 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Statistical Planning and Inference 1 PLISKA. Studia Mathematica Bulgarica 1 Statistics & Probability Letters 1 Mathematica Balkanica. New Series 1 Annals of Operations Research 1 Aequationes Mathematicae 1 Serdica 1 Serdica Mathematical Journal 1 Mathematical Communications 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 ASTIN Bulletin 1 International Journal of Stochastic Analysis 1 Sankhyā. Series A 1 Journal of Statistical Distributions and Applications all top 5 Fields 30 Statistics (62-XX) 17 Probability theory and stochastic processes (60-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Operations research, mathematical programming (90-XX) 2 Combinatorics (05-XX) 1 General and overarching topics; collections (00-XX) 1 Difference and functional equations (39-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 117 times in 92 Documents Cited by ▼ Year ▼ Copulas: a review and recent developments. Zbl 1120.60006 Kolev, Nikolai; Dos Anjos, Ulisses; Mendes, Beatriz Vaz de M. 20 2006 Copula-based regression models: a survey. Zbl 1169.62328 Kolev, Nikolai; Paiva, Delhi 16 2009 Extended Marshall-Olkin model and its dual version. Zbl 1365.62191 Pinto, Jayme; Kolev, Nikolai 10 2015 Random sums of exchangeable variables and actuarial applications. Zbl 1141.91521 Kolev, Nikolai; Paiva, Delhi 10 2008 A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016 Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D. 7 2002 Joint life insurance pricing using extended Marshall-Olkin models. Zbl 1410.91267 Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina 7 2019 Sibuya-type bivariate lack of memory property. Zbl 1352.60019 Pinto, Jayme; Kolev, Nikolai 6 2015 Multinomial model for random sums. Zbl 1129.62057 Kolev, Nikolai; Paiva, Delhi 5 2005 Run and frequency quotas in a multi-state Markov chain. Zbl 0935.60058 Kolev, Nikolai; Minkova, Leda 4 1999 Quotas on runs of successes and failures in a multi-state Markov chain. Zbl 0935.60059 Kolev, Nikolai; Minkova, Leda 4 1999 A class of continuous bivariate distributions with linear sum of hazard gradient components. Zbl 1349.62178 Pinto, Jayme; Kolev, Nikolai 4 2016 Joint probability generating function for a vector of arbitrary indicator variables. Zbl 1077.60503 Kolev, Nikolai; Kolkovska, Ekaterina T.; López-Mimbela, José Alfredo 3 2006 Characterizations of the class of bivariate Gompertz distributions. Zbl 1383.62034 Kolev, Nikolai 3 2016 A law of uniform seniority for dependent lives. Zbl 1480.91205 Genest, Christian; Kolev, Nikolai 3 2021 A weak version of bivariate lack of memory property. Zbl 1404.62060 Kolev, Nikolai; Pinto, Jayme 3 2018 Discrete distributions related to success runs of length \(k\) in a multi-state Markov chain. Zbl 0920.60049 Kolev, Nikolai; Minkova, Leda 2 1997 Bounds for quantile-based risk measures of functions of dependent random variables. Zbl 1247.91085 Goncalves, Marcelo; Kolev, Nikolai; Fabris, Antonio Elias 1 2008 Bounds for distorted risk measures. Zbl 1247.62269 Goncalves, Marcelo; Kolev, Nikolai; Fabris, Antonio 1 2008 Bivariate Teissier distributions. Zbl 1383.62161 Kolev, Nikolai; Ngoc, Ngo; Ju, Yang Ting 1 2017 Beta transformation. Beta type self-decomposability and related characterizations. Zbl 0983.62011 Dimitrov, Boyan; Kolev, Nikolai 1 2000 New characterizations of bivariate discrete Schur-constant models. Zbl 1478.62112 Kolev, Nikolai; Mulinacci, Sabrina 1 2022 Correlated INAR(1) process. Zbl 1455.62173 Kolev, Nikolai; Paiva, Delhi 1 2000 Copula associated to order statistics. Zbl 1272.62036 dos Anjos, Ulisses U.; Kolev, Nikolai; Tanaka, Nelson I. 1 2005 Discrete line integral on uniform grids: