| Publication | Date of Publication | Type |
|---|
| Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance | 2025-01-20 | Paper |
| Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses | 2024-11-18 | Paper |
| Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation | 2024-10-14 | Paper |
| Detecting systematic anomalies affecting systems when inputs are stationary time series | 2024-07-29 | Paper |
| Estimating the VaR-induced Euler allocation rule | 2024-07-09 | Paper |
| Assessing Monotonicity: An Approach Based on Transformed Order Statistics | 2024-05-06 | Paper |
| Assessing the difference between integrated quantiles and integrated cumulative distribution functions | 2023-07-18 | Paper |
| Tail maximal dependence in bivariate models: estimation and applications | 2023-03-17 | Paper |
| Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants | 2023-02-01 | Paper |
| Empirical tail conditional allocation and its consistency under minimal assumptions | 2022-10-25 | Paper |
| Risk measures induced by efficient insurance contracts | 2022-03-10 | Paper |
| Weighted Pricing Functionals With Applications to Insurance | 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 | 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 | 2022-01-10 | Paper |
| Addendum to ``Modeling human mortality using mixtures of bathtub shaped failure distributions. Journal of theoretical biology 245 (2007) 528-538 | 2020-12-15 | Paper |
| A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE | 2020-12-13 | Paper |
| Modeling human mortality using mixtures of bathtub shaped failure distributions | 2020-11-05 | Paper |
| Contrasting the Gini and Zenga indices of economic inequality | 2020-10-26 | Paper |
| Searching for and quantifying nonconvexity regions of functions | 2020-03-11 | Paper |
| Weak comonotonicity | 2020-01-08 | Paper |
| Statistical detection and classification of background risks affecting inputs and outputs | 2019-09-10 | Paper |
| An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? | 2019-08-27 | Paper |
| Assessing transfer functions in control systems | 2019-08-27 | Paper |
| Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method | 2019-08-27 | Paper |
| The order-statistic claim process with dependent claim frequencies and severities | 2019-08-27 | Paper |
| Weighted allocations, their concomitant-based estimators, and asymptotics | 2019-08-13 | Paper |
| An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index | 2019-07-12 | Paper |
| Gini indices as areas and covariances: what is the difference between the two representations? | 2019-07-12 | Paper |
| Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science | 2019-07-12 | Paper |
| Robustification and performance evaluation of empirical risk measures and other vector-valued estimators | 2019-07-12 | Paper |
| ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX | 2018-12-14 | Paper |
| Dynamic uncertainty in cost-benefit analysis of evacuation prior to a volcanic eruption | 2018-10-09 | Paper |
| Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon | 2018-07-11 | Paper |
| CMPH: a multivariate phase-type aggregate loss distribution | 2018-06-27 | Paper |
| PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE | 2018-06-04 | Paper |
| BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL | 2018-06-04 | Paper |
| Weighted risk capital allocations in the presence of systematic risk | 2018-04-12 | Paper |
| Statistical foundations for assessing the difference between the classical and weighted-Gini betas | 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 | 2018-01-18 | Paper |
| Quantifying non-monotonicity of functions and the lack of positivity in signed measures | 2017-12-22 | Paper |
| Statistical foundations for assessing the difference between the classical and weighted-Gini betas | 2017-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5267555 | 2017-06-13 | Paper |
| Tail dependence of the Gaussian copula revisited | 2016-11-21 | Paper |
| Background risk models and stepwise portfolio construction | 2016-11-11 | Paper |
| Testing for stochastic dominance using the weighted McFadden-type statistic | 2016-04-25 | Paper |
| Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment | 2015-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5173730 | 2015-02-16 | Paper |
| Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis | 2014-12-17 | Paper |
| The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions | 2014-07-04 | Paper |
| Integration-segregation decisions under general value functions: 'Create your own bundle--choose 1, 2 or all 3!' | 2014-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4913639 | 2013-04-08 | Paper |
| Convex combinations of quadrant dependent copulas | 2012-12-04 | Paper |
| A non-parametric estimator for the doubly periodic Poisson intensity function | 2012-10-19 | Paper |
| Life expectancy of a bathtub shaped failure distribution | 2012-09-23 | Paper |
| \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks | 2012-08-18 | Paper |
| Do investors like to diversify? A study of Markowitz preferences | 2012-05-14 | Paper |
| Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses | 2011-12-21 | Paper |
| Grüss-type bounds for covariances and the notion of quadrant dependence in expectation | 2011-12-12 | Paper |
| Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums | 2011-08-01 | Paper |
| The covariance sign of transformed random variables with applications to economics and finance | 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 | 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 | 2011-02-15 | Paper |
| Estimating the conditional tail expectation in the case of heavy-tailed losses | 2010-12-01 | Paper |
| Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy | 2010-12-01 | Paper |
| When inflation causes no increase in claim amounts | 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 | 2010-10-12 | Paper |
| General Stein-Type Covariance Decompositions with Applications to Insurance and Finance | 2010-06-21 | Paper |
| Weighted risk capital allocations | 2010-06-08 | Paper |
| Czekanowski's Index of Overlap, itsLp-Type Extension, and BIAS Reduction | 2010-05-14 | Paper |
| Grüss-type bounds for the covariance of transformed random variables | 2010-04-07 | Paper |
| Modeling lactation curves: classical parametric models re-examined and modified | 2009-10-21 | Paper |
| TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE | 2009-06-11 | Paper |
| On weak convergence of random fields | 2009-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622903 | 2009-04-28 | Paper |
| Robust fitting of claim severity distributions and the method of trimmed moments | 2009-04-08 | Paper |
| Grüss's inequality, its probabilistic interpretation, and a sharper bound | 2009-04-02 | Paper |
| Reduction in mean residual life in the presence of a constant competing risk | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3533387 | 2008-10-23 | Paper |
| A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications | 2008-10-22 | Paper |
| Estimating conditional tail expectation with actuarial applications in view | 2008-09-29 | Paper |
| Distributional analysis of empirical volatility in GARCH processes | 2008-09-29 | Paper |
| Weighted premium calculation principles | 2008-08-22 | Paper |
| Reliability of modules with load-sharing components | 2008-07-28 | Paper |
| NestedL-statistics and their use in comparing the riskiness of portfolios | 2008-06-18 | Paper |
| BATHTUB‐TYPE CURVES IN RELIABILITY AND BEYOND | 2008-03-19 | Paper |
| Estimating the turning point of a bathtub-shaped failure distribution | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439357 | 2008-02-08 | Paper |
| Risk measures, distortion parameters, and their empirical estimation | 2007-09-21 | Paper |
| Optimum burn-in time for a bathtub shaped failure distribution | 2007-08-17 | Paper |
| Estimating the Renewal Function When the Second Moment Is Infinite | 2007-06-04 | Paper |
| Deterministic noises that can be statistically distinguished from the random ones | 2007-05-24 | Paper |
| Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data | 2007-02-14 | Paper |
| TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS | 2006-11-07 | Paper |
| Testing hypotheses about the equality of several risk measure values with applications in insurance | 2006-06-09 | Paper |
| Empirical Estimation of Risk Measures and Related Quantities | 2006-01-05 | Paper |
| Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences | 2005-08-29 | Paper |
| Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process | 2005-08-05 | Paper |
| The Asymptotic Distribution of the S–Gini Index | 2005-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663804 | 2005-04-04 | Paper |
| A robust heuristic estimator for the period of a Poisson intensity function | 2005-02-11 | Paper |
| Generalized Lorenz curves and convexifications of stochastic processes | 2004-09-27 | Paper |
| Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. | 2004-02-14 | Paper |
| Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. | 2004-02-14 | Paper |
| The influence of deterministic noise on empirical measures generated by stationary processes | 2004-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416740 | 2003-08-05 | Paper |
| Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise | 2003-05-07 | Paper |
| Pointwise and uniform asymptotics of the Vervaat error process | 2003-04-03 | Paper |
| Consistent estimation of the intensity function of a cyclic Poisson process. | 2003-04-02 | Paper |
| The Vervaat process in \(L_p\) spaces | 2002-03-13 | Paper |
| Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve | 2001-01-29 | Paper |
| On estimation of Poisson intensity functions | 2000-10-29 | Paper |
| On the Vervaat and Vervaat-error processes | 2000-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246928 | 2000-03-29 | Paper |
| On the rate of strong consistency of the total time on test statistic | 1999-04-19 | Paper |
| On the rate of strong consistency of Lorenz curves | 1998-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369024 | 1998-01-12 | Paper |
| Strassen's LIL for the Lorenz curve | 1997-08-18 | Paper |
| Mean residual life processes | 1997-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884616 | 1997-01-09 | Paper |
| Lower estimates of the convergence rate for \(U\)-statistics | 1996-05-28 | Paper |
| Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics | 1995-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4275994 | 1995-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695441 | 1993-06-29 | Paper |
| Cramér type large deviations for a class of statistics | 1992-06-25 | Paper |
| Uniform limit theorem for densities of \(L\)-statistics | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4710691 | 1992-06-25 | Paper |
| Asymptotic behaviour of linear combinations of functions of order statistics | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363448 | 1991-01-01 | Paper |
| Probabilities of large deviations for L-statistics | 1990-01-01 | Paper |
| Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. I | 1990-01-01 | Paper |
| Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. II | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486652 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3792064 | 1988-01-01 | Paper |
| Remark on the Cramer-von Mises-Smirnov criterion | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811526 | 1988-01-01 | Paper |
