| 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
Physica A | 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
Physica A | 2023-03-13 | Paper |
| On Rapid Variation of Multivariate Probability Densities | 2021-04-28 | Paper |
Tail densities of skew-elliptical distributions
Journal of Multivariate Analysis | 2019-05-27 | Paper |
Preface: Special issue in memory of Moshe Shaked
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
Operator tail dependence of copulas
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
Higher order tail densities of copulas and hidden regular variation
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders
Stochastic Orders in Reliability and Risk | 2015-05-22 | Paper |
Asymptotic Analysis of Multivariate Tail Conditional Expectations
North American Actuarial Journal | 2014-07-19 | Paper |
Relations between hidden regular variation and the tail order of copulas
Journal of Applied Probability | 2014-05-14 | Paper |
Asymptotic analysis of simultaneous damages in spatial Boolean models
Annals of Operations Research | 2014-05-08 | Paper |
Tail distortion risk and its asymptotic analysis
Insurance Mathematics & Economics | 2014-04-10 | Paper |
Toward a copula theory for multivariate regular variation
Copulae in Mathematical and Quantitative Finance | 2013-09-20 | Paper |
Extremal dependence of copulas: a tail density approach
Journal of Multivariate Analysis | 2013-01-16 | Paper |
Vine copulas with asymmetric tail dependence and applications to financial return data
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Tail risk of multivariate regular variation
Methodology and Computing in Applied Probability | 2012-06-20 | Paper |
Extreme value properties of multivariate \(t\) copulas
Extremes | 2011-02-22 | Paper |
Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
Journal of Applied Probability | 2010-02-02 | Paper |
Tail dependence functions and vine copulas
Journal of Multivariate Analysis | 2009-11-27 | Paper |
| scientific article; zbMATH DE number 5630718 (Why is no real title available?) | 2009-11-11 | Paper |
On the Coordinated Random Group Replacement Policy in Multivariate Repairable Systems
Operations Research | 2009-07-10 | Paper |
Tail dependence for multivariate copulas and its monotonicity
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Markov Repairable Systems with History-Dependent Up and Down States
Stochastic Models | 2008-12-17 | Paper |
Orthant tail dependence of multivariate extreme value distributions
Journal of Multivariate Analysis | 2008-12-10 | Paper |
Nonlinear constitutive behavior of ferroelectric materials
Science in China. Series G | 2008-10-16 | Paper |
Tail dependence comparison of survival Marshall-Olkin copulas
Methodology and Computing in Applied Probability | 2008-08-20 | Paper |
Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence
Communications in Statistics: Theory and Methods | 2008-08-08 | Paper |
Greedy algorithm for the general multidimensional knapsack problem
Annals of Operations Research | 2008-03-31 | Paper |
Opportunistic maintenance for multi-component shock models
Mathematical Methods of Operations Research | 2008-03-06 | Paper |
Dependence properties and bounds for ruin probabilities in multivariate compound risk models
Journal of Multivariate Analysis | 2007-06-26 | Paper |
Stochastic comparison of age-dependent block replacement policies
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance
Stochastic Models | 2006-07-13 | Paper |
Conditional tail expectations for multivariate phase-type distributions
Journal of Applied Probability | 2006-01-26 | Paper |
Multivariate risk model of phase type
Insurance Mathematics & Economics | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2163571 (Why is no real title available?) | 2005-04-29 | Paper |
| scientific article; zbMATH DE number 2152293 (Why is no real title available?) | 2005-04-04 | Paper |
Imperfect repair models with preventive maintenance
Journal of Applied Probability | 2004-09-27 | Paper |
Association of multivariate phase-type distributions, with applications to shock models.
Statistics & Probability Letters | 2004-02-14 | Paper |
Directionally convex comparison of correlated first passage times
Methodology and Computing in Applied Probability | 2002-08-20 | Paper |
Stochastic bounds and dependence properties of survival times in a multicomponent shock model
Journal of Multivariate Analysis | 2002-04-08 | Paper |
| Stochastic processes in reliability | 2002-02-24 | Paper |
Majorization of weighted trees: A new tool to study correlated stochastic systems
Mathematics of Operations Research | 2001-11-26 | Paper |
Stochastic models for dependent life lengths induced by common pure jump shock environments
Journal of Applied Probability | 2001-10-07 | Paper |
On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
Journal of Applied Probability | 2001-07-12 | Paper |
Ageing first-passage times of Markov processes: a matrix approach
Journal of Applied Probability | 2001-01-04 | Paper |
Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains
Communications in Statistics. Stochastic Models | 2000-01-01 | Paper |
Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
Journal of Multivariate Analysis | 1999-11-11 | Paper |
Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
Journal of Multivariate Analysis | 1997-06-03 | Paper |
On the first passage times for Markov processes with monotone convex transition kernels
Stochastic Processes and their Applications | 1995-10-09 | Paper |
Stochastic Convexity and Concavity of Markov Processes
Mathematics of Operations Research | 1994-11-21 | Paper |
Stochastic equivalence of ordered random variables with applications in reliability theory
Statistics & Probability Letters | 1994-11-06 | Paper |
Stochastic majorization of stochastically monotone families of random variables
Advances in Applied Probability | 1994-04-06 | Paper |
