Vladimir K. Kaishev

Available identifiers

zbMath Open kaishev.vladimir-kMaRDI QIDQ311314

List of research outcomes

Publication	Date of Publication	Type
Geometrically designed variable knot splines in generalized (non-)linear models	2022-09-21	Paper
On double-boundary non-crossing probability for a class of compound processes with applications	2020-01-08	Paper
Ruin and deficit under claim arrivals with the order statistics property	2019-12-19	Paper
On the evaluation of finite-time ruin probabilities in a dependent risk model	2019-03-19	Paper
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES	2018-06-04	Paper
First crossing time, overshoot and Appell–Hessenberg type functions	2016-11-25	Paper
Geometrically designed, variable knot regression splines	2016-09-29	Paper
On finite-time ruin probabilities in a generalized dual risk model with dependence	2016-07-08	Paper
Geometrically designed, variable knot regression splines	2015-09-14	Paper
Lookback option pricing using the Fourier transform B-spline method	2015-04-08	Paper
Dependent competing risks: cause elimination and its impact on survival	2015-01-28	Paper
LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS	2013-04-29	Paper
Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts	2012-12-13	Paper
Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options	2012-03-01	Paper
Optimal joint survival reinsurance: an efficient frontier approach	2012-02-10	Paper
Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds	2010-06-21	Paper
GeD spline estimation of multivariate Archimedean copulas	2009-06-12	Paper
Modelling the joint distribution of competing risks survival times using copula functions	2007-12-14	Paper
Optimal retention levels, given the joint survival of cedent and reinsurer	2007-05-29	Paper
Excess of loss reinsurance under joint survival optimality	2007-01-09	Paper
On the infinite-horizon probability of (non)ruin for integer-valued claims	2006-11-16	Paper
A finite-time ruin probability formula for continuous claim severities	2004-09-24	Paper
An improved finite-time ruin probability formula and its \(Mathematica\) implementation.	2003-11-16	Paper
Two-Sided Bounds for the Finite Time Probability of Ruin	2001-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q3359732	1991-01-01	Paper
Optimal experimental designs for the B-spline regression	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3834462	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5751343	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3768170	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3759698	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3686006	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3788924	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3854482	1978-01-01	Paper

Research outcomes over time

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