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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.
Documents Indexed: 32 Publications since 1978
Co-Authors: 14 Co-Authors with 28 Joint Publications
158 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 225 times in 158 Documents Cited by Year
Two-sided bounds for the finite time probability of ruin. Zbl 0958.91030
Ignatov, Z. G.; Kaishev, V. K.
27
2000
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
25
2017
A finite-time ruin probability formula for continuous claim severities. Zbl 1048.60079
Ignatov, Zvetan G.; Kaishev, Vladimir K.
25
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
15
2007
Optimal joint survival reinsurance: an efficient frontier approach. Zbl 1231.91177
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.
15
2010
Excess of loss reinsurance under joint survival optimality. Zbl 1151.91573
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.
13
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
10
2015
GeD spline estimation of multivariate Archimedean copulas. Zbl 1452.62347
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Penev, Spiridon I.
9
2008
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
9
2013
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
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
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
5
2016
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
Pricing of reinsurance contracts in the presence of catastrophe bonds. Zbl 1230.91074
Haslip, Gareth G.; Kaishev, Vladimir K.
4
2010
A probabilistic interpretation of multivariate B-splines and some applications. Zbl 0678.41012
Ignatov, Z. G.; Kaishev, V. K.
4
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
4
2016
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
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics. Zbl 1262.91153
Kaishev, Vladimir K.
2
2013
Lookback option pricing using the Fourier transform B-spline method. Zbl 1308.91188
Haslip, Gareth G.; Kaishev, Vladimir K.
2
2014
On the infinite-horizon probability of (non)ruin for integer-valued claims. Zbl 1108.60080
Ignatov, Zvetan G.; Kaishev, Vladimir K.
2
2006
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 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
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
25
2017
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
5
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
4
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
10
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.
9
2013
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics. Zbl 1262.91153
Kaishev, Vladimir K.
2
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.
15
2010
Pricing of reinsurance contracts in the presence of catastrophe bonds. Zbl 1230.91074
Haslip, Gareth G.; Kaishev, Vladimir K.
4
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.
9
2008
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
15
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.
25
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.
6
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 262 Authors

18 Kaishev, Vladimir K.
18 Lefèvre, Claude
9 Dimitrova, Dimitrina S.
8 Ignatov, Zvetan G.
8 Loisel, Stéphane
8 Picard, Philippe
6 Haberman, Steven
5 Rullière, Didier
4 Cairns, Andrew J. G.
4 Goffard, Pierre-Olivier
4 Zhao, Xiaobing
4 Zhou, Xian
3 Arnold, Séverine
3 Li, Jackie Ji
3 Weng, Chengguo
3 Zeng, Yan
3 Zhao, Hui
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 Krachunov, Rossen S.
2 Li, Danping
2 Li, Han
2 Lu, Yang
2 Macheras, Nikolaos Demetrios
2 Melas, Viatcheslav B.
2 Mert, Ozenc Murat
2 Piscopo, Gabriella
2 Rong, Ximin
2 Sakhanenko, Aleksandr Ivanovich
2 Sangüesa, Carmen
2 Selcuk-Kestel, A. Sevtap
2 Shi, Yanlin
2 Shi, Yimin
2 Susam, Selim Orhun
2 Tsai, Rodrigo
2 Zhao, Shouqi
2 Zhou, Jieming
2 Zhou, Kenneth Q.
2 Zhou, Qianqian
1 Alai, Daniel H.
1 Albrecher, Hansjörg
1 Amato, Valeria D.
1 Avanzi, Benjamin
1 Avram, Florin
1 Ayuso, Mercedes
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 Cai, Jing
1 Cai, Jun
1 Carrizosa, Emilio
1 Černý, Aleš
1 Chen, Mi
1 Costabile, Massimo
1 Coulibaly, Ibrahim
1 De Rosa, Clemente
1 De Waegenaere, Anja
1 Deswal, Komal
1 Detemple, Jerome B.
1 Di Crescenzo, Antonio
1 Diao, Liqun
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 Furman, Edward
1 Gathy, Maude
...and 162 more Authors
all top 5

Cited in 56 Serials

33 Insurance Mathematics & Economics
11 Scandinavian Actuarial Journal
9 ASTIN Bulletin
8 European Journal of Operational Research
8 Methodology and Computing in Applied Probability
7 North American Actuarial Journal
5 Applied Mathematics and Computation
5 Journal of Computational and Applied Mathematics
5 Journal of Statistical Planning and Inference
5 Communications in Statistics. Theory and Methods
4 European Actuarial Journal
3 Journal of Applied Probability
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 Communications in Statistics. Simulation and Computation
2 Stochastic Models
2 Stochastics
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 Journal of Optimization Theory and Applications
1 Metron
1 Ricerche di Matematica
1 Statistics & Probability Letters
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 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 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 Hacettepe Journal of Mathematics and Statistics
1 REVSTAT
1 Science China. Mathematics
1 Croatian Operational Research Review (CRORR)
1 Modern Stochastics. Theory and Applications

Citations by Year