Asmerilda Hitaj

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance Annals of Operations Research	2025-09-29	Paper
A new discrete exponential distribution: properties and applications Journal of Statistical Theory and Practice	2025-07-10	Paper
Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability Statistics	2024-11-05	Paper
Discrete half-logistic distributions with applications in reliability and risk analysis Annals of Operations Research	2024-09-10	Paper
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances Statistical Papers	2023-11-17	Paper
On Properties of the MixedTS Distribution and Its Multivariate Extension International Statistical Review	2023-11-10	Paper
Smart network based portfolios Annals of Operations Research	2022-09-26	Paper
Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models Annals of Operations Research	2022-09-08	Paper
Goodman and Kruskal's gamma coefficient for ordinalized bivariate normal distributions Psychometrika	2022-01-07	Paper
Asset allocation: new evidence through network approaches Annals of Operations Research	2021-11-08	Paper
On multivariate extensions of the mixed tempered stable distribution	2021-03-29	Paper
Lévy CARMA models for shocks in mortality Decisions in Economics and Finance	2019-10-23	Paper
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization Computational Management Science	2019-02-18	Paper
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study Computational Management Science	2019-02-18	Paper
Portfolio allocation using omega function: an empirical analysis Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-12-13	Paper

Research outcomes over time

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