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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/10010175079
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Modelling the joint distribution of competing risks survival times using copula functions
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; … - In: Insurance / Mathematics & economics 41 (2007) 3, pp. 339-361
Persistent link: https://www.econbiz.de/10007865933
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Optimal joint survival reinsurance: An efficient frontier approach
Dimitrova, Dimitrina S.; Kaishev, Vladimir K. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10008422780
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Excess of loss reinsurance under joint survival optimality
Kaishev, Vladimir K.; Dimitrova, Dimitrina S. - In: Insurance / Mathematics & economics 39 (2006) 3, pp. 376-389
Persistent link: https://www.econbiz.de/10007376581
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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/10008226914
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An improved finite-time ruin probability formula and its Mathematica implementation
Ignatov, Zvetan G.; Kaishev, Vladimir K.; Krachunov, … - In: Insurance / Mathematics & economics 29 (2001) 3, pp. 375-448
Persistent link: https://www.econbiz.de/10006898589
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Optimal Retention Levels, Given the Joint Survival of Cedent and Reinsurer
Ignatov, Zvetan G.; Kaishev, Vladimir K.; Krachunov, … - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 6, pp. 401-430
Persistent link: https://www.econbiz.de/10005924566
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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/10010087713
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The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
Ballotta, Laura; Haberman, Steven - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 195
Persistent link: https://www.econbiz.de/10006872183
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Optimal contributions in a defined benefit pension scheme with stochastic new entrants
Colombo, Luigi; Haberman, Steven - In: Insurance / Mathematics & economics 37 (2005) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10006874798