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Dependent competing risks: Cau...
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Dependent competing risks : cause elimination and its impact on survival
Dimitrova, Dimitrina S.
;
Haberman, Steven
;
Kaishev, …
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 464-477
Persistent link: https://www.econbiz.de/10010195909
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2
Optimal joint survival reinsurance : an efficient frontier approach
Dimitrova, Dimitrina S.
;
Kaishev, Vladimir K.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 27-35
Persistent link: https://www.econbiz.de/10003985375
Saved in:
3
On finite-time ruin probabilities in a generalized dual risk model with dependence
Dimitrova, Dimitrina S.
;
Kaishev, Vladimir K.
;
Zhao, Shouqi
- In:
European journal of operational research : EJOR
242
(
2015
)
1
,
pp. 134-148
Persistent link: https://www.econbiz.de/10010488026
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4
Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.
;
Dimitrova, Dimitrina S.
- In:
Management science : journal of the Institute for …
55
(
2009
)
3
,
pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
Saved in:
5
On double-boundary non-crossing probability for a class of compound processes with applications
Dimitrova, Dimitrina S.
;
Ignatov, Zvetan G.
;
Kaishev, …
- In:
European journal of operational research : EJOR
282
(
2020
)
2
,
pp. 602-613
Persistent link: https://www.econbiz.de/10012157879
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6
A comparative study of two-population models for the assessment of basis risk in longevity hedges
Villegas, Andrés M.
;
Haberman, Steven
;
Kaishev, Vladimir K.
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 631-679
Persistent link: https://www.econbiz.de/10011763526
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7
Lévy processes induced by dirichlet (b-)splines : modeling multivariate asset price dynamics
Kaishev, Vladimir K.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 217-247
Persistent link: https://www.econbiz.de/10009721751
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8
Risk assessment and optimal scheduling of serial projects
Zhang, Zixuan
;
Chronopoulos, Michail
;
Dimitrova, …
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
3
,
pp. 709-736
Persistent link: https://www.econbiz.de/10015188627
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9
Bi-level optimisation of subsidy and capacity investment under competition and uncertainty
Zhang, Zixuan
;
Chronopoulos, Michail
;
Kyriakou, Ioannis
; …
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 327-340
Persistent link: https://www.econbiz.de/10015047734
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10
Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001642348
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