| Publication | Date of Publication | Type |
|---|
Collective epidemics with asymptomatics and functional infection rates
Stochastics | 2024-12-03 | Paper |
Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
Dependence Modeling | 2024-01-24 | Paper |
| On geometric-type approximations with applications to risk and related processes | 2023-09-14 | Paper |
Basis risk management and randomly scaled uncertainty
Insurance Mathematics & Economics | 2023-02-01 | Paper |
More for less insurance model: an alternative to (re)insurance
Journal of Statistical Theory and Practice | 2022-11-16 | Paper |
On the risk of ruin in a SIS type epidemic
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Ruin problems for epidemic insurance
Advances in Applied Probability | 2022-01-18 | Paper |
On partially Schur-constant models and their associated copulas
Dependence Modeling | 2022-01-03 | Paper |
A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling
Journal of Mathematical Biology | 2021-11-12 | Paper |
Schur-constant and related dependence models, with application to ruin probabilities
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Scandinavian Actuarial Journal | 2021-09-13 | Paper |
Delta operators, power series distributions and recursions for compound sums
Journal of Mathematical Analysis and Applications | 2021-03-30 | Paper |
On branching models with alarm triggerings
Journal of Applied Probability | 2020-12-11 | Paper |
SIR-type epidemic models as block-structured Markov processes
Methodology and Computing in Applied Probability | 2020-08-28 | Paper |
Partially Schur-constant models
Journal of Multivariate Analysis | 2019-07-02 | Paper |
Final outcomes and disease insurance for a controlled epidemic model
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
| A multivariate stochastic ordering by the mixed descending factorial moments with applications | 2018-11-16 | Paper |
Markov property in discrete Schur-constant models
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
A general approach to the integral functionals of epidemic processes
Journal of Applied Probability | 2018-09-26 | Paper |
On the outcome of epidemics with detections
Journal of Applied Probability | 2018-09-26 | Paper |
Epidemic risk and insurance coverage
Journal of Applied Probability | 2018-09-26 | Paper |
Cross-infection in epidemics spread by carriers
Stochastic Models | 2018-05-28 | Paper |
Duality in ruin problems for ordered risk models
Insurance Mathematics & Economics | 2018-02-15 | Paper |
Some comparison results for finite-time ruin probabilities in the classical risk model
Insurance Mathematics & Economics | 2017-11-23 | Paper |
On finite exchangeable sequences and their dependence
Journal of Multivariate Analysis | 2017-11-09 | Paper |
Risk models in insurance and epidemics: a bridge through randomized polynomials
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Polynomials, random walks and risk processes: a multivariate framework
Stochastics | 2016-11-25 | Paper |
Boundary crossing of order statistics point processes
Journal of Mathematical Analysis and Applications | 2016-11-18 | Paper |
SIR epidemics with stages of infection
Advances in Applied Probability | 2016-11-01 | Paper |
Appell pseudopolynomials and Erlang-type risk models
Stochastics | 2016-06-10 | Paper |
Discrete Schur-constant models
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Ruin probabilities for risk models with ordered claim arrivals
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints
Journal of Mathematical Analysis and Applications | 2014-11-19 | Paper |
Survival probabilities in bivariate risk models, with application to reinsurance
Insurance Mathematics & Economics | 2014-06-23 | Paper |
On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Convolution property and exponential bounds for symmetric monotone densities
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Ruin problems for a discrete time risk model with non-homogeneous conditions
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
On multiply monotone distributions, continuous or discrete, with applications
Journal of Applied Probability | 2013-10-17 | Paper |
On multiply monotone distributions, continuous or discrete, with applications
Journal of Applied Probability | 2013-09-01 | Paper |
Stein's method and stochastic orderings
Advances in Applied Probability | 2012-07-12 | Paper |
