| Publication | Date of Publication | Type |
|---|
Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
North American Actuarial Journal | 2024-11-18 | Paper |
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
Annals of the Institute of Statistical Mathematics | 2024-10-14 | Paper |
Detecting systematic anomalies affecting systems when inputs are stationary time series
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Estimating the VaR-induced Euler allocation rule
ASTIN Bulletin | 2024-07-09 | Paper |
Assessing Monotonicity: An Approach Based on Transformed Order Statistics
Mathematical Methods of Statistics | 2024-05-06 | Paper |
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Insurance Mathematics & Economics | 2023-07-18 | Paper |
Tail maximal dependence in bivariate models: estimation and applications
Mathematical Methods of Statistics | 2023-03-17 | Paper |
Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Empirical tail conditional allocation and its consistency under minimal assumptions
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Risk measures induced by efficient insurance contracts
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Weighted Pricing Functionals With Applications to Insurance
North American Actuarial Journal | 2022-02-11 | Paper |
“An Extreme Value Analysis of Advanced Age Mortality Data,” Kathryn A. Watts, Debbie J. Dupuis, and Bruce L. Jones, October 2006
North American Actuarial Journal | 2022-01-10 | Paper |
“An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007
North American Actuarial Journal | 2022-01-10 | Paper |
Addendum to ``Modeling human mortality using mixtures of bathtub shaped failure distributions. Journal of theoretical biology 245 (2007) 528-538
Journal of Theoretical Biology | 2020-12-15 | Paper |
A statistical methodology for assessing the maximal strength of tail dependence
ASTIN Bulletin | 2020-12-13 | Paper |
Modeling human mortality using mixtures of bathtub shaped failure distributions
Journal of Theoretical Biology | 2020-11-05 | Paper |
Contrasting the Gini and Zenga indices of economic inequality
Journal of Applied Statistics | 2020-10-26 | Paper |
Searching for and quantifying nonconvexity regions of functions
Lithuanian Mathematical Journal | 2020-03-11 | Paper |
Weak comonotonicity
European Journal of Operational Research | 2020-01-08 | Paper |
Statistical detection and classification of background risks affecting inputs and outputs
Metron | 2019-09-10 | Paper |
An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Assessing transfer functions in control systems
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
The order-statistic claim process with dependent claim frequencies and severities
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Weighted allocations, their concomitant-based estimators, and asymptotics
Annals of the Institute of Statistical Mathematics | 2019-08-13 | Paper |
An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index
Metron | 2019-07-12 | Paper |
Gini indices as areas and covariances: what is the difference between the two representations?
Metron | 2019-07-12 | Paper |
Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
Metron | 2019-07-12 | Paper |
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators
Metron | 2019-07-12 | Paper |
Asymptotic estimation of the \(E\)-Gini index
Econometric Theory | 2018-12-14 | Paper |
Dynamic uncertainty in cost-benefit analysis of evacuation prior to a volcanic eruption
Mathematical Geosciences | 2018-10-09 | Paper |
Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
CMPH: a multivariate phase-type aggregate loss distribution
Dependence Modeling | 2018-06-27 | Paper |
Paths and indices of maximal tail dependence
ASTIN Bulletin | 2018-06-04 | Paper |
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
ASTIN Bulletin | 2018-06-04 | Paper |
Weighted risk capital allocations in the presence of systematic risk
Insurance Mathematics & Economics | 2018-04-12 | Paper |
Statistical foundations for assessing the difference between the classical and weighted-Gini betas
Mathematical Methods of Statistics | 2018-02-28 | Paper |
| Searching for, and quantifying, non-convexity of functions | 2018-02-26 | Paper |
Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions
Journal of Statistical Distributions and Applications | 2018-01-18 | Paper |
Quantifying non-monotonicity of functions and the lack of positivity in signed measures
Modern Stochastics. Theory and Applications | 2017-12-22 | Paper |
Statistical foundations for assessing the difference between the classical and weighted-Gini betas
(available as arXiv preprint) | 2017-06-17 | Paper |
Should we opt for the Black Friday discounted price or wait until the Boxing Day?
(available as arXiv preprint) | 2017-06-13 | Paper |
Tail dependence of the Gaussian copula revisited
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Background risk models and stepwise portfolio construction
Methodology and Computing in Applied Probability | 2016-11-11 | Paper |
Testing for stochastic dominance using the weighted McFadden-type statistic
Journal of Econometrics | 2016-04-25 | Paper |
Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
Dependence Modeling | 2015-06-23 | Paper |
| Measuring the lack of monotonicity in functions | 2015-02-16 | Paper |
Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
Extremes | 2014-12-17 | Paper |
The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions
Journal of Optimization Theory and Applications | 2014-07-04 | Paper |
Integration-segregation decisions under general value functions: ``Create your own bundle-choose 1, 2 or all 3!
