Vladimir K. Kaishev : Citation Profile


Are you Vladimir K. Kaishev?

City University

5

H index

4

i10 index

70

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   25 years (1989 - 2014). See details.
   Cites by year: 2
   Journals where Vladimir K. Kaishev has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (2.78 %)

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   Permalink: http://citec.repec.org/pka248
   Updated: 2019-10-15    RAS profile: 2014-11-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Vladimir K. Kaishev.

Is cited by:

Loisel, Stéphane (12)

Rulliere, Didier (7)

Castañer, Anna (4)

Lu, Yang (2)

Panchenko, Valentyn (2)

van Dijk, Dick (2)

Li, Shuanming (1)

Durante, Fabrizio (1)

Diks, Cees (1)

Chevallier, Julien (1)

Goutte, Stéphane (1)

Cites to:

Milne, Frank (2)

Valdez, Emiliano (2)

Dellaportas, Petros (1)

De Waegenaere, Anja (1)

Lleras-Muney, Adriana (1)

Tsyrennikov, Viktor (1)

Lo, Simon (1)

luciano, elisa (1)

Fiorani, Filo (1)

Centeno, Maria de Lourdes (1)

Nenovsky, Nikolay (1)

Main data


Where Vladimir K. Kaishev has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics5
Computational Statistics & Data Analysis2

Recent works citing Vladimir K. Kaishev (2018 and 2017)


YearTitle of citing document
2017An Optimal Combination of Proportional and Stop-Loss Reinsurance Contracts From Insurers and Reinsurers Viewpoints. (2017). Panahi-Bazaz, Ali ; Payandeh-Najafabadi, Amir T. In: Papers. RePEc:arx:papers:1701.05450.

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2017On the estimation of regime-switching Lévy models. (2017). Goutte, Stéphane ; Chevallier, Julien ; Stephane, Goutte ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4.

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2017Distributional study of finite-time ruin related problems for the classical risk model. (2017). Li, Shuanming ; Lu, YI. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:319-330.

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2017Reserve modelling and the aggregation of risks using time varying copula models. (2017). Araichi, Sawssen ; Belkacem, Lotfi ; de Peretti, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:149-158.

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2017De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information. (2017). Duan, Baige ; Zhang, Lianzeng ; Hu, Xiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:48-55.

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2018Cause-of-death mortality: What can be learned from population dynamics?. (2018). Boumezoued, Alexandre ; Arnold, Severine ; el Karoui, Nicole ; Hardy, Heloise Labit. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:301-315.

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2018Ruin probability via Quantum Mechanics Approach. (2018). Tamturk, Muhsin ; Utev, Sergey. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:69-74.

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2019A forecast reconciliation approach to cause-of-death mortality modeling. (2019). Lu, Yang ; Li, Hong ; Panagiotelis, Anastasios. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:122-133.

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2017Determination of the Optimal Retention Level Based on Different Measures. (2017). Karageyik, Baak Bulut ; Ahin, Ule . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:4-:d:88747.

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2017Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account. (2017). Jiang, Wenjun ; Zitikis, Riardas ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:11-:d:89417.

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2017On the First Crossing of Two Boundaries by an Order Statistics Risk Process. (2017). Dimitrova, Dimitrina S ; Kaishev, Vladimir K ; Ignatov, Zvetan G. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:43-:d:108877.

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2018A Quantum-Type Approach to Non-Life Insurance Risk Modelling. (2018). Lefevre, Claude ; Utev, Sergey ; Tamturk, Muhsin ; Loisel, Stephane. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:99-:d:169842.

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2017A note on upper-patched generators for Archimedean copulas. (2017). Rulliere, Didier ; di Bernardino, Elena. In: Post-Print. RePEc:hal:journl:hal-01347869.

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2017A note on the Estimation of a Gamma-Variance Process: Learning from a Failure. (2017). Tucci, Marco P ; Cervellera, Gian P. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9566-3.

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2017Estimation of the Frank copula model for dependent competing risks in accelerated life testing. (2017). Hove, Herbert ; Kapur, Parmod K ; Beichelt, Frank. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:8:y:2017:i:4:d:10.1007_s13198-016-0548-6.

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2017Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (2017). Huang, YA ; Zhou, Jieming ; Yang, Xiangqun . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:2:d:10.1007_s00186-017-0570-8.

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2018Modelling bivariate lifetime data using copula. (2018). Nair, Unnikrishnan N ; John, Preethi ; Sankaran, P G. In: METRON. RePEc:spr:metron:v:76:y:2018:i:2:d:10.1007_s40300-018-0135-5.

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Works by Vladimir K. Kaishev:


YearTitleTypeCited
2008GeD spline estimation of multivariate Archimedean copulas In: Computational Statistics & Data Analysis.
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article11
1989Optimal experimental designs for the B-spline regression In: Computational Statistics & Data Analysis.
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article5
2001An improved finite-time ruin probability formula and its Mathematica implementation In: Insurance: Mathematics and Economics.
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article17
2006Excess of loss reinsurance under joint survival optimality In: Insurance: Mathematics and Economics.
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article15
2007Modelling the joint distribution of competing risks survival times using copula functions In: Insurance: Mathematics and Economics.
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article4
2010Optimal joint survival reinsurance: An efficient frontier approach In: Insurance: Mathematics and Economics.
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article10
2013Dependent competing risks: Cause elimination and its impact on survival In: Insurance: Mathematics and Economics.
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article4
2009Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options In: Management Science.
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article4
2014Lookback option pricing using the Fourier transform B-spline method In: Quantitative Finance.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team