| Publication | Date of Publication | Type |
|---|
MinCovTarget+: a fast heuristic algorithm for fair allocation
Annals of Operations Research | 2026-01-27 | Paper |
Supermodular and directionally convex comparison results for general factor models
Journal of Multivariate Analysis | 2024-03-25 | Paper |
| Model Risk Management | 2023-10-30 | Paper |
Coskewness under dependence uncertainty
Statistics & Probability Letters | 2023-07-12 | Paper |
Markov projection of semimartingales -- application to comparison results
Stochastic Processes and their Applications | 2023-07-12 | Paper |
European and Asian Greeks for exponential Lévy processes
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
European and Asian Greeks for Exponential Lévy Processes
Methodology and Computing in Applied Probability | 2023-03-01 | Paper |
General construction and classes of explicit \(L^1\)-optimal couplings
Bernoulli | 2022-12-19 | Paper |
| Stochastic processes and financial mathematics. Translated from the German | 2022-04-06 | Paper |
Sklar's theorem, copula products, and ordering results in factor models
Dependence Modeling | 2022-01-03 | Paper |
Fair allocation of indivisible goods with minimum inequality or minimum envy
European Journal of Operational Research | 2021-11-09 | Paper |
Functional, randomized and smoothed multivariate quantile regions
Journal of Multivariate Analysis | 2021-10-28 | Paper |
Bounds for joint portfolios of dependent risks
Statistics & Risk Modeling | 2021-08-05 | Paper |
The martingale comparison method for Markov processes
Journal of Applied Probability | 2021-03-03 | Paper |
Ordering results for elliptical distributions with applications to risk bounds
Journal of Multivariate Analysis | 2021-01-26 | Paper |
Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles
Mathematica Applicanda | 2020-11-23 | Paper |
Stochastic processes and financial mathematics
Masterclass | 2020-09-22 | Paper |
On the construction of optimal payoffs
Decisions in Economics and Finance | 2020-07-08 | Paper |
Risk excess measures induced by hemi-metrics
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
On the computation of Wasserstein barycenters
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Ordering risk bounds in factor models
Dependence Modeling | 2020-01-13 | Paper |
| Comparison of Markov processes by the martingale comparison method | 2019-11-11 | Paper |
Value-at-risk bounds with two-sided dependence information
Mathematical Finance | 2019-10-31 | Paper |
| Comparison of path-independent functions of semimartingales | 2019-08-27 | Paper |
| Comparison of path-dependent functionals of semimartingales | 2019-08-27 | Paper |
Weighted NPMLE for the Subdistribution of a Competing Risk
Journal of the American Statistical Association | 2019-08-19 | Paper |
Analysis of risk bounds in partially specified additive factor models
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
VaR bounds in models with partial dependence information on subgroups
Dependence Modeling | 2018-11-01 | Paper |
Risk bounds with additional information on functionals of the risk vector
Dependence Modeling | 2018-11-01 | Paper |
Upper bounds for strictly concave distortion risk measures on moment spaces
Insurance Mathematics & Economics | 2018-10-19 | Paper |
Optimal payoffs under state-dependent preferences
Quantitative Finance | 2018-09-19 | Paper |
On the Method of Optimal Portfolio Choice by Cost-Efficiency
Applied Mathematical Finance | 2018-09-19 | Paper |
Reduction of Value-at-Risk bounds via independence and variance information
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Risk bounds and partial dependence information
From Statistics to Mathematical Finance | 2018-03-29 | Paper |
Degree profile of hierarchical lattice networks
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Approximative solutions of optimal stopping and selection problems
Mathematica Applicanda | 2017-09-12 | Paper |
Construction and hedging of optimal payoffs in Lévy models
Springer Proceedings in Mathematics & Statistics | 2017-07-31 | Paper |
Risk bounds for factor models
Finance and Stochastics | 2017-07-21 | Paper |
Comparison of time-inhomogeneous Markov processes
Advances in Applied Probability | 2017-02-21 | Paper |
Comparison of time-inhomogeneous Markov processes
Advances in Applied Probability | 2017-02-21 | Paper |
VaR bounds for joint portfolios with dependence constraints
Dependence Modeling | 2016-12-20 | Paper |
Probability theory
Springer-Lehrbuch Masterclass | 2016-11-17 | Paper |
European and Asian Greeks for exponential Lévy processes