probabilistic interpretation and applications. Zbl 1469.60060 Kolev, Nikolai 1 2020 The BALM copula. Zbl 1497.62120 Dimitrov, Boyan; Kolev, Nikolai 1 2013 Functional equations involving Sibuya’s dependence function. Zbl 1394.60011 Kolev, Nikolai; Pinto, Jayme 1 2018 New characterizations of bivariate discrete Schur-constant models. Zbl 1478.62112 Kolev, Nikolai; Mulinacci, Sabrina 1 2022 A law of uniform seniority for dependent lives. Zbl 1480.91205 Genest, Christian; Kolev, Nikolai 3 2021 Discrete line integral on uniform grids: probabilistic interpretation and applications. Zbl 1469.60060 Kolev, Nikolai 1 2020 Joint life insurance pricing using extended Marshall-Olkin models. Zbl 1410.91267 Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina 7 2019 A weak version of bivariate lack of memory property. Zbl 1404.62060 Kolev, Nikolai; Pinto, Jayme 3 2018 Functional equations involving Sibuya’s dependence function. Zbl 1394.60011 Kolev, Nikolai; Pinto, Jayme 1 2018 Bivariate Teissier distributions. Zbl 1383.62161 Kolev, Nikolai; Ngoc, Ngo; Ju, Yang Ting 1 2017 A class of continuous bivariate distributions with linear sum of hazard gradient components. Zbl 1349.62178 Pinto, Jayme; Kolev, Nikolai 4 2016 Characterizations of the class of bivariate Gompertz distributions. Zbl 1383.62034 Kolev, Nikolai 3 2016 Extended Marshall-Olkin model and its dual version. Zbl 1365.62191 Pinto, Jayme; Kolev, Nikolai 10 2015 Sibuya-type bivariate lack of memory property. Zbl 1352.60019 Pinto, Jayme; Kolev, Nikolai 6 2015 The BALM copula. Zbl 1497.62120 Dimitrov, Boyan; Kolev, Nikolai 1 2013 Copula-based regression models: a survey. Zbl 1169.62328 Kolev, Nikolai; Paiva, Delhi 16 2009 Random sums of exchangeable variables and actuarial applications. Zbl 1141.91521 Kolev, Nikolai; Paiva, Delhi 10 2008 Bounds for quantile-based risk measures of functions of dependent random variables. Zbl 1247.91085 Goncalves, Marcelo; Kolev, Nikolai; Fabris, Antonio Elias 1 2008 Bounds for distorted risk measures. Zbl 1247.62269 Goncalves, Marcelo; Kolev, Nikolai; Fabris, Antonio 1 2008 Copulas: a review and recent developments. Zbl 1120.60006 Kolev, Nikolai; Dos Anjos, Ulisses; Mendes, Beatriz Vaz de M. 20 2006 Joint probability generating function for a vector of arbitrary indicator variables. Zbl 1077.60503 Kolev, Nikolai; Kolkovska, Ekaterina T.; López-Mimbela, José Alfredo 3 2006 Multinomial model for random sums. Zbl 1129.62057 Kolev, Nikolai; Paiva, Delhi 5 2005 Copula associated to order statistics. Zbl 1272.62036 dos Anjos, Ulisses U.; Kolev, Nikolai; Tanaka, Nelson I. 1 2005 A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016 Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D. 7 2002 Beta transformation. Beta type self-decomposability and related characterizations. Zbl 0983.62011 Dimitrov, Boyan; Kolev, Nikolai 1 2000 Correlated INAR(1) process. Zbl 1455.62173 Kolev, Nikolai; Paiva, Delhi 1 2000 Run and frequency quotas in a multi-state Markov chain. Zbl 0935.60058 Kolev, Nikolai; Minkova, Leda 4 1999 Quotas on runs of successes and failures in a multi-state Markov chain. Zbl 0935.60059 Kolev, Nikolai; Minkova, Leda 4 1999 Discrete distributions related to success runs of length \(k\) in a multi-state Markov chain. Zbl 0920.60049 Kolev, Nikolai; Minkova, Leda 2 1997 all cited Publications top 5 cited Publications all top 5 Cited by 158 Authors 19 Kolev, Nikolai 5 Mulinacci, Sabrina 4 Pinto, Jayme 3 Kauermann, Goran 3 Paiva, Delhi 2 Aki, Sigeo 2 Aston, John A. D. 2 Cheng, Yu 2 Durante, Fabrizio 2 Eryılmaz, Serkan N. 2 Fine, Jason Peter 2 Girard, Stéphane 2 Gobbi, Fabio 2 Karlis, Dimitris 2 Korolev, Viktor Yur’evich 2 Li, Ruosha 2 Martin, Donald E. K. 2 Mazo, Gildas 