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Items where Author is "Ignatov, Z. G."

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Number of items: 7.

Article

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

Ignatov, Z. G. and 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. and 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. and Ignatov, Z. G. (2008). Operational risk and insurance: a ruin probabilistic reserving approach. JOURNAL OF OPERATIONAL RISK, 3(3),

Conference or Workshop Item

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.

Working Paper

Ignatov, Z. G., Kaishev, V. K. and 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.

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