IMA Journal of Management Mathematics | 2014-02-24 | Paper |
| scientific article; zbMATH DE number 6151747 (Why is no real title available?) | 2013-04-08 | Paper |
Convex combinations of quadrant dependent copulas
Applied Mathematics Letters | 2012-12-04 | Paper |
A non-parametric estimator for the doubly periodic Poisson intensity function
Statistical Methodology | 2012-10-19 | Paper |
Life expectancy of a bathtub shaped failure distribution
Statistical Papers | 2012-09-23 | Paper |
\(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks
Statistics and Its Interface | 2012-08-18 | Paper |
Do investors like to diversify? A study of Markowitz preferences
European Journal of Operational Research | 2012-05-14 | Paper |
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
Central European Journal of Mathematics | 2011-12-12 | Paper |
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
Insurance Mathematics & Economics | 2011-08-01 | Paper |
The covariance sign of transformed random variables with applications to economics and finance
IMA Journal of Management Mathematics | 2011-07-28 | Paper |
| Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions | 2011-05-30 | Paper |
Modelling Deceleration in Senescent Mortality
Mathematical Population Studies | 2011-04-29 | Paper |
| Aggregate claims when their sizes and arrival times are dependent and governed by a general point process | 2011-04-25 | Paper |
Confidence regions for the intensity function of a cyclic Poisson process
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Estimating the conditional tail expectation in the case of heavy-tailed losses
Journal of Probability and Statistics | 2010-12-01 | Paper |
Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
Journal of Probability and Statistics | 2010-12-01 | Paper |
When inflation causes no increase in claim amounts
Journal of Probability and Statistics | 2010-12-01 | Paper |
| Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments | 2010-10-27 | Paper |
Prospect theory, indifference curves, and hedging risks
Applied Mathematics Research eXpress | 2010-10-12 | Paper |
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
ASTIN Bulletin | 2010-06-21 | Paper |
Weighted risk capital allocations
Insurance Mathematics & Economics | 2010-06-08 | Paper |
Czekanowski's index of overlap, its \(L_p\)-type extension, and bias reduction
American Journal of Mathematical and Management Sciences | 2010-05-14 | Paper |
Grüss-type bounds for the covariance of transformed random variables
Journal of Inequalities and Applications | 2010-04-07 | Paper |
Modeling lactation curves: classical parametric models re-examined and modified
Journal of Applied Statistics | 2009-10-21 | Paper |
TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
Econometric Theory | 2009-06-11 | Paper |
On weak convergence of random fields
Annals of the Institute of Statistical Mathematics | 2009-06-02 | Paper |
| scientific article; zbMATH DE number 5548880 (Why is no real title available?) | 2009-04-28 | Paper |
| scientific article; zbMATH DE number 5548880 (Why is no real title available?) | 2009-04-28 | Paper |
Robust fitting of claim severity distributions and the method of trimmed moments
Journal of Statistical Planning and Inference | 2009-04-08 | Paper |
Grüss's inequality, its probabilistic interpretation, and a sharper bound
Journal of Mathematical Inequalities | 2009-04-02 | Paper |
Reduction in mean residual life in the presence of a constant competing risk
Applied Stochastic Models in Business and Industry | 2009-02-28 | Paper |
| A proof of the shape of the Birnbaum-Saunders hazard rate function | 2008-10-23 | Paper |
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications
Journal of Mathematical Analysis and Applications | 2008-10-22 | Paper |
Estimating conditional tail expectation with actuarial applications in view
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
Distributional analysis of empirical volatility in GARCH processes
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
Weighted premium calculation principles
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Reliability of modules with load-sharing components
Journal of Applied Mathematics and Decision Sciences | 2008-07-28 | Paper |
NestedL-statistics and their use in comparing the riskiness of portfolios
Scandinavian Actuarial Journal | 2008-06-18 | Paper |
BATHTUB‐TYPE CURVES IN RELIABILITY AND BEYOND
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2008-03-19 | Paper |
Estimating the turning point of a bathtub-shaped failure distribution
Journal of Statistical Planning and Inference | 2008-03-06 | Paper |
| scientific article; zbMATH DE number 5233804 (Why is no real title available?) | 2008-02-08 | Paper |
Risk measures, distortion parameters, and their empirical estimation
Insurance Mathematics & Economics | 2007-09-21 | Paper |
Optimum burn-in time for a bathtub shaped failure distribution
