Vladimir K. Kaishev

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 5

Top Topics

Probabilistic Model

Hierarchical Dirichlet Processes

Kolmogorov Smirnov

Banking Services

Top Venues

Appl. Math. Comput.

Eur. J. Oper. Res.

J. Stat. Softw.

Publications

Dimitrina S. Dimitrova, Vladimir K. Kaishev, Andrea Lattuada, Richard J. Verrall
Geometrically designed variable knot splines in generalized (non-)linear models. Appl. Math. Comput. 436 (2023)
Dimitrina S. Dimitrova, Vladimir K. Kaishev, Senren Tan
Computing the Kolmogorov-Smirnov Distribution When the Underlying CDF is Purely Discrete, Mixed, or Continuous. J. Stat. Softw. 95 (1) (2020)
Dimitrina S. Dimitrova, Zvetan G. Ignatov, Vladimir K. Kaishev, Senren Tan
On double-boundary non-crossing probability for a class of compound processes with applications. Eur. J. Oper. Res. 282 (2) (2020)
Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, Richard J. Verrall
Geometrically designed, variable knot regression splines. Comput. Stat. 31 (3) (2016)
Dimitrina S. Dimitrova, Vladimir K. Kaishev, Shouqi Zhao
On the evaluation of finite-time ruin probabilities in a dependent risk model. Appl. Math. Comput. 275 (2016)
Dimitrina S. Dimitrova, Vladimir K. Kaishev, Shouqi Zhao
On finite-time ruin probabilities in a generalized dual risk model with dependence. Eur. J. Oper. Res. 242 (1) (2015)
Vladimir K. Kaishev, Jens Perch Nielsen, Fredrik Thuring
Optimal customer selection for cross-selling of financial services products. Expert Syst. Appl. 40 (5) (2013)
Vladimir K. Kaishev, Dimitrina S. Dimitrova
Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options. Manag. Sci. 55 (3) (2009)
Dimitrina S. Dimitrova, Vladimir K. Kaishev, Spiridon I. Penev
GeD spline estimation of multivariate Archimedean copulas. Comput. Stat. Data Anal. 52 (7) (2008)