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1

Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds

HASLIP, Gareth G., KAISHEV, Vladimir K.

Journal:

Year:

2010

Language:

english

File:

PDF, 844 KB

english, 2010

2

Modeling Finite-Time Failure Probabilities in Risk Analysis Applications

Dimitrova, Dimitrina S., Kaishev, Vladimir K., Zhao, Shouqi

Journal:

Year:

2015

Language:

english

File:

PDF, 666 KB

english, 2015

3

Lookback option pricing using the Fourier transform B-spline method

Haslip, Gareth G., Kaishev, Vladimir K.

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 351 KB

english, 2014

4

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

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

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 1.92 MB

english, 2007

5

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

Dimitrova, Dimitrina S., Kaishev, Vladimir K., Zhao, Shouqi

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 692 KB

english, 2015

6

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

Kaishev, Vladimir K., Dimitrova, Dimitrina S.

Journal:

Management Science

Year:

2009

Language:

english

File:

PDF, 741 KB

english, 2009

7

A finite-time ruin probability formula for continuous claim severities

Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 119 KB

english, 2004

8

StMoMo: An R Package for Stochastic Mortality Modelling

Villegas, Andrrs, Kaishev, Vladimir K., Millossovich, Pietro

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.09 MB

english, 2015

9

GeD spline estimation of multivariate Archimedean copulas

Dimitrina S. Dimitrova, Vladimir K. Kaishev, Spiridon I. Penev

Journal:

Computational Statistics & Data Analysis

Year:

2008

Language:

english

File:

PDF, 809 KB

english, 2008

10

Excess of loss reinsurance under joint survival optimality

Vladimir K. Kaishev, Dimitrina S. Dimitrova

Journal:

Insurance: Mathematics and Economics

Year:

2006

Language:

english

File:

PDF, 1.28 MB

english, 2006

11

Optimal joint survival reinsurance: An efficient frontier approach

Dimitrina S. Dimitrova, Vladimir K. Kaishev

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 1.28 MB

english, 2010

12

An improved finite-time ruin probability formula and its Mathematica implementation

Zvetan G. Ignatov, Vladimir K. Kaishev, Rossen S. Krachunov

Journal:

Insurance: Mathematics and Economics

Year:

2001

Language:

english

File:

PDF, 116 KB

english, 2001

13

LÉVY PROCESSES INDUCED BY DIRICHLET (B-)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS

Vladimir K. Kaishev

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 1.04 MB

english, 2012

14

Dependent competing risks: Cause elimination and its impact on survival

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

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 2.31 MB

english, 2013

15

Optimal customer selection for cross-selling of financial services products

Kaishev, Vladimir K., Nielsen, Jens Perch, Thuring, Fredrik

Journal:

Expert Systems with Applications

Year:

2013

Language:

english

File:

PDF, 439 KB

english, 2013

16

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

Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2012

Language:

english

File:

PDF, 284 KB

english, 2012

17

A Finite-Time Ruin Probability Formula for Continuous Claim Severities

Zvetan G. Ignatov and Vladimir K. Kaishev

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 577 KB

english, 2004

18

On the Infinite-Horizon Probability of (Non)ruin for Integer-Valued Claims

Zvetan G. Ignatov and Vladimir K. Kaishev

Journal:

Journal of Applied Probability

Year:

2006

Language:

english

File:

PDF, 1.08 MB

english, 2006

19

On the evaluation of finite-time ruin probabilities in a dependent risk model

Dimitrova, Dimitrina S., Kaishev, Vladimir K., Zhao, Shouqi

Journal:

Applied Mathematics and Computation

Year:

2016

Language:

english

File:

PDF, 668 KB

english, 2016

20

Geometrically designed, variable knot regression splines

Kaishev, Vladimir K., Dimitrova, Dimitrina S., Haberman, Steven, Verrall, Richard J.

Journal:

Computational Statistics

Year:

2016

Language:

english

File:

PDF, 959 KB

english, 2016

21

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

Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Journal of Applied Probability

Year:

2006

Language:

english

File:

PDF, 165 KB

english, 2006

22

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

Villegas, Andrés M., Haberman, Steven, Kaishev, Vladimir K., Millossovich, Pietro

Journal:

Year:

2017

Language:

english

File:

PDF, 2.14 MB

english, 2017

23

A finite-time ruin probability formula for continuous claim severities

Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 118 KB

english, 2004

24

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

Dimitrova, Dimitrina, Ignatov, Zvetan, Kaishev, Vladimir

Journal:

Year:

2017

Language:

english

File:

PDF, 389 KB

english, 2017

25

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

Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Journal of Applied Probability

Year:

2006

Language:

english

File:

PDF, 168 KB

english, 2006

26

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

Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Journal of Applied Probability

Year:

2006

File:

PDF, 168 KB

2006

27

Ruin and Deficit Under Claim Arrivals with the Order Statistics Property

Dimitrova, Dimitrina S., Ignatov, Zvetan G., Kaishev, Vladimir K.

Journal:

Methodology and Computing in Applied Probability

Year:

2019

Language:

english

File:

PDF, 584 KB

english, 2019

28

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

Dimitrova, Dimitrina S., Kaishev, Vladimir K., Zhao, Shouqi

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 275 KB

english, 2013

29

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

Dimitrova, Dimitrina S., Ignatov, Zvetan G., Kaishev, Vladimir K., Tan, Senren

Journal:

European Journal of Operational Research

Year:

2019

File:

PDF, 1.04 MB

2019