Vladimir K. Kaishev

Management Science and Operations Research · 2001–2007

A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 11 citations into it
• Demography — 10 citations into it; #4,181 of 4,236 by trust here, #2,670 by citations
• Economics and Econometrics — 6 citations into it; #23,243 of 23,481 by trust here, #20,730 by citations
• Finance — 6 citations into it

Whom Vladimir K. Kaishev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hanspeter Schmidli
2. Knut K. Aase
3. Marek Kaluszka
4. Laura Ballotta
5. Steven Haberman

Who trusts Vladimir K. Kaishev overall

1. Ken Seng Tan

Papers from Vladimir K. Kaishev's perspective

Ordered by how strongly the researchers Vladimir K. Kaishev trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal Proportional Reinsurance Policies in a Dynamic Setting
2. A Practical Guide to Splines
3. An Improved Finite-Time Ruin Probability Formula and Its Mathematica Implementation
4. Fonctions de repartition a n dimensions et leurs marges
5. An Introduction to Copulas
6. Multivariate Survival Modelling: A Unified Approach with Copulas
7. On minimizing the ruin probability by investment and reinsurance
8. Perspectives of Risk Sharing
9. Stochastic processes in insurance and finance
10. Stochastic control for optimal new business

Their papers

• An Improved Finite-Time Ruin Probability Formula and Its Mathematica Implementation (2001) — 50 citations
• Optimal retention levels, given the joint survival of cedent and reinsurer (2004) — 66 citations
• Modelling the joint distribution of competing risks survival times using copula functions (2007) — 84 citations
• A finite-time ruin probability formula for continuous claim severities (2004) — 48 citations