V. Kaishev

发表

Modelling the joint distribution of competing risks survival times using copula functions

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2007 .

Lookback option pricing using the Fourier transform B-spline method

V. Kaishev, Gareth Gordon Haslip, 2013 .

Look-Back Option Pricing Using the Fourier Transform B-Spline Method

V. Kaishev, Gareth Gordon Haslip, 2013 .

Optimal retention levels, given the joint survival of cedent and reinsurer

Vladimir K. Kaishev, V. Kaishev, 2004 .

Excess of loss reinsurance under joint survival optimality

Vladimir K. Kaishev, Dimitrina S. Dimitrova, V. Kaishev, 2006 .

Optimal joint survival reinsurance: An efficient frontier approach

Vladimir K. Kaishev, Dimitrina S. Dimitrova, V. Kaishev, 2010 .

Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts

Z. Ignatov, V. Kaishev, 2012 .

Operational risk and insurance: a ruin probabilistic reserving approach

Dimitrina S. Dimitrova, Z. Ignatov, V. Kaishev, 2008 .

On the infinite-horizon probability of (non)ruin for integer-valued claims

Z. Ignatov, V. Kaishev, 2006, Journal of Applied Probability.

Automatic, computer aided geometric design of free-knot, regression splines

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2004 .

Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2006 .

Stochastic processes induced by Dirichlet (B-) splines: modelling multivariate asset price dynamics

V. Kaishev, 2010 .

Computing the Kolmogorov-Smirnov Distribution When the Underlying CDF is Purely Discrete, Mixed, or Continuous

Dimitrina S. Dimitrova, V. Kaishev, S. Tan, 2020, J. Stat. Softw..

Geometrically designed variable knot splines in generalized (non-)linear models

Dimitrina S. Dimitrova, V. Kaishev, R. Verrall, 2017, Appl. Math. Comput..

Geometrically designed, variable knot regression splines

Dimitrina S. Dimitrova, V. Kaishev, S. Haberman, 2015, Computational Statistics.

Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options

Vladimir K. Kaishev, Dimitrina S. Dimitrova, V. Kaishev, 2009, Manag. Sci..

On the Evaluation of Finite-Time Ruin Probabilities in a Dependent Risk Model

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Shouqi Zhao, 2013, Applied Mathematics and Computation.

Ruin and Deficit Under Claim Arrivals with the Order Statistics Property

Dimitrina S. Dimitrova, Z. Ignatov, V. Kaishev, 2018, Methodology and Computing in Applied Probability.

An Improved Finite-Time Ruin Probability Formula and Its Mathematica Implementation

Z. Ignatov, V. Kaishev, Rossen S. Krachunov, 2001 .

On finite-time ruin probabilities in a generalized dual risk model with dependence

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Shouqi Zhao, 2015, European Journal of Operational Research.

Geometrically designed, variable knot regression splines

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2016, Comput. Stat..

Online supplement to: Geometrically Designed Variable Knot Splines in Generalized (Non-)Linear Models

V. Kaishev, R. Verrall, Andrea Lattuada, 2019 .

Dependent competing risks: Cause elimination and its impact on survival

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2013 .

Adsorption of dodecylhexaoxyethylene glycol monoether at a stationary mercury electrode: a spline regression model of differential capacity

V. Kaishev, M. Kaisheva, M. Matsumoto, 1984 .

Frequency distribution of polymorphic variants of the beta-casein locus in Russian various breed cattle subpopulations

V. Kaishev, E. Shiryaeva, N. Kovalyuk, 2021, E3S Web of Conferences.

On double-boundary non-crossing probability for a class of compound processes with applications

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Zvetan G. Ignatov, 2019, Eur. J. Oper. Res..

Multivariate B — Splines, Analysis of Contingency Tables and Serial Correlation

Z. Ignatov, V. Kaishev, 1987 .

Optimal experimental designs for the B -spline regression

Vladimir K. Kaishev, V. Kaishev, 1989 .

Two-Sided Bounds for the Finite Time Probability of Ruin

Z. Ignatov, V. Kaishev, 2000 .

Optimal customer selection for cross-selling of financial services products

Jens Perch Nielsen, Vladimir K. Kaishev, Fredrik Thuring, 2013, Expert Syst. Appl..

Estimation of adsorption parameters in two models of differential capacity. A comparison based on nonlinear regression analysis

V. Kaishev, M. Kaisheva, 1985 .

On the First Crossing of Two Boundaries by an Order Statistics Risk Process

Dimitrina S. Dimitrova, Z. Ignatov, V. Kaishev, 2017 .

A Novel Fourier Transform B-spline Method for Option Pricing

Vladimir K. Kaishev, V. Kaishev, Gareth Gordon Haslip, 2015 .

Geometrically designed, variable knot regression splines: variation diminish optimality of knots

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2006 .

A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES

V. Kaishev, S. Haberman, Pietro Millossovich, 2017 .

StMoMo: An R Package for Stochastic Mortality Modelling

Andrés M. Villegas, V. Kaishev, Pietro Millossovich, 2018 .

Ruin and Deficit Under Claim Arrivals with the Order Statistics Property

Dimitrina S. Dimitrova, Z. Ignatov, V. Kaishev, 2018, Methodology and Computing in Applied Probability.

GeD spline estimation of multivariate Archimedean copulas

Spiridon I. Penev, Vladimir K. Kaishev, Dimitrina S. Dimitrova, 2008, Comput. Stat. Data Anal..

Faculty of Actuarial Science and Insurance GeD Spline Estimation of Multivariate Archimedean Copulas

Dimitrina S. Dimitrova, S. Penev, V. Kaishev, 2007 .

First crossing time, overshoot and Appell–Hessenberg type functions

Z. Ignatov, V. Kaishev, 2016 .