| Publication | Date of Publication | Type |
|---|
| Non parametric multivariate distribution estimation under right censoring | 2024-09-03 | Paper |
| A second look at inference for bivariate Skellam distributions | 2024-05-16 | Paper |
| A multivariate Poisson model based on comonotonic shocks | 2023-12-13 | Paper |
| Copula-based link functions in binary regression models | 2023-06-19 | Paper |
| Bounds on Spearman's rho when at least one random variable is discrete | 2022-07-27 | Paper |
| Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance | 2022-07-27 | Paper |
| Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance | 2022-07-07 | Paper |
| Dependence measure for length-biased survival data using kernel density estimation with a regression procedure | 2022-03-24 | Paper |
| Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors | 2022-01-03 | Paper |
| A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests | 2021-08-09 | Paper |
| On the asymptotic covariance of the multivariate empirical copula process | 2020-05-12 | Paper |
| Dependence measure for length-biased survival data using copulas | 2020-05-12 | Paper |
| Bounds on concordance-based validation statistics in regression models for binary responses | 2019-12-19 | Paper |
| Concordance-based predictive measures in regression models for discrete responses | 2019-11-06 | Paper |
| NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES | 2019-10-18 | Paper |
| A new bivariate Poisson common shock model covering all possible degrees of dependence | 2018-06-21 | Paper |
| Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula | 2017-12-01 | Paper |
| On a multivariate Lindley distribution | 2017-10-12 | Paper |
| Bounds on Kendall's tau for zero-inflated continuous variables | 2017-09-28 | Paper |
| Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization | 2017-01-31 | Paper |
| Multivariate higher-degree stochastic increasing convexity | 2017-01-10 | Paper |
| Vector-valued tail value-at-risk and capital allocation | 2016-11-11 | Paper |
| Relative stochastic comparisons of additive frailty models | 2016-06-28 | Paper |
| Comonotonicity, orthant convex order and sums of random variables | 2015-04-01 | Paper |
| Bivariate lower and upper orthant value-at-risk | 2015-01-22 | Paper |
| Bivariate extensions of Skellam's distribution | 2014-08-14 | Paper |
| Ordering functions of random vectors, with application to partial sums | 2013-07-19 | Paper |
| A sufficient condition of crossing type for the bivariate orthant convex order | 2013-01-25 | Paper |
| Gamma kernel estimators for density and hazard rate of right-censored data | 2011-10-26 | Paper |
| The dispersive effect of cross-aging with archimedean copulas | 2011-07-26 | Paper |
| On concordance measures for discrete data and dependence properties of Poisson model | 2010-12-01 | Paper |
| Concordance measures for multivariate non-continuous random vectors | 2010-11-10 | Paper |
| Generalized Increasing Convex and Directionally Convex Orders | 2010-04-08 | Paper |
| On a new goodness-of-fit process for families of copulas | 2009-06-30 | Paper |
| Dependence structure of conditional Archimedean copulas | 2008-03-11 | Paper |
| \(L_{1}\)-rate of convergence of smoothed histogram | 2008-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5421109 | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5200966 | 2006-04-12 | Paper |
| Bounds on the value-at-risk for the sum of possibly dependent risks | 2005-09-29 | Paper |
| On the properties of some nonparametric concordance measures in the discrete case | 2005-07-18 | Paper |
| Compound Poisson approximations for individual models with dependent risks. | 2003-11-16 | Paper |
| Upper stop-loss bounds for sums of possibly dependent risks with given means and variances | 2002-09-05 | Paper |
| A class of bivariate stochastic orderings, with applications in actuarial sciences | 2001-08-06 | Paper |
| On \(s\)-convex stochastic extrema for arithmetic risks | 2000-03-30 | Paper |
| Stochastic Orderings of Convex-Type for Discrete Bivariate Risks | 1999-09-14 | Paper |
