Items where Author is "Ignatov, Z. G."
Article
Dimitrova, D. S. 
ORCID: 0000-0003-3169-2735, Kaishev, V. K. & 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. & Kaishev, V. K. (2017). On the First Crossing of Two Boundaries by an Order Statistics Risk Process. Risks, 5(3), article number 43. doi: 10.3390/risks5030043
Ignatov, Z. G. & Kaishev, V. K. (2016). First crossing time, overshoot and Appell-Hessenberg type functions. Stochastics: An International Journal of Probability and Stochastic Processes, 88(8), pp. 1240-1260. doi: 10.1080/17442508.2016.1230613
Ignatov, Z. G. & Kaishev, V. K. (2011). Finite Time Non-Ruin Probability Formulae for Erlang Claim Interarrivals and Continuous Interdependent Claim Severities. Stochastics: An International Journal of Probability and Stochastic Processes, 84(4), pp. 461-485. doi: 10.1080/17442508.2011.615932
Kaishev, V. K., Dimitrova, D. S. & Ignatov, Z. G. (2008). Operational risk and insurance: a ruin probabilistic reserving approach. JOURNAL OF OPERATIONAL RISK, 3(3), pp. 39-60. doi: 10.21314/jop.2008.047
Conference or Workshop Item
Dimitrova, D. S., Ignatov, Z. G. & 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.
Working Paper
Ignatov, Z. G., Kaishev, V. K. & Krachunov, R. (2003). Optimal retention levels, given the joint survival of cedent and reinsurer (Actuarial Research Paper No. 147). London, UK: Faculty of Actuarial Science & Insurance, City University London.