Stein's method and stochastic orderings
Advances in Applied Probability | 2012-07-12 | Paper |
Stationary-excess operator and convex stochastic orders
Insurance Mathematics & Economics | 2012-02-10 | Paper |
On the Lagrangian Katz family of distributions as a claim frequency model
Insurance Mathematics & Economics | 2012-02-10 | Paper |
A new look at the homogeneous risk model
Insurance Mathematics & Economics | 2011-12-21 | Paper |
On Markov-Pólya Distribution and the Katz Family of Distributions
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Polynomial structures in rank statistics distributions
Journal of Statistical Planning and Inference | 2011-01-31 | Paper |
Finite-time ruin probabilities for discrete, possibly dependent, claim severities
Methodology and Computing in Applied Probability | 2009-08-31 | Paper |
From damage models to SIR epidemics and cascading failures
Advances in Applied Probability | 2009-05-06 | Paper |
On finite-time ruin probabilities for classical risk models
Scandinavian Actuarial Journal | 2009-02-28 | Paper |
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
Insurance Mathematics & Economics | 2009-01-16 | Paper |
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
Insurance Mathematics & Economics | 2008-06-25 | Paper |
| scientific article; zbMATH DE number 5196661 (Why is no real title available?) | 2007-09-28 | Paper |
ON THE OUTCOME OF A CASCADING FAILURE MODEL
Probability in the Engineering and Informational Sciences | 2007-09-11 | Paper |
Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
Methodology and Computing in Applied Probability | 2007-09-10 | Paper |
First-crossing and ballot-type results for some nonstationary sequences
Advances in Applied Probability | 2007-09-03 | Paper |
Estimating protective vaccine efficacy from large trials with recruitment
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
A nonhomogeneous risk model for insurance
Computers & Mathematics with Applications | 2006-06-30 | Paper |
Nonstationarity and randomization in the Reed-Frost epidemic model
Journal of Applied Probability | 2006-06-29 | Paper |
| On spline approximation for bivariate functions of increasing convex type | 2006-04-12 | Paper |
On the first meeting or crossing of two independent trajectories for some counting processes.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Problèmes de ruine en théorie du risque à temps discret avec horizon fini
Journal of Applied Probability | 2004-05-18 | Paper |
Probabilité de ruine éventuelle dans un modèle de risque à temps discret
Journal of Applied Probability | 2004-05-18 | Paper |
Exact norms of a Stein-type operator and associated stochastic orderings
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-03-11 | Paper |
Multirisks model and finite-time ruin probabilities
Methodology and Computing in Applied Probability | 2004-01-14 | Paper |
Measuring the impact of dependence between claims occurrences.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Generalized Pearson distributions and related characterization problems
Annals of the Institute of Statistical Mathematics | 2003-05-11 | Paper |
Polynomial structures in order statistics distributions
Journal of Statistical Planning and Inference | 2003-04-09 | Paper |
On \(s\)-convexity and risk aversion
Theory and Decision | 2002-01-14 | Paper |
Stochastic convexity of the Poisson mixture model
Methodology and Computing in Applied Probability | 2002-01-04 | Paper |
| scientific article; zbMATH DE number 1664582 (Why is no real title available?) | 2002-01-03 | Paper |
Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models (III)
Advances in Applied Probability | 2001-12-18 | Paper |
On the Probability of (Non-) Ruin in Infinite Time
Scandinavian Actuarial Journal | 2001-12-12 | Paper |
Stochastic orderings of convex/concave-type on an arbitrary grid
Mathematics of Operations Research | 2001-11-26 | Paper |
Branching approximation for the collective epidemic model
Methodology and Computing in Applied Probability | 2001-08-16 | Paper |
GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
Probability in the Engineering and Informational Sciences | 2001-08-12 | Paper |
A class of bivariate stochastic orderings, with applications in actuarial sciences
Insurance Mathematics & Economics | 2001-08-06 | Paper |
On \(s\)-convex approximations
Advances in Applied Probability | 2001-05-06 | Paper |
