| Publication | Date of Publication | Type |
|---|
Technical Note—Ranking Distributions When Only Means and Variances Are Known
Operations Research | 2022-12-01 | Paper |
A spot market model for pricing derivatives in electricity markets
Quantitative Finance | 2019-01-15 | Paper |
Expectiles, omega ratios and stochastic ordering
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
A tilting algorithm for the estimation of fractional age survival probabilities
Lifetime Data Analysis | 2015-10-15 | Paper |
Generalized quantiles as risk measures
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Certainty equivalents as risk measures
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
Fear of loss, inframodularity, and transfers
Journal of Economic Theory | 2012-07-13 | Paper |
Comparison and bounds for functionals of future lifetimes consistent with life tables
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Modeling and Comparing Dependencies in Multivariate Risk Portfolios
ASTIN Bulletin | 2008-06-25 | Paper |
Dependence properties and comparison results for Lévy processes
Mathematical Methods of Operations Research | 2008-04-23 | Paper |
Stochastic orders and risk measures: consistency and bounds
Insurance Mathematics & Economics | 2006-10-05 | Paper |
Positive Dependence and Weak Convergence
Journal of Applied Probability | 2006-09-25 | Paper |
Stochastic Order Relations and Lattices of Probability Measures
SIAM Journal on Optimization | 2006-05-30 | Paper |
Stochastic Comparison of Random Vectors with a Common Copula
Mathematics of Operations Research | 2005-11-11 | Paper |
Archimedean copulae and positive dependence
Journal of Multivariate Analysis | 2005-05-12 | Paper |
Some counterexamples in positive dependence
Journal of Statistical Planning and Inference | 2004-09-09 | Paper |
On the interplay between variability and negative dependence for bivariate distributions.
Operations Research Letters | 2003-11-17 | Paper |
Asymptotic ruin probabilities for risk processes with dependent increments.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Sensitivity analysis of a sequential decision problem with learning
Mathematical Methods of Operations Research | 2003-06-26 | Paper |
Smooth generators of integral stochastic orders.
The Annals of Applied Probability | 2003-05-06 | Paper |
On the optimal stopping values induced by general dependence structures
Journal of Applied Probability | 2003-01-01 | Paper |
Characterizations of classes of lifetime distributions generalizing the NBUE class
Journal of Applied Probability | 2003-01-01 | Paper |
The newsvendor game has a nonempty core
Games and Economic Behavior | 2002-09-30 | Paper |
Even risk-averters may love risk
Theory and Decision | 2002-08-21 | Paper |
Stochastic ordering of multivariate normal distributions
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
scientific article; zbMATH DE number 1664590 (Why is no real title available?)
| 2002-04-08 | Paper |
Comparison methods for stochastic models and risks
Wiley Series in Probability and Statistics | 2002-03-21 | Paper |
Bounds for optimal stopping values of dependent random variables with given marginals
Statistics & Probability Letters | 2002-02-18 | Paper |
On a Conjecture of Koole
Probability in the Engineering and Informational Sciences | 2001-11-07 | Paper |
Some remarks on the supermodular order
Journal of Multivariate Analysis | 2001-04-09 | Paper |
Expected utility maximization of optimal stopping problems
European Journal of Operational Research | 2000-03-23 | Paper |
On the waiting times in queues with dependency between interarrival and service times
Operations Research Letters | 2000-03-21 | Paper |
Comparing risks with unbounded distributions
Journal of Mathematical Economics | 1999-09-01 | Paper |
Another tale of two tails: on characterizations of comparative risk
Journal of Risk and Uncertainty | 1999-05-25 | Paper |
Cost-minimal immunization in the Greenwood epidemic model
Mathematical Biosciences | 1998-10-19 | Paper |
How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
Mathematics of Operations Research | 1998-07-16 | Paper |
Integral Probability Metrics and Their Generating Classes of Functions
Advances in Applied Probability | 1998-06-23 | Paper |
Stop-loss order for portfolios of dependent risks
Insurance Mathematics & Economics | 1998-03-17 | Paper |
Stochastic Orders Generated by Integrals: a Unified Study
Advances in Applied Probability | 1998-02-04 | Paper |
scientific article; zbMATH DE number 977755 (Why is no real title available?)
| 1997-02-13 | Paper |
Orderings of risks: A comparative study via stop-loss transforms
Insurance Mathematics & Economics | 1997-02-02 | Paper |
scientific article; zbMATH DE number 871074 (Why is no real title available?)
| 1996-04-28 | Paper |