2 Mesiar, Radko 2 Minkova, Leda D. 2 Pellerey, Franco 2 Schellhase, Christian 2 Sipin, Aleksandr Stepanovich 2 Tsitsiashvili, Gurami Sh. 2 Zeifman, Alexander Izrailevich 1 Abdelrahman, Hassan 1 Afuecheta, Emmanuel 1 Albrecher, Hansjörg 1 Alhadlaq, Weaam. M. 1 Alzaid, Abdulhamid A. 1 Anastasiadis, Simon 1 Antzoulakos, Demetrios L. 1 Balakrishnan, Narayanaswamy 1 Balardin, Joana Bisol 1 Balsamo, Simonetta 1 Barone, Rosario 1 Belalia, Mohamed 1 Bening, Vladimir E. 1 Bladt, Martin 1 Blier-Wong, Christopher 1 Borges, Patrick 1 Bouezmarni, Taoufik 1 Calabrese, Raffaella 1 Chan, Stephen Chi-fai 1 Chen, Qingxia 1 Chen, Yuhui 1 Chiu, Weihsueh A. 1 Chukova, Stefanka St. 1 Cossette, Hélène 1 Crump, Kenny S. 1 Daduna, Hans 1 Dai, Tian 1 Daly, Fraser 1 Degl’Innocenti, Marta 1 Deng, Wenli 1 Dimitrov, Boyan N. 1 Diniz, Carlos Alberto Ribeiro 1 dos Anjos, Ulisses U. 1 Duisters, Kevin L. W. 1 Economou, Antonis 1 Fabris, Antonio Elias 1 Faschingbauer, Florian 1 Fermanian, Jean-David 1 Fernandes, Cristiano Augusto Coelho 1 Fontana, Roberto 1 Frees, Edward W. 1 Fujita, André 1 Genest, Christian 1 Goncalves, Marcelo 1 Guo, Ying 1 Habib, Elsayed Ali 1 Hans, Nicolai 1 Hanson, Timothy E. 1 Haug, Stephan 1 Henn, L. L. 1 Hirano, Katuomi 1 Hürlimann, Werner 1 Inoue, Kiyoshi 1 Ivanova, Nika 1 Kamalja, Kirtee Kiran 1 Klein, Nadja 1 Klement, Erich Peter 1 Klüppelberg, Claudia 1 Kolesárová, Anna 1 Korotysheva, A. V. 1 Krenzler, Ruslan 1 Letmathe, Peter 1 Li, Xiaohu 1 Lin, Jianhua 1 Luciano, Elisa 1 Manatunga, Amita K. 1 Marceau, Étienne 1 Marin, Andrea 1 Marra, Giampiero 1 Mayr, Andreas 1 Melo, Eduardo 1 Mendes, Beatriz Vaz de Melo 1 Mesfioui, Mhamed 1 Meulman, Jacqueline J. 1 Meyer, Renate ...and 58 more Authors all top 5 Cited in 52 Serials 7 Insurance Mathematics & Economics 6 Communications in Statistics. Theory and Methods 5 Computational Statistics and Data Analysis 3 Biometrics 3 Journal of Statistical Planning and Inference 3 European Journal of Operational Research 3 Methodology and Computing in Applied Probability 3 Brazilian Journal of Probability and Statistics 3 Scandinavian Actuarial Journal 2 Advances in Applied Probability 2 Journal of Computational and Applied Mathematics 2 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Computational Statistics 2 Economic Quality Control 2 Test 2 Statistical Papers 2 Journal of Mathematical Sciences (New York) 2 ASTIN Bulletin 1 Problems of Information Transmission 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Biometrical Journal 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Statistica 1 Statistical Science 1 International Journal of Approximate Reasoning 1 Queueing Systems 1 Aequationes Mathematicae 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Doklady Mathematics 1 Mathematical Finance 1 Journal of Systems Science and Complexity 1 Stochastic Models 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 OR Spectrum 1 North American Actuarial Journal 1 Iranian Journal of Fuzzy Systems 1 Journal of the Korean Statistical Society 1 Journal of Statistical Theory and Practice 1 International Journal of Stochastic Analysis 1 Journal of Computational and Graphical Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Journal of Probability and Statistics 1 Statistics and Computing 1 Dependence Modeling 1 Journal of Econometric Methods 1 Journal of Statistical Distributions and Applications 1 European Journal of Mathematics 1 Stochastics and Quality Control all top 5 Cited in 10 Fields 72 Statistics (62-XX) 36 Probability theory and stochastic processes (60-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 2 Difference and functional equations (39-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year