On the theory of high convexity stochastic orders
Statistics & Probability Letters | 2001-04-09 | Paper |
The moments of ruin time in the classical risk model with discrete claim size distribution
Insurance Mathematics & Economics | 2001-03-20 | Paper |
Comparison of individual risk models
Insurance Mathematics & Economics | 2001-01-01 | Paper |
On the algebraic structure in Markovian processes of death and epidemic types
Advances in Applied Probability | 2000-11-06 | Paper |
Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
Insurance Mathematics & Economics | 2000-08-21 | Paper |
On \(s\)-convex stochastic extrema for arithmetic risks
Insurance Mathematics & Economics | 2000-03-30 | Paper |
Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution
Insurance Mathematics & Economics | 2000-03-30 | Paper |
On order-preserving properties of probability metrics
Journal of Theoretical Probability | 1999-11-29 | Paper |
The probability of ruin in finite time with discrete claim size distribution
Scandinavian Actuarial Journal | 1999-11-28 | Paper |
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
Scandinavian Actuarial Journal | 1999-09-14 | Paper |
The s-convex orders among real random variables, with applications
Mathematical Inequalities & Applications | 1999-07-19 | Paper |
Mixed Poisson approximation in the collective epidemic model
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
Insurance Mathematics & Economics | 1999-01-05 | Paper |
Asymptotic behavior of the final number of susceptible individuals in generalized epidemic processes
Siberian Mathematical Journal | 1998-10-06 | Paper |
| scientific article; zbMATH DE number 939781 (Why is no real title available?) | 1997-03-18 | Paper |
| scientific article; zbMATH DE number 939774 (Why is no real title available?) | 1997-03-18 | Paper |
Comparing sums of exchangeable Bernoulli random variables
Journal of Applied Probability | 1997-01-14 | Paper |
Abelian-type expansions and non-linear death processes(II)
Advances in Applied Probability | 1996-12-09 | Paper |
First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
Advances in Applied Probability | 1996-12-09 | Paper |
Collective epidemic models
Mathematical Biosciences | 1996-09-04 | Paper |
| scientific article; zbMATH DE number 866520 (Why is no real title available?) | 1996-06-19 | Paper |
| scientific article; zbMATH DE number 849076 (Why is no real title available?) | 1996-05-01 | Paper |
On a conjecture for the non-existence of the expectation of randomly stopped sums
Journal of Applied Probability | 1996-03-18 | Paper |
Poisson approximation for the final state of a generalized epidemic process
The Annals of Probability | 1996-03-05 | Paper |
On the first crossing of the surplus process with a given upper barrier
Insurance Mathematics & Economics | 1995-02-16 | Paper |
Distribution of the final extent of a rumour process
Journal of Applied Probability | 1994-09-20 | Paper |
| scientific article; zbMATH DE number 490852 (Why is no real title available?) | 1994-06-14 | Paper |
Distribution of the final state and severity of epidemics with fatal risk
Stochastic Processes and their Applications | 1994-03-14 | Paper |
An epidemic model with fatal risk
Mathematical Biosciences | 1994-02-22 | Paper |
An unusual stochastic order relation with some applications in sampling and epidemic theory
Advances in Applied Probability | 1993-06-29 | Paper |
The dimension of Reed-Frost epidemic models with randomized susceptibility levels
Mathematical Biosciences | 1992-06-28 | Paper |
Another look at ganl's carrier-borne epidemic model with two stages of infection
Communications in Statistics. Stochastic Models | 1991-01-01 | Paper |
Measuring the severity of disease clustering using Tango's index
Mathematical Biosciences | 1991-01-01 | Paper |
A non-standard family of polynomials and the final size distribution of Reed-Frost epidemic processes
Advances in Applied Probability | 1990-01-01 | Paper |
A unified analysis of the final size and severity distribution in collective Reed-Frost epidemic processes
Advances in Applied Probability | 1990-01-01 | Paper |
On the association of the lifelengths of components subjected to a stochastic environment
Advances in Applied Probability | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4187572 (Why is no real title available?) | 1990-01-01 | Paper |