Methodology and Computing in Applied Probability | 2016-03-02 | Paper |
Cost-efficiency in multivariate Lévy models
Dependence Modeling | 2015-06-23 | Paper |
Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals
Communications in Statistics. Simulation and Computation | 2015-06-03 | Paper |
Reducing model risk via positive and negative dependence assumptions
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Optimal claims with fixed payoff structure
Journal of Applied Probability | 2015-04-14 | Paper |
Optimal risk allocation for convex risk functionals in general risk domains
Statistics & Risk Modeling | 2015-01-22 | Paper |
Convex ordering criteria for Lévy processes
Advances in Data Analysis and Classification. ADAC | 2014-12-10 | Paper |
Optimality of payoffs in Lévy models
International Journal of Theoretical and Applied Finance | 2014-11-12 | Paper |
Mathematical statistics
Springer-Lehrbuch Masterclass | 2014-02-06 | Paper |
On the optimal reinsurance problem
Applicationes Mathematicae | 2013-12-16 | Paper |
Optimal multiple stopping with sum-payoff
Theory of Probability and its Applications | 2013-08-22 | Paper |
Sharp bounds for sums of dependent risks
Journal of Applied Probability | 2013-04-25 | Paper |
Worst case portfolio vectors and diversification effects
Finance and Stochastics | 2012-11-15 | Paper |
Approximative solutions of best choice problems
Electronic Journal of Probability | 2012-10-23 | Paper |
Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
Springer Series in Operations Research and Financial Engineering | 2012-10-05 | Paper |
On optimal stationary couplings between stationary processes
Electronic Journal of Probability | 2012-06-22 | Paper |
Computation of sharp bounds on the distribution of a function of dependent risks
Journal of Computational and Applied Mathematics | 2012-04-24 | Paper |
Ordering of multivariate risk models with respect to extreme portfolio losses
Statistics & Risk Modeling | 2012-03-29 | Paper |
On optimal allocation of risk vectors
Insurance Mathematics & Economics | 2012-02-10 | Paper |
On approximative solutions of optimal stopping problems
Advances in Applied Probability | 2012-01-17 | Paper |
On approximative solutions of multistopping problems
The Annals of Applied Probability | 2012-01-04 | Paper |
Limit theorems for depths and distances in weighted random \(b\)-ary recursive trees
Journal of Applied Probability | 2012-01-04 | Paper |
On optimal portfolio diversification with respect to extreme risks
Finance and Stochastics | 2011-11-27 | Paper |
Comparison of Markov processes via infinitesimal generators
Statistics & Decisions | 2011-06-28 | Paper |
| Ordering of multivariate probability distributions with respect to extreme portfolio losses | 2010-10-25 | Paper |
Optimal stopping of integral functionals and a ``no-loss free boundary formulation
Theory of Probability & Its Applications | 2010-08-16 | Paper |
On the distributional transform, Sklar's theorem, and the empirical copula process
Journal of Statistical Planning and Inference | 2009-09-14 | Paper |
Characterization of optimal risk allocations for convex risk functionals
Statistics & Decisions | 2009-07-29 | Paper |
On convex risk measures on \(L^{p}\)-spaces
Mathematical Methods of Operations Research | 2009-07-06 | Paper |
Risk Measures for Portfolio Vectors and Allocation of Risks
Contributions to Economics | 2009-02-26 | Paper |
Comparison results for path-dependent options
Statistics & Decisions | 2008-11-21 | Paper |
Allocation of risks and equilibrium in markets with finitely many traders
Insurance Mathematics & Economics | 2008-08-22 | Paper |
On comonotonicity of Pareto optimal risk sharing
Statistics & Probability Letters | 2008-08-08 | Paper |
On a class of optimal stopping problems for diffusions with discontinuous coefficients
The Annals of Applied Probability | 2008-07-01 | Paper |
| A survey of multivariate aspects of the contraction method | 2008-05-27 | Paper |
| Note on the weighted internal path length of \(b\)-ary trees | 2008-05-27 | Paper |
| Exponential bounds and tails for additive random recursive sequences | 2008-05-27 | Paper |
| Variance minimization and random variables with constant sum | 2008-05-14 | Paper |
| On adaptive estimation by neural net type estimators | 2008-05-14 | Paper |
| Assignment models for constrained marginals and restricted markets | 2008-05-14 | Paper |
A limit theorem for recursively defined processes in Lp
Statistics & Decisions | 2008-05-05 | Paper |
On a Comparison Result for Markov Processes
Journal of Applied Probability | 2008-04-30 | Paper |
Monge-Kantorovich transportation problem and optimal couplings
Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) | 2008-01-14 | Paper |
Exponential tail bounds for max-recursive sequences
Electronic Communications in Probability | 2007-11-19 | Paper |
On stochastic recursive equations of sum and max type
Journal of Applied Probability | 2007-08-23 | Paper |
Comparison of semimartingales and Lévy processes
The Annals of Probability | 2007-05-08 | Paper |
On the optimal risk allocation problem
Statistics & Risk Modeling | 2007-01-30 | Paper |
Law invariant convex risk measures for portfolio vectors
Statistics & Risk Modeling | 2007-01-30 | Paper |
Comparison of option prices in semimartingale models
Finance and Stochastics | 2006-12-08 | Paper |
Consistent risk measures for portfolio vectors
Insurance Mathematics & Economics | 2006-06-09 | Paper |
Analysis of Markov chain algorithms on spanning trees, rooted forests, and connected subgraphs
Applicationes Mathematicae | 2006-05-18 | Paper |
| scientific article; zbMATH DE number 2247656 (Why is no real title available?) | 2006-01-16 | Paper |
Optimal consumption strategies under model uncertainty
Statistics & Risk Modeling | 2005-10-18 | Paper |
Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids
Statistics & Decisions | 2005-04-19 | Paper |
| scientific article; zbMATH DE number 2127753 (Why is no real title available?) | 2005-01-14 | Paper |
Approximate Optimal Stopping of Dependent Sequences
Theory of Probability & Its Applications | 2004-12-16 | Paper |
On the contraction method with degenerate limit equation.
The Annals of Probability | 2004-12-10 | Paper |
Comparison of multivariate risks and positive dependence
Journal of Applied Probability | 2004-09-24 | Paper |
Approximation of optimal stopping problems.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
A general limit theorem for recursive algorithms and combinatorial structures
The Annals of Applied Probability | 2004-06-10 | Paper |
A consistency result in general censoring models
Statistics | 2004-03-08 | Paper |
Optimal stopping and cluster point processes
Statistics & Decisions | 2004-03-01 | Paper |
Nonparametric estimation of regression functions in point process models
Statistical Inference for Stochastic Processes | 2004-02-03 | Paper |
An approximation result for nets in functional estimation
Statistics & Probability Letters | 2003-12-15 | Paper |
| scientific article; zbMATH DE number 1995553 (Why is no real title available?) | 2003-10-22 | Paper |
| scientific article; zbMATH DE number 1959623 (Why is no real title available?) | 2003-08-05 | Paper |
Limit laws for partial match queries in quadtrees
The Annals of Applied Probability | 2003-05-06 | Paper |
| scientific article; zbMATH DE number 1897412 (Why is no real title available?) | 2003-04-27 | Paper |
Convergence of two-dimensional branching recursions
Journal of Computational and Applied Mathematics | 2003-03-27 | Paper |
Rates of convergence for Quicksort
Journal of Algorithms | 2003-03-23 | Paper |
Expansion of transition distributions of Lévy processes in small time
Bernoulli | 2003-03-20 | Paper |
On the optimal stopping values induced by general dependence structures
Journal of Applied Probability | 2003-01-01 | Paper |
On the \(n\)-coupling problem
Journal of Multivariate Analysis | 2002-09-17 | Paper |
On the weighted Euclidean matching problem in Rd
Applicationes Mathematicae | 2002-08-27 | Paper |
Test of association between multivariate stable vectors.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Comparison of estimators in stable models.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
On a Best Choice Problem for Discounted Sequences
Theory of Probability & Its Applications | 2002-04-25 | Paper |
Random fractals and probability metrics
Advances in Applied Probability | 2002-04-21 | Paper |
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Finance and Stochastics | 2002-03-13 | Paper |
Numerical and analytical results for the transportation problem of Monge-Kantorovich
Metrika | 2002-01-29 | Paper |
Optimal stopping with discount and observation costs
Journal of Applied Probability | 2001-10-30 | Paper |
On the Monge-Kantorovitch duality theorem
Theory of Probability and its Applications | 2001-10-22 | Paper |
Stochastic analysis of partitioning algorithms for matching problems
Journal of Applied Probability | 2001-08-30 | Paper |
The contraction method for recursive algorithms
Algorithmica | 2001-02-11 | Paper |
| scientific article; zbMATH DE number 1424075 (Why is no real title available?) | 2000-12-13 | Paper |
| scientific article; zbMATH DE number 1525330 (Why is no real title available?) | 2000-11-05 | Paper |