Methodology and Computing in Applied Probability | 2007-08-17 | Paper |
Estimating the Renewal Function When the Second Moment Is Infinite
Stochastic Models | 2007-06-04 | Paper |
Deterministic noises that can be statistically distinguished from the random ones
Statistical Inference for Stochastic Processes | 2007-05-24 | Paper |
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
Econometric Theory | 2006-11-07 | Paper |
Testing hypotheses about the equality of several risk measure values with applications in insurance
Insurance Mathematics & Economics | 2006-06-09 | Paper |
Empirical Estimation of Risk Measures and Related Quantities
North American Actuarial Journal | 2006-01-05 | Paper |
Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences
Proceedings of the American Mathematical Society | 2005-08-29 | Paper |
Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
Journal of Multivariate Analysis | 2005-08-05 | Paper |
The Asymptotic Distribution of the S–Gini Index
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-11 | Paper |
| scientific article; zbMATH DE number 2152204 (Why is no real title available?) | 2005-04-04 | Paper |
A robust heuristic estimator for the period of a Poisson intensity function
Methodology and Computing in Applied Probability | 2005-02-11 | Paper |
Generalized Lorenz curves and convexifications of stochastic processes
Journal of Applied Probability | 2004-09-27 | Paper |
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
Statistics & Probability Letters | 2004-02-14 | Paper |
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
Statistics & Probability Letters | 2004-02-14 | Paper |
The influence of deterministic noise on empirical measures generated by stationary processes
Proceedings of the American Mathematical Society | 2004-02-12 | Paper |
| scientific article; zbMATH DE number 1959491 (Why is no real title available?) | 2003-08-05 | Paper |
Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
Statistics & Probability Letters | 2003-05-07 | Paper |
Pointwise and uniform asymptotics of the Vervaat error process
Journal of Theoretical Probability | 2003-04-03 | Paper |
Consistent estimation of the intensity function of a cyclic Poisson process.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
The Vervaat process in \(L_p\) spaces
Journal of Multivariate Analysis | 2002-03-13 | Paper |
Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
Journal of Statistical Planning and Inference | 2001-01-29 | Paper |
On estimation of Poisson intensity functions
Annals of the Institute of Statistical Mathematics | 2000-10-29 | Paper |
On the Vervaat and Vervaat-error processes
Acta Applicandae Mathematicae | 2000-05-28 | Paper |
| scientific article; zbMATH DE number 1301715 (Why is no real title available?) | 2000-03-29 | Paper |
On the rate of strong consistency of the total time on test statistic
Journal of Multivariate Analysis | 1999-04-19 | Paper |
On the rate of strong consistency of Lorenz curves
Statistics & Probability Letters | 1998-08-30 | Paper |
| scientific article; zbMATH DE number 1098851 (Why is no real title available?) | 1998-01-12 | Paper |
Strassen's LIL for the Lorenz curve
Journal of Multivariate Analysis | 1997-08-18 | Paper |
Mean residual life processes
The Annals of Statistics | 1997-05-05 | Paper |
| scientific article; zbMATH DE number 897218 (Why is no real title available?) | 1997-01-09 | Paper |
Lower estimates of the convergence rate for \(U\)-statistics
The Annals of Probability | 1996-05-28 | Paper |
Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
Journal of Theoretical Probability | 1995-02-28 | Paper |
| scientific article; zbMATH DE number 487657 (Why is no real title available?) | 1995-01-24 | Paper |
| scientific article; zbMATH DE number 219291 (Why is no real title available?) | 1993-06-29 | Paper |
Cramér type large deviations for a class of statistics
Lithuanian Mathematical Journal | 1992-06-25 | Paper |
Uniform limit theorem for densities of \(L\)-statistics
Lithuanian Mathematical Journal | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 3976 (Why is no real title available?) | 1992-06-25 | Paper |
Asymptotic behaviour of linear combinations of functions of order statistics
Journal of Statistical Planning and Inference | 1991-01-01 | Paper |
| Cramér type large deviations for a class of statistics | 1991-01-01 | Paper |
Probabilities of large deviations for L-statistics
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. I
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. II
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4159856 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4056784 (Why is no real title available?) | 1988-01-01 | Paper |
Remark on the Cramer-von Mises-Smirnov criterion
Lithuanian Mathematical Journal | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4082748 (Why is no real title available?) | 1988-01-01 | Paper |
