The following pages link to Vladimir K. Kaishev (Q311314):
Displaying 30 items.
- Geometrically designed, variable knot regression splines (Q152278) (← links)
- Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
- On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- (Q915311) (redirect page) (← links)
- Optimal experimental designs for the B-spline regression (Q915312) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- An improved finite-time ruin probability formula and its \(Mathematica\) implementation. (Q1413294) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- Modelling the joint distribution of competing risks survival times using copula functions (Q2463568) (← links)
- Dependent competing risks: cause elimination and its impact on survival (Q2513602) (← links)
- Geometrically designed variable knot splines in generalized (non-)linear models (Q2673954) (← links)
- Two-Sided Bounds for the Finite Time Probability of Ruin (Q2703235) (← links)
- First crossing time, overshoot and Appell–Hessenberg type functions (Q2833723) (← links)
- Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options (Q3117805) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- (Q3359732) (← links)
- On the infinite-horizon probability of (non)ruin for integer-valued claims (Q3410932) (← links)
- Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)
- Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (Q3569718) (← links)
- (Q3686006) (← links)
- (Q3759698) (← links)
- (Q3768170) (← links)
- (Q3788924) (← links)
- (Q3834462) (← links)
- (Q3854482) (← links)
- A finite-time ruin probability formula for continuous claim severities (Q4819480) (← links)
- LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS (Q4917297) (← links)