| scientific article; zbMATH DE number 1488125 (Why is no real title available?) | 2000-08-10 | Paper |
Random fractal measures via the contraction method
Indiana University Mathematics Journal | 2000-01-18 | Paper |
| On the internal path length ofd-dimensional quad trees | 1999-11-29 | Paper |
Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
Springer Series in Statistics | 1998-07-22 | Paper |
| scientific article; zbMATH DE number 1163798 (Why is no real title available?) | 1998-06-11 | Paper |
| scientific article; zbMATH DE number 1163800 (Why is no real title available?) | 1998-06-11 | Paper |
Convergence of a branching type recursion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1997-08-05 | Paper |
Convergence of a branching type recursion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1997-08-05 | Paper |
Duality and perfect probability spaces
Proceedings of the American Mathematical Society | 1997-06-10 | Paper |
| scientific article; zbMATH DE number 903398 (Why is no real title available?) | 1997-04-13 | Paper |
Convergence of the iterative proportional fitting procedure
The Annals of Statistics | 1996-11-07 | Paper |
| scientific article; zbMATH DE number 939772 (Why is no real title available?) | 1996-10-29 | Paper |
Optimal solutions of multivariate coupling problems
Applicationes Mathematicae | 1996-09-01 | Paper |
Propagation of chaos and contraction of stochastic mappings
Siberian Advances in Mathematics | 1996-08-26 | Paper |
On \(c\)-optimal random variables
Statistics & Probability Letters | 1996-07-02 | Paper |
| scientific article; zbMATH DE number 796442 (Why is no real title available?) | 1996-02-20 | Paper |
Probability metrics and recursive algorithms
Advances in Applied Probability | 1996-01-15 | Paper |
A general duality theorem for marginal problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-08-07 | Paper |
Differentiablity of point process models and asymptotic efficiency of differentiable functionals
Statistics | 1995-02-28 | Paper |
| scientific article; zbMATH DE number 699478 (Why is no real title available?) | 1994-12-07 | Paper |
A remark on the spectral domain of nonstationary processes
Stochastic Processes and their Applications | 1994-11-20 | Paper |
Solution of Some Transportation Problems with Relaxed or Additional Constraints
SIAM Journal on Control and Optimization | 1994-10-10 | Paper |
| scientific article; zbMATH DE number 474436 (Why is no real title available?) | 1994-04-26 | Paper |
On regression representations of stochastic processes
Stochastic Processes and their Applications | 1994-01-19 | Paper |
Optimal coupling of multivariate distributions and stochastic processes
Journal of Multivariate Analysis | 1993-12-06 | Paper |
| scientific article; zbMATH DE number 176102 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 125971 (Why is no real title available?) | 1993-02-21 | Paper |
A new ideal metric with applications to multivariate stable limit theorems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-02-18 | Paper |
| scientific article; zbMATH DE number 69440 (Why is no real title available?) | 1992-10-27 | Paper |
| scientific article; zbMATH DE number 41556 (Why is no real title available?) | 1992-09-17 | Paper |
Uniformities for the convergence in law and in probability
Journal of Theoretical Probability | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 35214 (Why is no real title available?) | 1992-06-28 | Paper |
Stochastic Ordering of Likelihood Ratios and Partial Sufficiency
Statistics | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 16826 (Why is no real title available?) | 1992-06-26 | Paper |
| Rate of convergence for sums and maxima and doubly ideal metrics | 1992-01-01 | Paper |
Conditional variability ordering of distributions
Annals of Operations Research | 1991-01-01 | Paper |
Approximate independence of distributions on spheres and their stability properties
The Annals of Probability | 1991-01-01 | Paper |
On conditional stochastic ordering of distributions
Advances in Applied Probability | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4194887 (Why is no real title available?) | 1991-01-01 | Paper |
A characterization of random variables with minimum \(L^ 2\)-distance
Journal of Multivariate Analysis | 1990-01-01 | Paper |
Approximation of sums by compound Poisson distributions with respect to stop-loss distances
Advances in Applied Probability | 1990-01-01 | Paper |
A counterexample to a.s. constructions
