| Publication | Date of Publication | Type |
|---|
Aging notions, stochastic orders, and expected utilities
Journal of Applied Probability | 2024-10-11 | Paper |
A note on Bayesian imperfect repair model
Journal of Applied Statistical Science | 2024-08-02 | Paper |
Generalized optimized certainty equivalent with applications in the rank-dependent utility model
SIAM Journal on Financial Mathematics | 2024-05-06 | Paper |
Adjusted higher-order expected shortfall
Insurance Mathematics & Economics | 2024-03-21 | Paper |
Dispersive orderings induced by differences of inter risk measures
Journal of Applied Probability | 2023-03-09 | Paper |
Inf-convolution and optimal allocations for mixed-VaRs
Insurance Mathematics & Economics | 2023-02-03 | Paper |
Adjusted Rényi entropic value-at-risk
European Journal of Operational Research | 2022-12-19 | Paper |
BOUNDS ON EXTROPY WITH VARIATIONAL DISTANCE CONSTRAINT
Probability in the Engineering and Informational Sciences | 2022-12-08 | Paper |
Preservation of log-concavity under convolution
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Statistical modeling of computer malware propagation dynamics in cyberspace
Journal of Applied Statistics | 2022-06-27 | Paper |
On Samuel's \(p\)-value model and the Simes test under dependence
Statistics & Probability Letters | 2022-06-01 | Paper |
Further properties of fractional stochastic dominance
Journal of Applied Probability | 2022-04-01 | Paper |
Statistical inference for tail-based cumulative residual entropy
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Modeling multivariate cybersecurity risks
Journal of Applied Statistics | 2022-02-23 | Paper |
pyvine: the Python package for regular vine copula modeling, sampling and testing
Communications in Mathematics and Statistics | 2021-05-03 | Paper |
| Sampling multivariate count variables with prespecified Pearson correlation using marginal regular vine copulas | 2021-04-26 | Paper |
Modeling and predicting extreme cyber attack rates via marked point processes
Journal of Applied Statistics | 2020-12-04 | Paper |
On a family of coherent measures of variability
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Extreme-aggregation measures in the RDEU model
Statistics & Probability Letters | 2019-02-20 | Paper |
ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Dispersive ordering for the multivariate normal distribution
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Closure properties of the second-order regular variation under convolutions
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Multivariate dispersive ordering of generalized order statistics
Journal of the Iranian Statistical Society JIRSS | 2016-11-28 | Paper |
Dispersion-type variability orders
Probability in the Engineering and Informational Sciences | 2016-05-23 | Paper |
Monotonicity of positive dependence with time for stationary reversible Markov chains
Probability in the Engineering and Informational Sciences | 2016-05-11 | Paper |
Stochastic orderings for elliptical random vectors
Journal of Multivariate Analysis | 2016-05-04 | Paper |
New developments on the \(L_p\)-metric between a probability distribution and its distortion
Statistics & Probability Letters | 2016-04-22 | Paper |
The tail behavior of randomly weighted sums of dependent random variables
Statistics and Its Interface | 2015-12-09 | Paper |
Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities
Metrika | 2015-10-14 | Paper |
Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables
Metrika | 2015-10-14 | Paper |
On bivariate signatures for systems with independent modules
Stochastic Orders in Reliability and Risk | 2015-05-22 | Paper |
Relations between the spectral measures and dependence of MEV distributions
Extremes | 2015-04-15 | Paper |
\(L_p\)-metric under the location-independent risk ordering of random variables
Insurance Mathematics & Economics | 2015-02-03 | Paper |
The closure property of 2RV under random sum
Statistics & Probability Letters | 2014-07-15 | Paper |
THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS
Probability in the Engineering and Informational Sciences | 2014-05-20 | Paper |
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Insurance Mathematics & Economics | 2014-04-14 | Paper |
Second-order expansions of the risk concentration based on CTE
Insurance Mathematics & Economics | 2014-04-14 | Paper |
On computing signatures of \(k\)-out-of-\(n\) system consisting of modules
Methodology and Computing in Applied Probability | 2014-04-14 | Paper |
Second-order properties of risk concentrations without the condition of asymptotic smoothness
Extremes | 2014-04-08 | Paper |
Asymptotics of the risk concentration based on the tail distortion risk measure
Statistics & Probability Letters | 2014-03-14 | Paper |
Asymptotic behavior of extremal events for aggregate dependent random variables
Probability in the Engineering and Informational Sciences | 2014-02-27 | Paper |
Some inequalities of linear combinations of independent random variables. II
Bernoulli | 2014-02-04 | Paper |
The second-order version of Karamata's theorem with applications
Statistics & Probability Letters | 2013-11-29 | Paper |
On orderings between weighted sums of random variables
Probability in the Engineering and Informational Sciences | 2013-06-13 | Paper |
Properties of second-order regular variation and expansions for risk concentration
Probability in the Engineering and Informational Sciences | 2013-01-15 | Paper |
Conditionally stochastic domination of generalized order statistics from two samples
Statistical Papers | 2012-09-23 | Paper |
Ordering consecutive \(k\)-out-of-\(n\):F systems
Probability in the Engineering and Informational Sciences | 2012-09-06 | Paper |
New properties of the total time on test transform order
Probability in the Engineering and Informational Sciences | 2012-06-27 | Paper |
Order statistics from heterogeneous negative binomial random variables
Probability in the Engineering and Informational Sciences | 2012-05-24 | Paper |
Characterization of left-monotone risk aversion in the RDEU model
Insurance Mathematics & Economics | 2012-05-11 | Paper |
Stochastic comparisons of capital allocations with applications
Insurance Mathematics & Economics | 2012-05-11 | Paper |
Probability inequalities for weighted distributions
Journal of Statistical Planning and Inference | 2012-05-04 | Paper |
Extreme value behavior of aggregate dependent risks
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Some Inequalities of Linear Combinations of Independent Random Variables. I.
