| Publication | Date of Publication | Type |
|---|
| Stability and safety analysis of mixed traffic flow considering network function degradation and platoon driving on the road with a slope | 2023-11-07 | Paper |
| Operator Regular Variation of Multivariate Liouville Distributions | 2023-07-06 | Paper |
| Hybrid characteristics of heterogeneous traffic flow mixed with electric vehicles considering the amplitude of acceleration and deceleration | 2023-03-13 | Paper |
| On Rapid Variation of Multivariate Probability Densities | 2021-04-28 | Paper |
| Tail densities of skew-elliptical distributions | 2019-05-27 | Paper |
| Preface: Special issue in memory of Moshe Shaked | 2018-11-08 | Paper |
| Operator tail dependence of copulas | 2018-11-08 | Paper |
| Higher order tail densities of copulas and hidden regular variation | 2015-06-18 | Paper |
| Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders | 2015-05-22 | Paper |
| Asymptotic Analysis of Multivariate Tail Conditional Expectations | 2014-07-19 | Paper |
| Relations Between Hidden Regular Variation and the Tail Order of Copulas | 2014-05-14 | Paper |
| Asymptotic analysis of simultaneous damages in spatial Boolean models | 2014-05-08 | Paper |
| Tail distortion risk and its asymptotic analysis | 2014-04-10 | Paper |
| Toward a Copula Theory for Multivariate Regular Variation | 2013-09-20 | Paper |
| Extremal dependence of copulas: a tail density approach | 2013-01-16 | Paper |
| Vine copulas with asymmetric tail dependence and applications to financial return data | 2012-12-30 | Paper |
| Tail risk of multivariate regular variation | 2012-06-20 | Paper |
| Extreme value properties of multivariate \(t\) copulas | 2011-02-22 | Paper |
| Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions | 2010-02-02 | Paper |
| Tail dependence functions and vine copulas | 2009-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641363 | 2009-11-11 | Paper |
| On the Coordinated Random Group Replacement Policy in Multivariate Repairable Systems | 2009-07-10 | Paper |
| Tail dependence for multivariate copulas and its monotonicity | 2009-01-28 | Paper |
| Markov Repairable Systems with History-Dependent Up and Down States | 2008-12-17 | Paper |
| Orthant tail dependence of multivariate extreme value distributions | 2008-12-10 | Paper |
| Nonlinear constitutive behavior of ferroelectric materials | 2008-10-16 | Paper |
| Tail dependence comparison of survival Marshall-Olkin copulas | 2008-08-20 | Paper |
| Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence | 2008-08-08 | Paper |
| Greedy algorithm for the general multidimensional knapsack problem | 2008-03-31 | Paper |
| Opportunistic maintenance for multi-component shock models | 2008-03-06 | Paper |
| Dependence properties and bounds for ruin probabilities in multivariate compound risk models | 2007-06-26 | Paper |
| Stochastic comparison of age-dependent block replacement policies | 2006-10-27 | Paper |
| A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance | 2006-07-13 | Paper |
| Conditional tail expectations for multivariate phase-type distributions | 2006-01-26 | Paper |
| Multivariate risk model of phase type | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672456 | 2005-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663898 | 2005-04-04 | Paper |
| Imperfect repair models with preventive maintenance | 2004-09-27 | Paper |
| Association of multivariate phase-type distributions, with applications to shock models. | 2004-02-14 | Paper |
| Directionally convex comparison of correlated first passage times | 2002-08-20 | Paper |
| Stochastic bounds and dependence properties of survival times in a multicomponent shock model | 2002-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2734972 | 2002-02-24 | Paper |
| Majorization of Weighted Trees: A New Tool to Study Correlated Stochastic Systems | 2001-11-26 | Paper |
| Stochastic models for dependent life lengths induced by common pure jump shock environments | 2001-10-07 | Paper |
| On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems | 2001-07-12 | Paper |
| Ageing first-passage times of Markov processes: a matrix approach | 2001-01-04 | Paper |
| Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains | 2000-01-01 | Paper |
| Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals | 1999-11-11 | Paper |
| Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals | 1997-06-03 | Paper |
| On the first passage times for Markov processes with monotone convex transition kernels | 1995-10-09 | Paper |
| Stochastic Convexity and Concavity of Markov Processes | 1994-11-21 | Paper |
| Stochastic equivalence of ordered random variables with applications in reliability theory | 1994-11-06 | Paper |
| Stochastic majorization of stochastically monotone families of random variables | 1994-04-06 | Paper |
