| Publication | Date of Publication | Type |
|---|
| Technical Note—Ranking Distributions When Only Means and Variances Are Known | 2022-12-01 | Paper |
| A spot market model for pricing derivatives in electricity markets | 2019-01-15 | Paper |
| Expectiles, omega ratios and stochastic ordering | 2018-11-08 | Paper |
| A tilting algorithm for the estimation of fractional age survival probabilities | 2015-10-15 | Paper |
| Generalized quantiles as risk measures | 2014-06-23 | Paper |
| Certainty equivalents as risk measures | 2013-09-16 | Paper |
| Fear of loss, inframodularity, and transfers | 2012-07-13 | Paper |
| Comparison and bounds for functionals of future lifetimes consistent with life tables | 2012-04-18 | Paper |
| Modeling and Comparing Dependencies in Multivariate Risk Portfolios | 2008-06-25 | Paper |
| Dependence properties and comparison results for Lévy processes | 2008-04-23 | Paper |
| Stochastic orders and risk measures: consistency and bounds | 2006-10-05 | Paper |
| Positive Dependence and Weak Convergence | 2006-09-25 | Paper |
| Stochastic Order Relations and Lattices of Probability Measures | 2006-05-30 | Paper |
| Stochastic Comparison of Random Vectors with a Common Copula | 2005-11-11 | Paper |
| Archimedean copulae and positive dependence | 2005-05-12 | Paper |
| Some counterexamples in positive dependence | 2004-09-09 | Paper |
| On the interplay between variability and negative dependence for bivariate distributions. | 2003-11-17 | Paper |
| Asymptotic ruin probabilities for risk processes with dependent increments. | 2003-11-16 | Paper |
| Sensitivity analysis of a sequential decision problem with learning | 2003-06-26 | Paper |
| Smooth generators of integral stochastic orders. | 2003-05-06 | Paper |
| On the optimal stopping values induced by general dependence structures | 2003-01-01 | Paper |
| Characterizations of classes of lifetime distributions generalizing the NBUE class | 2003-01-01 | Paper |
| The newsvendor game has a nonempty core | 2002-09-30 | Paper |
| Even risk-averters may love risk | 2002-08-21 | Paper |
| Stochastic ordering of multivariate normal distributions | 2002-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2751340 | 2002-04-08 | Paper |
| Comparison methods for stochastic models and risks | 2002-03-21 | Paper |
| Bounds for optimal stopping values of dependent random variables with given marginals | 2002-02-18 | Paper |
| On a Conjecture of Koole | 2001-11-07 | Paper |
| Some remarks on the supermodular order | 2001-04-09 | Paper |
| Expected utility maximization of optimal stopping problems | 2000-03-23 | Paper |
| On the waiting times in queues with dependency between interarrival and service times | 2000-03-21 | Paper |
| Comparing risks with unbounded distributions | 1999-09-01 | Paper |
| Another tale of two tails: on characterizations of comparative risk | 1999-05-25 | Paper |
| Cost-minimal immunization in the Greenwood epidemic model | 1998-10-19 | Paper |
| How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities? | 1998-07-16 | Paper |
| Integral Probability Metrics and Their Generating Classes of Functions | 1998-06-23 | Paper |
| Stop-loss order for portfolios of dependent risks | 1998-03-17 | Paper |
| Stochastic Orders Generated by Integrals: a Unified Study | 1998-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4331899 | 1997-02-13 | Paper |
| Orderings of risks: A comparative study via stop-loss transforms | 1997-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4876213 | 1996-04-28 | Paper |
