Details about Vladimir K. Kaishev

Access statistics for papers by Vladimir K. Kaishev.

Last updated 2014-11-13. Update your information in the RePEc Author Service.

Short-id: pka248

Journal Articles

2014

1. Lookback option pricing using the Fourier transform B-spline method
   Quantitative Finance, 2014, 14, (5), 789-803 View citations (7)

2013

2. Dependent competing risks: Cause elimination and its impact on survival
   Insurance: Mathematics and Economics, 2013, 53, (2), 464-477 View citations (9)

2010

3. Optimal joint survival reinsurance: An efficient frontier approach
   Insurance: Mathematics and Economics, 2010, 47, (1), 27-35 View citations (13)

2009

4. Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options
   Management Science, 2009, 55, (3), 483-496 View citations (9)

2008

5. GeD spline estimation of multivariate Archimedean copulas
   Computational Statistics & Data Analysis, 2008, 52, (7), 3570-3582 View citations (11)

2007

6. Modelling the joint distribution of competing risks survival times using copula functions
   Insurance: Mathematics and Economics, 2007, 41, (3), 339-361 View citations (15)

2006

7. Excess of loss reinsurance under joint survival optimality
   Insurance: Mathematics and Economics, 2006, 39, (3), 376-389 View citations (17)

2001

8. An improved finite-time ruin probability formula and its Mathematica implementation
   Insurance: Mathematics and Economics, 2001, 29, (3), 375-386 View citations (21)

1989

9. Optimal experimental designs for the B-spline regression
   Computational Statistics & Data Analysis, 1989, 8, (1), 39-47 View citations (6)