Up a level |

Group by: Publication Type | No Grouping

Number of items: **25**.

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K. and Ignatov, Z. G. (2018).
Ruin and Deficit Under Claim Arrivals with the Order Statistics Property.
*Methodology and Computing in Applied Probability*,
doi: 10.1007/s11009-018-9669-5

Dimitrova, D. S., Ignatov, Z. G. and Kaishev, V. K. (2017).
On the First Crossing of Two Boundaries by an Order Statistics Risk Process.
*Risks*, 5(3),
43..
doi: 10.3390/risks5030043

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2016).
Geometrically designed, variable knot regression splines.
*Computational Statistics*, 31(3),
pp. 1079-1105.
doi: 10.1007/s00180-015-0621-7

Dimitrova, D. S., Kaishev, V. K. and Zhao, S. (2016).
On the evaluation of finite-time ruin probabilities in a dependent risk model.
*Applied Mathematics and Computation*, 275,
pp. 268-286.
doi: 10.1016/j.amc.2015.11.082

Dimitrova, D. S., Kaishev, V. K. and Zhao, S. (2015).
Modeling Finite-Time Failure Probabilities in Risk Analysis Applications.
*Risk Analysis*, 35(10),
pp. 1919-1939.
doi: 10.1111/risa.12384

Dimitrova, D. S., Kaishev, V. K. and Zhao, S. (2015).
On finite-time ruin probabilities in a generalized dual risk model with dependence.
*European Journal of Operational Research*, 242(1),
pp. 134-148.
doi: 10.1016/j.ejor.2014.10.007

Dimitrova, D. S., Haberman, S. and Kaishev, V. K. (2013).
Dependent competing risks: Cause elimination and its impact on survival.
*Insurance: Mathematics and Economics*, 53(2),
pp. 464-477.
doi: 10.1016/j.insmatheco.2013.07.008

Dimitrova, D. S. and Kaishev, V. K. (2010).
Optimal joint survival reinsurance: An efficient frontier approach.
*INSURANCE MATHEMATICS & ECONOMICS*, 47(1),
doi: 10.1016/j.insmatheco.2010.03.006

Kaishev, V. K. and Dimitrova, D. S. (2009).
Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options..
*Management Science*, 55,
pp. 483-496.
doi: 10.1287/mnsc.1080.0953

Dimitrova, D. S., Kaishev, V. K. and Penev, S. (2008).
GeD spline estimation of multivariate Archimedean copulas.
*Computational Statistics & Data Analysis*, 52(7),
pp. 3570-3582.
doi: 10.1016/j.csda.2007.11.010

Kaishev, V. K., Dimitrova, D. S. and Ignatov, Z. G. (2008).
Operational risk and insurance: a ruin probabilistic reserving approach.
*JOURNAL OF OPERATIONAL RISK*, 3(3),

Kaishev, V. K., Dimitrova, D. S. and Haberman, S. (2007).
Modelling the joint distribution of competing risks survival times using copula functions.
*Insurance: Mathematics and Economics*, 41(3),
pp. 339-361.
doi: 10.1016/j.insmatheco.2006.11.006

Kaishev, V. K. and Dimitrova, D. S. (2006).
Excess of loss reinsurance under joint survival optimality.
*Insurance: Mathematics and Economics*, 39(3),
pp. 376-389.
doi: 10.1016/j.insmatheco.2006.05.005

Dimitrova, D. S., Kaishev, V. K. and Tan, S. (2017).
*Computing the Kolmogorov-Smirnov Distribution when the Underlying cdf is Purely Discrete, Mixed or Continuous*.
.

Dimitrova, D. S., Kaishev, V. K., Lattuada, L. and Verrall, R. J. (2017).
*Geometrically Designed Variable Knot Splines in Generalized (Non-)Linear Models*.
.

Dimitrova, D. S., Kaishev, V. K. and Penev, S. (2007).
*GeD spline estimation of multivariate Archimedean copulas* (Report No. Actuarial Research Paper No. 179).
London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006).
*Geometrically designed, variable knot regression splines: variation diminish optimality of knots* (Report No. Statistical Research Paper No. 29).
London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006).
*Geometrically designed, variable know regression splines: asymptotics and inference* (Report No. Statistical Research Paper No. 28).
London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K. and Dimitrova, D. S. (2005).
*Excess of loss reinsurance under joint survival optimality* (Report No. Actuarial Research Paper No. 165).
London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Haberman, S. and Dimitrova, D. S. (2005).
*Modelling the joint distribution of competing risks survival times using copula functions* (Report No. Actuarial Research Paper No. 164).
London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2004).
*Automatic, computer aided geometric design of free-knot, regression splines* (Report No. Statistical Research Paper No. 24).
London, UK: Faculty of Actuarial Science & Insurance, City University London.

Dimitrova, D. S., Ignatov, Z. G. and Kaishev, V. K. (2015).
*Ruin and deficit at ruin under an extended order statistics risk process*.
Paper presented at the IME 2015, 24-26 Jun 2015, Liverpool, UK.

Dimitrova, D. S. (2007).
*Dependent risk modelling in (re)insurance and ruin*.
(Unpublished Doctoral thesis, City University London)

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006).
*Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference* (Report No. Statistical Research Paper No. 28).
Cass Business School, City University, London.

Dimitrova, D. S., Kaishev, V. K. and Haberman, S. (2014). Research Excellence Framework (REF).