| Publication | Date of Publication | Type |
|---|
Non parametric multivariate distribution estimation under right censoring
Communications in Statistics. Theory and Methods | 2024-09-03 | Paper |
A second look at inference for bivariate Skellam distributions
Stat | 2024-05-16 | Paper |
A multivariate Poisson model based on comonotonic shocks
International Statistical Review | 2023-12-13 | Paper |
Copula-based link functions in binary regression models
Statistical Papers | 2023-06-19 | Paper |
Bounds on Spearman's rho when at least one random variable is discrete
European Actuarial Journal | 2022-07-27 | Paper |
Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance
European Actuarial Journal | 2022-07-27 | Paper |
Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Dependence measure for length-biased survival data using kernel density estimation with a regression procedure
Journal of Statistical Computation and Simulation | 2022-03-24 | Paper |
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
Dependence Modeling | 2022-01-03 | Paper |
A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
Electronic Journal of Statistics | 2021-08-09 | Paper |
On the asymptotic covariance of the multivariate empirical copula process
Dependence Modeling | 2020-05-12 | Paper |
Dependence measure for length-biased survival data using copulas
Dependence Modeling | 2020-05-12 | Paper |
Bounds on concordance-based validation statistics in regression models for binary responses
Methodology and Computing in Applied Probability | 2019-12-19 | Paper |
Concordance-based predictive measures in regression models for discrete responses
Scandinavian Actuarial Journal | 2019-11-06 | Paper |
NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES
Advances and Applications in Statistics | 2019-10-18 | Paper |
A new bivariate Poisson common shock model covering all possible degrees of dependence
Statistics & Probability Letters | 2018-06-21 | Paper |
Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
Metrika | 2017-12-01 | Paper |
On a multivariate Lindley distribution
Communications in Statistics: Theory and Methods | 2017-10-12 | Paper |
Bounds on Kendall's tau for zero-inflated continuous variables
Statistics & Probability Letters | 2017-09-28 | Paper |
Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
Insurance Mathematics & Economics | 2017-01-31 | Paper |
Multivariate higher-degree stochastic increasing convexity
Journal of Theoretical Probability | 2017-01-10 | Paper |
Vector-valued tail value-at-risk and capital allocation
Methodology and Computing in Applied Probability | 2016-11-11 | Paper |
Relative stochastic comparisons of additive frailty models
Journal of Inequalities and Applications | 2016-06-28 | Paper |
Comonotonicity, orthant convex order and sums of random variables
Statistics & Probability Letters | 2015-04-01 | Paper |
Bivariate lower and upper orthant value-at-risk
European Actuarial Journal | 2015-01-22 | Paper |
Bivariate extensions of Skellam's distribution
Probability in the Engineering and Informational Sciences | 2014-08-14 | Paper |
Ordering functions of random vectors, with application to partial sums
Journal of Theoretical Probability | 2013-07-19 | Paper |
A sufficient condition of crossing type for the bivariate orthant convex order
Statistics & Probability Letters | 2013-01-25 | Paper |
Gamma kernel estimators for density and hazard rate of right-censored data
Journal of Probability and Statistics | 2011-10-26 | Paper |
The dispersive effect of cross-aging with archimedean copulas
Statistics & Probability Letters | 2011-07-26 | Paper |
On concordance measures for discrete data and dependence properties of Poisson model
Journal of Probability and Statistics | 2010-12-01 | Paper |
Concordance measures for multivariate non-continuous random vectors
Journal of Multivariate Analysis | 2010-11-10 | Paper |
Generalized increasing convex and directionally convex orders
Journal of Applied Probability | 2010-04-08 | Paper |
On a new goodness-of-fit process for families of copulas
The Canadian Journal of Statistics | 2009-06-30 | Paper |
Dependence structure of conditional Archimedean copulas
Journal of Multivariate Analysis | 2008-03-11 | Paper |
\(L_{1}\)-rate of convergence of smoothed histogram
Statistics & Probability Letters | 2008-01-21 | Paper |
| Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins | 2007-10-22 | Paper |
| On spline approximation for bivariate functions of increasing convex type | 2006-04-12 | Paper |
Bounds on the value-at-risk for the sum of possibly dependent risks
Insurance Mathematics & Economics | 2005-09-29 | Paper |
On the properties of some nonparametric concordance measures in the discrete case
Journal of Nonparametric Statistics | 2005-07-18 | Paper |
Compound Poisson approximations for individual models with dependent risks.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
Statistics & Probability Letters | 2002-09-05 | Paper |
A class of bivariate stochastic orderings, with applications in actuarial sciences
Insurance Mathematics & Economics | 2001-08-06 | Paper |
On \(s\)-convex stochastic extrema for arithmetic risks
Insurance Mathematics & Economics | 2000-03-30 | Paper |
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
Scandinavian Actuarial Journal | 1999-09-14 | Paper |