Statistics & Probability Letters | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4138844 (Why is no real title available?) | 1990-01-01 | Paper |
A Transformation Property of Minimal Metrics
Theory of Probability & Its Applications | 1990-01-01 | Paper |
Estimation in random translation models
Statistics | 1990-01-01 | Paper |
On random translation models
Statistics & Probability Letters | 1989-01-01 | Paper |
Inference for random sampling processes
Stochastic Processes and their Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4174103 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4082730 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4146782 (Why is no real title available?) | 1988-01-01 | Paper |
Complete and symmetrically complete families of distributions
The Annals of Statistics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4005346 (Why is no real title available?) | 1987-01-01 | Paper |
Projections of probability measures
Statistics | 1987-01-01 | Paper |
Unbiased estimation of von Mises functionals
Statistics & Probability Letters | 1987-01-01 | Paper |
On attainable distribution and classification vectors
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4007456 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4041044 (Why is no real title available?) | 1987-01-01 | Paper |
Monotonicity and unbiasedness of tests via a. S, constructions
Statistics | 1986-01-01 | Paper |
The Wasserstein distance and approximation theorems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
Construction of multivariate distributions with given marginals
Annals of the Institute of Statistical Mathematics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3934088 (Why is no real title available?) | 1985-01-01 | Paper |
Two remarks on order statistics
Journal of Statistical Planning and Inference | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3986403 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3896069 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3856077 (Why is no real title available?) | 1984-01-01 | Paper |
Solution of a statistical optimization problem by rearrangement methods
Metrika | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3799400 (Why is no real title available?) | 1983-01-01 | Paper |
Essential completeness of monotone tests and estimators
Series Statistics | 1983-01-01 | Paper |
Random variables with maximum sums
Advances in Applied Probability | 1982-01-01 | Paper |
Corrections to: Asymptotic distributions of multivariate rank order statistics
The Annals of Statistics | 1982-01-01 | Paper |
Comparison of percolation probabilities
Journal of Applied Probability | 1982-01-01 | Paper |
On the gain in power when using additional observations
Communications in Statistics: Theory and Methods | 1982-01-01 | Paper |
Stochastically ordered distributions and monotonicity of the oc-function of sequential probability ratio tests
Series Statistics | 1981-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
Characterization of dependence concepts in normal distributions
Annals of the Institute of Statistical Mathematics | 1981-01-01 | Paper |
On a class of extremal problems in statistics
Mathematische Operationsforschung und Statistik. Series Optimization | 1981-01-01 | Paper |
Weak association of random variables
Journal of Multivariate Analysis | 1981-01-01 | Paper |
Ordering of distributions and rearrangement of functions
The Annals of Probability | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3807664 (Why is no real title available?) | 1981-01-01 | Paper |
Inequalities for the expectation of ?-monotone functions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3738634 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3717616 (Why is no real title available?) | 1980-01-01 | Paper |
A Generalization of the Marriage Theorem and Balancing of Block Designs
Calcutta Statistical Association Bulletin | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3707459 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3638955 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3637128 (Why is no real title available?) | 1977-01-01 | Paper |
On two marked point processes
Journal of Applied Probability | 1977-01-01 | Paper |
Asymptotic distributions of multivariate rank order statistics
The Annals of Statistics | 1976-01-01 | Paper |
| On Wilks' Distribution-Free Confidence Intervals for Quantile Intervals | 1976-01-01 | Paper |
Hypotheses generating groups for testing multivariate symmetry
The Annals of Statistics | 1976-01-01 | Paper |
On the empirical process of multivariate, dependent random variables
Journal of Multivariate Analysis | 1974-01-01 | Paper |
