| Publication | Date of Publication | Type |
|---|
General bounds for the deficit distribution at ruin in the sparre Andersen model
Lithuanian Mathematical Journal | 2025-01-10 | Paper |
Robust portfolio choice under the interest rate uncertainty
Optimization | 2022-09-29 | Paper |
General methods for bounding multidimensional ruin probabilities in regime-switching models
Stochastics | 2022-07-07 | Paper |
Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Approximating sums of products of dependent random variables
Statistics & Probability Letters | 2020-10-12 | Paper |
Banach contraction principle and ruin probabilities in regime-switching models
Insurance Mathematics & Economics | 2018-06-15 | Paper |
Deficit distributions at ruin in a regime-switching Sparre Andersen model
Journal of Applied Analysis | 2018-06-08 | Paper |
A generalization of Gerber's inequality for ruin probabilities in risk-switching models
Statistics & Probability Letters | 2017-12-22 | Paper |
Portfolio immunization under cone restrictions
Journal of Applied Analysis | 2017-12-04 | Paper |
Complete discounted cash flow valuation
Insurance Mathematics & Economics | 2017-11-23 | Paper |
| On the martingale-fair index of return for investment funds | 2015-01-15 | Paper |
| On the average rate of return in a continuous time stochastic model | 2015-01-15 | Paper |
Fixed point and approximate fixed point theorems for non-affine maps
Journal of Applied Analysis | 2014-08-19 | Paper |
A new immunization inequality for random streams of assets, liabilities and interest rates
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Sharp approximations of ruin probabilities in the discrete time models
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Optimal Monte Carlo integration with fixed relative precision
Journal of Complexity | 2013-01-14 | Paper |
| scientific article; zbMATH DE number 5875001 (Why is no real title available?) | 2011-04-06 | Paper |
| A primer on duration, convexity, and immunization | 2010-06-07 | Paper |
Minimax inequality for the prediction risk
Mathematical Inequalities & Applications | 2010-05-26 | Paper |
Optimal streams of premiums in multiperiod credibility models
Applicationes Mathematicae | 2007-07-26 | Paper |
Axiom of solvency and portfolio immunization under random interest rates
Insurance Mathematics & Economics | 2007-05-24 | Paper |
Optimal reinsurance under general risk measures
Insurance Mathematics & Economics | 2007-03-02 | Paper |
On the deficit distribution when ruin occurs -- discrete time model
Insurance Mathematics & Economics | 2005-08-01 | Paper |
Projection bounds on expectations of record statistics from restricted families
Journal of Statistical Planning and Inference | 2003-04-09 | Paper |
Inequalities for generalized order statistics from some restricted family of distributions
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Improved Steffensen type bounds on expectations of record statistics
Statistics & Probability Letters | 2002-06-27 | Paper |
Sharp bounds on moments of generalized order statistics.
Metrika | 2002-01-29 | Paper |
Sharp bounds on quasiconvex moments of generalized order statistics
JIPAM. Journal of Inequalities in Pure & Applied Mathematics | 2001-05-13 | Paper |
| scientific article; zbMATH DE number 1507402 (Why is no real title available?) | 2001-02-01 | Paper |
Insurer's optimal reinsurance strategies
Insurance Mathematics & Economics | 2001-01-11 | Paper |
The Tarski–Kantorovitch prinicple and the theory of iterated function systems
Bulletin of the Australian Mathematical Society | 2001-01-11 | Paper |
On localizing global Pareto solutions in a given convex set
Applicationes Mathematicae | 2001-01-07 | Paper |
Long- and short-range dependent sequences under exponential subordination
Statistics & Probability Letters | 1999-06-29 | Paper |
| scientific article; zbMATH DE number 1139941 (Why is no real title available?) | 1999-05-26 | Paper |
Projection method for moment bounds on order statistics from restricted families. II: Independent case
Journal of Multivariate Analysis | 1999-02-16 | Paper |
Information inequalities for the minimax risk of sequential estimators (with applications)
Applicationes Mathematicae | 1998-09-20 | Paper |
| scientific article; zbMATH DE number 1031453 (Why is no real title available?) | 1997-09-18 | Paper |
| scientific article; zbMATH DE number 819299 (Why is no real title available?) | 1997-03-19 | Paper |
The law of the iterated logarithm for \(L_ p\)-norms of empirical processes
Statistics & Probability Letters | 1996-12-08 | Paper |
Projections, Extendability of Operators and the Gateaux Derivative of the Norm
Journal of Applied Analysis | 1996-11-07 | Paper |
| scientific article; zbMATH DE number 922036 (Why is no real title available?) | 1996-11-06 | Paper |
Projection method for moment bounds on order statistics from restricted families
Journal of Multivariate Analysis | 1996-06-16 | Paper |
Geometric mean value theorems for the Dini derivative
Journal of Mathematical Analysis and Applications | 1996-01-21 | Paper |
Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)
The Annals of Statistics | 1995-11-12 | Paper |
Note on unbiased estimability of the larger of two mean values
Applicationes Mathematicae | 1995-10-18 | Paper |
An upper bound for the power of a test
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
Weierstrass theorem for monotonically semicontinuous functions
Optimization | 1995-07-18 | Paper |
Countably orderable sets and their applications in optimization
Optimization | 1995-06-14 | Paper |
Nonexponential Applications of a Global Cramèr-Rao Inequality
Statistics | 1995-04-10 | Paper |
| scientific article; zbMATH DE number 639855 (Why is no real title available?) | 1994-10-13 | Paper |
Approximate necessary conditions for locally weak Pareto optimality
Journal of Optimization Theory and Applications | 1994-09-27 | Paper |
An approximate necessary condition for the optimal bandwidth selector in kernel density estimation
Applicationes Mathematicae | 1994-03-14 | Paper |
| scientific article; zbMATH DE number 474430 (Why is no real title available?) | 1994-02-02 | Paper |
Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator
Annals of the Institute of Statistical Mathematics | 1993-08-25 | Paper |
| scientific article; zbMATH DE number 148966 (Why is no real title available?) | 1993-04-01 | Paper |
Moment inequalities for order statistics with applications to characterizations of distributions
Metrika | 1992-06-28 | Paper |
Estimating a scale parameter under censorship
Statistics | 1992-06-28 | Paper |
Existence of maximal points with respect to ordered bipreference relations
Journal of Optimization Theory and Applications | 1992-06-25 | Paper |
Information inequalities for the Bayes risk
The Annals of Statistics | 1990-01-01 | Paper |
Estimating a density and its derivatives via the minimum distance method
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4100383 (Why is no real title available?) | 1989-01-01 | Paper |
On the minimax value in the scale model with truncated data
The Annals of Statistics | 1988-01-01 | Paper |
On improving distribution function estimators which are not monotonic functions
Statistics & Probability Letters | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4050751 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4052800 (Why is no real title available?) | 1987-01-01 | Paper |
On improving density estimators which are not bona fide functions
The Annals of Statistics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3996842 (Why is no real title available?) | 1986-01-01 | Paper |
A remark on Lehmann-unbiased estimators for scale resp. location parameters
Metrika | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3994638 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3971961 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3844808 (Why is no real title available?) | 1983-01-01 | Paper |
