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Number of items: **26**.

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Ignatov, Z., Kaishev, V. K. and Tan, S. (2019).
On Double-Boundary Non-Crossing Probability for a Class of Compound Processes with Applications.
*European Journal of Operational Research*,
doi: 10.1016/j.ejor.2019.09.058

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

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

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(Unpublished Doctoral thesis, City University London)

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* (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* (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* (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* (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* (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* (Statistical Research Paper No. 24).
London, UK: Faculty of Actuarial Science & Insurance, City University London.