Journal of Applied Probability | 2012-01-04 | Paper |
On computing signatures of coherent systems
Journal of Multivariate Analysis | 2011-10-25 | Paper |
A new proof of Cheung's characterization of comonotonicity
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Ordering convolutions of heterogeneous exponential and geometric distributions revisited
Probability in the Engineering and Informational Sciences | 2010-08-19 | Paper |
Asset proportions in optimal portfolios with dependent default risks
Insurance Mathematics & Economics | 2010-06-08 | Paper |
Equivalent characterizations on orderings of order statistics and sample ranges
Probability in the Engineering and Informational Sciences | 2010-05-26 | Paper |
Stochastic properties of INID progressive type-II censored order statistics
Journal of Multivariate Analysis | 2010-05-05 | Paper |
Some new results on multivariate dispersive ordering of generalized order statistics
Journal of Multivariate Analysis | 2010-03-01 | Paper |
Conditional ordering of order statistics
Journal of Multivariate Analysis | 2010-02-12 | Paper |
On hazard rate ordering of the sums of heterogeneous geometric random variables
Journal of Multivariate Analysis | 2009-11-27 | Paper |
STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS
Probability in the Engineering and Informational Sciences | 2009-11-13 | Paper |
Some New Results on Stochastic Comparisons of Record Values
Communications in Statistics: Theory and Methods | 2009-08-13 | Paper |
Optimal allocation of active redundancies in \(r\)-out-of-\(n\) systems
Journal of Statistical Planning and Inference | 2009-08-05 | Paper |
Dependence Structure of a Class of Symmetric Distributions
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
Optimal allocation of policy limits and deductibles under distortion risk measures
Insurance Mathematics & Economics | 2009-06-10 | Paper |
Multivariate dispersive ordering of spacings of generalized order statistics
Applied Mathematics Letters | 2009-06-10 | Paper |
| scientific article; zbMATH DE number 5548225 (Why is no real title available?) | 2009-04-28 | Paper |
Log-concavity of generalized order statistics
Statistics & Probability Letters | 2009-03-04 | Paper |
ORDERING p-SPACINGS OF GENERALIZED ORDER STATISTICS REVISITED
Probability in the Engineering and Informational Sciences | 2009-03-03 | Paper |
| scientific article; zbMATH DE number 5504922 (Why is no real title available?) | 2009-02-09 | Paper |
A note on reversed hazard rate of order statistics and record values
Journal of Statistical Planning and Inference | 2009-01-30 | Paper |
Characterizations of Aging Classes in Terms of Spacings Between Record Values
Stochastic Models | 2008-12-17 | Paper |
Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables
Communications in Statistics: Theory and Methods | 2008-10-28 | Paper |
Dependence Structure of Spacings of Order Statistics
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
CONDITIONAL ORDERING OF GENERALIZED ORDER STATISTICS REVISITED
Probability in the Engineering and Informational Sciences | 2008-08-21 | Paper |
Dependence properties of order statistics
Journal of Statistical Planning and Inference | 2008-05-08 | Paper |
Conditional orderings and positive dependence
Journal of Multivariate Analysis | 2008-03-11 | Paper |
NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES
Probability in the Engineering and Informational Sciences | 2008-01-09 | Paper |
ORDERING CONDITIONAL DISTRIBUTIONS OF GENERALIZED ORDER STATISTICS
Probability in the Engineering and Informational Sciences | 2007-10-26 | Paper |
STOCHASTIC ORDERINGS BETWEEN p-SPACINGS OF GENERALIZED ORDER STATISTICS FROM TWO SAMPLES
Probability in the Engineering and Informational Sciences | 2007-09-11 | Paper |
Likelihood ratio orderings of spacings of heterogeneous exponential random variables
Journal of Multivariate Analysis | 2007-06-26 | Paper |
REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS
Probability in the Engineering and Informational Sciences | 2007-04-05 | Paper |
MULTIVARIATE STOCHASTIC COMPARISONS OF SEQUENTIAL ORDER STATISTICS
Probability in the Engineering and Informational Sciences | 2007-03-23 | Paper |
Negative dependence in the balls and bins experiment with applications to order statistics
Journal of Multivariate Analysis | 2006-10-05 | Paper |
Stochastic Comparisons and Dependence of Spacings from Two Samples of Exponential Random Variables
Communications in Statistics: Theory and Methods | 2006-08-21 | Paper |
Preservation of the location independent risk order under convolution
Insurance Mathematics & Economics | 2006-06-09 | Paper |
Stochastic comparisons of \(m\)-spacings
