| Publication | Date of Publication | Type |
|---|
| On a class of bivariate mixed Sarmanov distributions | 2023-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5879894 | 2023-03-06 | Paper |
| On a fuzzy discretization of continuous distributions with applications to risk models | 2023-02-27 | Paper |
| On the composite Lognormal–Pareto distribution with uncertain threshold | 2022-09-14 | Paper |
| Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims | 2022-03-10 | Paper |
| Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits | 2019-04-26 | Paper |
| Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution | 2019-03-28 | Paper |
| Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model | 2018-10-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4685164 | 2018-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4685257 | 2018-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4685260 | 2018-10-05 | Paper |
| Fast Fourier transform for multivariate aggregate claims | 2018-08-09 | Paper |
| On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims | 2018-07-13 | Paper |
| ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION | 2018-06-06 | Paper |
| RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS | 2018-06-04 | Paper |
| On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution | 2018-04-12 | Paper |
| Another approach to the evaluation of a certain multivariate compound distribution | 2017-11-10 | Paper |
| On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation | 2017-05-24 | Paper |
| On the recursive evaluation of a certain multivariate compound distribution | 2017-04-04 | Paper |
| Capital allocation for Sarmanov's class of distributions | 2017-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965072 | 2017-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2835081 | 2016-12-01 | Paper |
| Background risk models and stepwise portfolio construction | 2016-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2810747 | 2016-06-06 | Paper |
| Statistical Inference for a New Class of Multivariate Pareto Distributions | 2016-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2806706 | 2016-05-18 | Paper |
| On the distribution of a sum of Sarmanov distributed random variables | 2016-04-07 | Paper |
| On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues | 2015-08-19 | Paper |
| On a fuzzy cash flow model with insurance applications | 2015-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3191303 | 2014-10-01 | Paper |
| Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study | 2014-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412965 | 2014-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5396157 | 2014-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900304 | 2013-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900324 | 2013-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4902283 | 2013-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4902287 | 2013-01-14 | Paper |
| On a multivariate Pareto distribution | 2012-02-10 | Paper |
| Asymptotics for risk capital allocations based on conditional tail expectation | 2011-12-21 | Paper |
| Inequalities for the De Pril approximation to the distribution of the number of policies with claims | 2011-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3095698 | 2011-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3170517 | 2011-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3091348 | 2011-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3018225 | 2011-07-21 | Paper |
| Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach | 2011-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3587690 | 2010-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3654992 | 2010-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3605293 | 2009-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3602508 | 2009-02-12 | Paper |
| Recursions for Convolutions and Compound Distributions with Insurance Applications | 2009-02-02 | Paper |
| Skewed bivariate models and nonparametric estimation for the CTE risk measure | 2009-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3542155 | 2008-11-28 | Paper |
| The impact on ruin probabilities of the association structure among financial risks | 2008-01-21 | Paper |
| The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3432560 | 2007-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3432568 | 2007-04-17 | Paper |
| Recursions for the individual risk model | 2007-01-29 | Paper |
| Multivariate skew-normal distributions with applications in insurance | 2006-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5200993 | 2006-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5201006 | 2006-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5201277 | 2006-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314022 | 2005-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461134 | 2005-07-21 | Paper |
| On Error Bounds for Approximations to Multivariate Distributions II | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416505 | 2003-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416566 | 2003-08-03 | Paper |
| A Multivariate Generalization of the Generalized Poisson Distribution | 2003-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365046 | 1998-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4858933 | 1997-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4886890 | 1996-11-06 | Paper |
