| Publication | Date of Publication | Type |
|---|
On a preference relation between random variables related to an investment problem
Acta Mathematica Hungarica | 2024-09-19 | Paper |
On a class of bivariate mixed Sarmanov distributions
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-04 | Paper |
| On the three-spliced exponential-lognormal-Pareto distribution | 2023-03-06 | Paper |
On a fuzzy discretization of continuous distributions with applications to risk models
Computational and Applied Mathematics | 2023-02-27 | Paper |
On the composite Lognormal–Pareto distribution with uncertain threshold
Communications in Statistics. Simulation and Computation | 2022-09-14 | Paper |
Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
Insurance Mathematics & Economics | 2019-03-28 | Paper |
Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
Fuzzy Optimization and Decision Making | 2018-10-16 | Paper |
| scientific article; zbMATH DE number 6948242 (Why is no real title available?) | 2018-10-05 | Paper |
| Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process | 2018-10-05 | Paper |
| How common sense can be misleading in ruin theory | 2018-10-05 | Paper |
Fast Fourier transform for multivariate aggregate claims
Computational and Applied Mathematics | 2018-08-09 | Paper |
On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov's counting distribution
ASTIN Bulletin | 2018-06-06 | Paper |
Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
ASTIN Bulletin | 2018-06-04 | Paper |
On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Insurance Mathematics & Economics | 2018-04-12 | Paper |
Another approach to the evaluation of a certain multivariate compound distribution
Analele Universitatii "Ovidius" Constanta - Seria Matematica | 2017-11-10 | Paper |
On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation
Insurance Mathematics & Economics | 2017-05-24 | Paper |
On the recursive evaluation of a certain multivariate compound distribution
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-04 | Paper |
Capital allocation for Sarmanov's class of distributions
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
| Two binomial methods for evaluating the aggregate claims distribution in De Pril's individual risk model | 2017-02-27 | Paper |
On two particular fuzzy numbers derived from probability distributions
Buletinul Științific. Universitatea din Pitești. Seria Matematică și Informatică | 2016-12-01 | Paper |
Background risk models and stepwise portfolio construction
Methodology and Computing in Applied Probability | 2016-11-11 | Paper |
On the bivariate Sarmanov distribution and copula. an application on insurance data using truncated marginal distributions
SORT. Statistics and Operations Research Transactions | 2016-06-06 | Paper |
Statistical inference for a new class of multivariate Pareto distributions
Communications in Statistics. Simulation and Computation | 2016-05-30 | Paper |
On a conjecture related to the ruin probability for nonhomogeneous insurance claims
Analele Științifice ale Universității ``Ovidius Constanța. Seria: Matematică | 2016-05-18 | Paper |
On the distribution of a sum of Sarmanov distributed random variables
Journal of Theoretical Probability | 2016-04-07 | Paper |
On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
Journal of Computational and Applied Mathematics | 2015-08-19 | Paper |
On a fuzzy cash flow model with insurance applications
Decisions in Economics and Finance | 2015-05-04 | Paper |
| Parameters estimation for the bivariate Sarmanov distribution with normal-type marginals | 2014-10-01 | Paper |
Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study
International Journal of Computer Mathematics | 2014-05-20 | Paper |
| On the fatal shock model | 2014-04-28 | Paper |
| On composite Pareto models | 2014-02-05 | Paper |
| A note on an asymptotic formula for the ruin probability | 2013-01-14 | Paper |
| An estimation method for the parameters of the skew-normal distribution | 2013-01-14 | Paper |
| On a method for the approximation of the sums of random variables in actuarial finance | 2013-01-14 | Paper |
| Approximating the financial situation of an insurance portfolio. An evolutionary approach | 2013-01-14 | Paper |
On a multivariate Pareto distribution
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Asymptotics for risk capital allocations based on conditional tail expectation
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Scandinavian Actuarial Journal | 2011-11-26 | Paper |
| scientific article; zbMATH DE number 5967637 (Why is no real title available?) | 2011-11-03 | Paper |
| Tail conditional expectation for the bivariate Pareto distribution of first kind | 2011-09-27 | Paper |
| scientific article; zbMATH DE number 5946328 (Why is no real title available?) | 2011-09-08 | Paper |
| scientific article; zbMATH DE number 5929604 (Why is no real title available?) | 2011-07-21 | Paper |
Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
Methodology and Computing in Applied Probability | 2011-03-14 | Paper |
| The bivariate skew-normal distribution. Numerical aspects | 2010-09-08 | Paper |
| Two lognormal models for real data | 2010-01-12 | Paper |
| On the asymptotic ruin probability with some specific stochastic discount factors | 2009-02-23 | Paper |
| On the bivariate skew-normal and log-skew-normal distributions | 2009-02-12 | Paper |
Recursions for Convolutions and Compound Distributions with Insurance Applications
EAA Lecture Notes | 2009-02-02 | Paper |
Skewed bivariate models and nonparametric estimation for the CTE risk measure
Insurance Mathematics & Economics | 2009-01-16 | Paper |
| A composite Exponential-Pareto distribution | 2008-11-28 | Paper |
The impact on ruin probabilities of the association structure among financial risks
Statistics & Probability Letters | 2008-01-21 | Paper |
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
| On the multivariate skew-normal distribution and its scale mixtures | 2007-04-17 | Paper |
| Comparing convolutions with Dhaene-Vandebroek and De Pril's recursions from a computational point of view | 2007-04-17 | Paper |
Recursions for the individual risk model
Acta Mathematicae Applicatae Sinica. English Series | 2007-01-29 | Paper |
Multivariate skew-normal distributions with applications in insurance
Insurance Mathematics & Economics | 2006-06-09 | Paper |
| scientific article; zbMATH DE number 5018526 (Why is no real title available?) | 2006-04-12 | Paper |
| scientific article; zbMATH DE number 5018774 (Why is no real title available?) | 2006-04-12 | Paper |
| scientific article; zbMATH DE number 5018538 (Why is no real title available?) | 2006-04-12 | Paper |
| scientific article; zbMATH DE number 2201827 (Why is no real title available?) | 2005-09-02 | Paper |
| scientific article; zbMATH DE number 2187925 (Why is no real title available?) | 2005-07-21 | Paper |
On Error Bounds for Approximations to Multivariate Distributions II
ASTIN Bulletin | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 1958540 (Why is no real title available?) | 2003-08-03 | Paper |
| scientific article; zbMATH DE number 1958593 (Why is no real title available?) | 2003-08-03 | Paper |
A Multivariate Generalization of the Generalized Poisson Distribution
ASTIN Bulletin | 2003-06-26 | Paper |
| scientific article; zbMATH DE number 1082014 (Why is no real title available?) | 1998-11-15 | Paper |
| scientific article; zbMATH DE number 827968 (Why is no real title available?) | 1997-10-26 | Paper |
| scientific article; zbMATH DE number 908107 (Why is no real title available?) | 1996-11-06 | Paper |
