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Vladimir K. Kaishev

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This is information that was supplied by Vladimir Kaishev in registering through RePEc. If you are Vladimir K. Kaishev , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Vladimir
Middle Name: K.
Last Name: Kaishev
Suffix:

RePEc Short-ID: pka248

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cass.city.ac.uk/faculty/v.kaishev/index.html
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Affiliation

Cass Business School
City University
Location: London, United Kingdom
Homepage: http://www.cass.city.ac.uk/
Email:
Phone: +44 (0) 20 7040 8600
Fax:
Postal: 106 Bunhill Row, London EC1Y 8TZ
Handle: RePEc:edi:bscituk (more details at EDIRC)

Works

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Articles

  1. Dimitrova, Dimitrina S. & Kaishev, Vladimir K., 2010. "Optimal joint survival reinsurance: An efficient frontier approach," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 27-35, August.
  2. Vladimir K. Kaishev & Dimitrina S. Dimitrova, 2009. "Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options," Management Science, INFORMS, vol. 55(3), pages 483-496, March.
  3. Dimitrova, Dimitrina S. & Kaishev, Vladimir K. & Penev, Spiridon I., 2008. "GeD spline estimation of multivariate Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3570-3582, March.
  4. Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven, 2007. "Modelling the joint distribution of competing risks survival times using copula functions," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 339-361, November.
  5. Kaishev, Vladimir K. & Dimitrova, Dimitrina S., 2006. "Excess of loss reinsurance under joint survival optimality," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 376-389, December.
  6. Ignatov, Zvetan G. & Kaishev, Vladimir K. & Krachunov, Rossen S., 2001. "An improved finite-time ruin probability formula and its Mathematica implementation," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 375-386, December.
  7. Kaishev, V. K., 1989. "Optimal experimental designs for the B-spline regression," Computational Statistics & Data Analysis, Elsevier, vol. 8(1), pages 39-47, May.

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