Vladimir K. Kaishev : Citation Profile


Are you Vladimir K. Kaishev?

City University

6

H index

4

i10 index

78

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   25 years (1989 - 2014). See details.
   Cites by year: 3
   Journals where Vladimir K. Kaishev has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka248
   Updated: 2021-03-01    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)

Moraux, Franck (2)

Payandeh, Amir (2)

Panagiotelis, Anastasios (2)

van Dijk, Dick (2)

Lu, Yang (2)

Li, Shuanming (1)

Diks, Cees (1)

Germano, Guido (1)

Cites to:

Milne, Frank (2)

Valdez, Emiliano (2)

Centeno, Maria de Lourdes (2)

Dellaportas, Petros (1)

Tsyrennikov, Viktor (1)

Lewis, Alan (1)

De Waegenaere, Anja (1)

Lo, Simon (1)

Chen, Xiaohong (1)

luciano, elisa (1)

Markowitz, Harry (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 (2021 and 2020)


YearTitle of citing document
2020American step options. (2020). De Temple, Jerome ; Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:363-385.

Full description at Econpapers || Download paper

2020Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. (2020). Germano, G ; Marazzina, D ; Phelan, C E. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103780.

Full description at Econpapers || Download paper

2020American Step Options. (2019). Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome ; De Temple, Jerome. In: Post-Print. RePEc:hal:journl:halshs-02283374.

Full description at Econpapers || Download paper

2020Dynamic programming for valuing American options under a variance‐gamma process. (2020). Remillard, Bruno ; Cherif, Rim ; ben Ameur, Hatem ; BenAmeur, Hatem . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1548-1561.

Full description at Econpapers || Download paper

Works by Vladimir K. Kaishev:


YearTitleTypeCited
2008GeD spline estimation of multivariate Archimedean copulas In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article11
1989Optimal experimental designs for the B-spline regression In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article5
2001An improved finite-time ruin probability formula and its Mathematica implementation In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article17
2006Excess of loss reinsurance under joint survival optimality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article15
2007Modelling the joint distribution of competing risks survival times using copula functions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article6
2010Optimal joint survival reinsurance: An efficient frontier approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article10
2013Dependent competing risks: Cause elimination and its impact on survival In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2009Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options In: Management Science.
[Full Text][Citation analysis]
article7
2014Lookback option pricing using the Fourier transform B-spline method In: Quantitative Finance.
[Full Text][Citation analysis]
article2

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