Interparticle dependence in a linear death process subjected to a random environment
Journal of Applied Probability | 1990-01-01 | Paper |
On the Extinction of theS–I–Sstochastic logistic epidemic
Journal of Applied Probability | 1989-01-01 | Paper |
On a system of components with joint lifetimes distributed as a mixture of independent exponential laws
Journal of Applied Probability | 1989-01-01 | Paper |
On the formulation of discrete-time epidemic models
Mathematical Biosciences | 1989-01-01 | Paper |
On some effects of variability in the westss epidemic model
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
Biometrika | 1988-01-01 | Paper |
Population systems with (non)-extensive interaction rates
Mathematical and Computer Modelling | 1988-01-01 | Paper |
Comparisons for carrier-borne epidemics in heterogeneous and homogeneous populations
Journal of Applied Probability | 1988-01-01 | Paper |
A Markov Chain Model of Population Growth with an Application in Epidemiology
Biometrical Journal | 1988-01-01 | Paper |
A dynamic model of peak period traffic flows and delays in a corridor
Computers & Mathematics with Applications | 1987-01-01 | Paper |
Implications of the learning curve for the diffusion of new consumer durables
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1987-01-01 | Paper |
On fractional linear bounds for probability generating functions
Journal of Applied Probability | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4055368 (Why is no real title available?) | 1986-01-01 | Paper |
Bounds for the expectation of linear combinations of order statistics with application to pert networks
Stochastic Analysis and Applications | 1986-01-01 | Paper |
Threshold behaviour for a chain-binomial S-I-S infectious disease
Journal of Mathematical Biology | 1986-01-01 | Paper |
A discrete time model for a S-I-S infectious disease with a random number of contacts between individuals
Mathematical Modelling | 1986-01-01 | Paper |
Note sur les problèmes d'ordonnancement PERT aléatoires
RAIRO - Operations Research | 1985-01-01 | Paper |
A discrete time model of interactive diffusion
The Journal of Mathematical Sociology | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3910205 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3902460 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3845298 (Why is no real title available?) | 1984-01-01 | Paper |
Bifurcation and behavior of complex systems
Applied Mathematics and Computation | 1984-01-01 | Paper |
On a simple epidemic model with a heterogeneous infective population
Bulletin of Mathematical Biology | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3784706 (Why is no real title available?) | 1982-01-01 | Paper |
Some probability distributions related to the arrival of demands in a two-echelon inventory system
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1982-01-01 | Paper |
Optimal Control of a Birth and Death Epidemic Process
Operations Research | 1981-01-01 | Paper |
Simplification procedures for a probabilistic choice model
The Journal of Mathematical Sociology | 1981-01-01 | Paper |
Optimal Immunization and Isolation Policies for the GREENWOOD Chain-Binomial Epidemic Model
Biometrical Journal | 1981-01-01 | Paper |
The aggregation problem and logistic growth
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3714788 (Why is no real title available?) | 1980-01-01 | Paper |
A note on the expected number of survivors in supercritical carrier-borne epidemics
Journal of Applied Probability | 1979-01-01 | Paper |
The area under the trajectory of carriers in a carrier-borne epidemic
Journal of Applied Probability | 1979-01-01 | Paper |
Optimal control of the simple stochastic epidemic with variable recovery rates
Mathematical Biosciences | 1979-01-01 | Paper |
Generalization of a control model for approximate chain-binomial epidemics
Mathematical Biosciences | 1979-01-01 | Paper |
The expected ultimate size of a carrier-borne epidemic
Journal of Applied Probability | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3485007 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3570261 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3430438 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3364573 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3380490 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3358299 (Why is no real title available?) | 1971-01-01 | Paper |