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
Dependence structures of multivariate Bernoulli random vectors
Journal of Multivariate Analysis | 2005-06-30 | Paper |
STOCHASTIC PROPERTIES OF p-SPACINGS OF GENERALIZED ORDER STATISTICS
Probability in the Engineering and Informational Sciences | 2005-06-21 | Paper |
A note on stochastic comparisons of generalized order statistics
Statistics & Probability Letters | 2005-06-01 | Paper |
LIKELIHOOD RATIO ORDERING OF THE INSPECTION PARADOX
Probability in the Engineering and Informational Sciences | 2005-05-09 | Paper |
Characterizations of generalized ageing classes by the excess lifetime
Southeast Asian Bulletin of Mathematics | 2005-03-21 | Paper |
Characterizations of the hazard rate order and IFR aging notion
Statistics & Probability Letters | 2005-03-08 | Paper |
An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Properties of some stochastic orders: A unified study
Naval Research Logistics | 2005-02-22 | Paper |
A note on multivariate stochastic comparisons of Bernoulli random variables
Journal of Statistical Planning and Inference | 2004-11-29 | Paper |
Some counterexamples in positive dependence
Journal of Statistical Planning and Inference | 2004-09-09 | Paper |
Stochastic comparisons of order statisctics from two samples
Southeast Asian Bulletin of Mathematics | 2004-05-27 | Paper |
Further developments on sufficient conditions for negative dependence of random variables.
Statistics & Probability Letters | 2004-03-14 | Paper |
A central limit theorem for random fields of negatively associated processes
Journal of Theoretical Probability | 2003-08-06 | Paper |
| scientific article; zbMATH DE number 1893588 (Why is no real title available?) | 2003-07-27 | Paper |
Multivariate hazard rate orders
Journal of Multivariate Analysis | 2003-04-02 | Paper |
Moment Inequalities for Discrete Ageing Families
Communications in Statistics: Theory and Methods | 2003-02-24 | Paper |
On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays
Theory of Probability & Its Applications | 2002-09-18 | Paper |
Supermodular dependence ordering on a class of multivariate copulas
Statistics & Probability Letters | 2002-09-05 | Paper |
Multivariate stochastic comparisons of inspection and repair policies
Statistics & Probability Letters | 2002-04-07 | Paper |
Stochastic comparisons of spacings from restricted families of distributions
Statistics & Probability Letters | 2002-03-06 | Paper |
Likelihood ratio and mean residual life orders for order statistics of heterogeneous random variables
Probability in the Engineering and Informational Sciences | 2002-01-08 | Paper |
Proofs of the closure property of NBUC and NBU(2) under convolution
Journal of Applied Probability | 2002-01-01 | Paper |
Comparisons of dependence for stationary Markov processes
Probability in the Engineering and Informational Sciences | 2001-12-03 | Paper |
A NOTE ON COMPARISONS OF k-OUT-OF-n SYSTEMS WITH RESPECT TO THE HAZARD AND REVERSED HAZARD RATE ORDERS
Probability in the Engineering and Informational Sciences | 2001-10-21 | Paper |
| scientific article; zbMATH DE number 1517072 (Why is no real title available?) | 2001-04-26 | Paper |
Negatively superadditive dependence of random variables with applications.
Chinese Journal of Applied Probability and Statistics | 2001-04-09 | Paper |
On dependence of risks and stop-loss premiums
Insurance Mathematics & Economics | 2000-10-12 | Paper |
Sufficient conditions for negative association of random variables
Statistics & Probability Letters | 2000-05-08 | Paper |
Preservation of multivariate dependence under multivariate claim models
Insurance Mathematics & Economics | 2000-01-31 | Paper |
| scientific article; zbMATH DE number 1263917 (Why is no real title available?) | 1999-10-25 | Paper |
Comparison of order statistics between dependent and independent random variables
Statistics & Probability Letters | 1998-03-25 | Paper |
Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means.
Acta Mathematicae Applicatae Sinica. English Series | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 851562 (Why is no real title available?) | 1996-11-12 | Paper |
Multivariate distributions from mixtures of max-infinitely divisible distributions
Journal of Multivariate Analysis | 1996-08-05 | Paper |
Stochastic comparisons of order statistics under multivariate imperfect repair
Journal of Applied Probability | 1996-08-04 | Paper |
| scientific article; zbMATH DE number 562226 (Why is no real title available?) | 1994-06-28 | Paper |
| scientific article; zbMATH DE number 169432 (Why is no real title available?) | 1993-05-16 | Paper |
