| Publication | Date of Publication | Type |
|---|
| Estimation of the adjusted standard-deviatile for extreme risks | 2024-05-14 | Paper |
| Generalized optimized certainty equivalent with applications in the rank-dependent utility model | 2024-05-06 | Paper |
| Bayes risk, elicitability, and the Expected Shortfall | 2023-09-28 | Paper |
| Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks | 2023-07-18 | Paper |
| Distributionally robust reinsurance with expectile | 2023-06-26 | Paper |
| Distributionally robust reinsurance with value-at-risk and conditional value-at-risk | 2023-02-01 | Paper |
| Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory | 2022-12-06 | Paper |
| PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION | 2022-11-18 | Paper |
| PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS | 2022-11-18 | Paper |
| Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures | 2022-09-26 | Paper |
| A General Wasserstein Framework for Data-driven Distributionally Robust Optimization: Tractability and Applications | 2022-07-19 | Paper |
| A multivariate CVaR risk measure from the perspective of portfolio risk management | 2022-05-05 | Paper |
| Further properties of fractional stochastic dominance | 2022-04-01 | Paper |
| Estimation of the Haezendonck-Goovaerts risk measure for extreme risks | 2021-09-13 | Paper |
| RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS | 2020-12-13 | Paper |
| Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications | 2020-12-11 | Paper |
| Quantile-based risk sharing with heterogeneous beliefs | 2020-06-15 | Paper |
| Risk Aversion in Regulatory Capital Principles | 2020-06-08 | Paper |
| Sums of standard uniform random variables | 2019-10-07 | Paper |
| Characterizations of risk aversion in cumulative prospect theory | 2019-06-18 | Paper |
| The average risk sharing problem under risk measure and expected utility theory | 2018-11-19 | Paper |
| Risk measures based on behavioural economics theory | 2018-04-06 | Paper |
| ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS | 2017-09-19 | Paper |
| Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures | 2017-07-17 | Paper |
| Closure properties of the second-order regular variation under convolutions | 2017-04-27 | Paper |
| Second-order regular variation inherited from Laplace–Stieltjes transforms | 2016-08-22 | Paper |
| Diversification limit of quantiles under dependence uncertainty | 2016-06-07 | Paper |
| Second-order properties of tail probabilities of sums and randomly weighted sums | 2015-09-24 | Paper |
| Risk concentration based on expectiles for extreme risks under FGM copula | 2015-09-14 | Paper |
| On aggregation sets and lower-convex sets | 2015-06-18 | Paper |
| Second-Order Conditions of Regular Variation and Drees-Type Inequalities | 2015-05-22 | Paper |
| Relations between the spectral measures and dependence of MEV distributions | 2015-04-15 | Paper |
| Optimal capital allocation based on the tail mean-variance model | 2014-06-23 | Paper |
| THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS | 2014-05-20 | Paper |
| Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks | 2014-04-14 | Paper |
| Second-order expansions of the risk concentration based on CTE | 2014-04-14 | Paper |
| Second-order properties of risk concentrations without the condition of asymptotic smoothness | 2014-04-08 | Paper |
| ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES | 2014-02-27 | Paper |
| A rank method for testing perfect ranking in multi-cycle ranked set sampling | 2013-11-19 | Paper |
| ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES | 2013-06-13 | Paper |
| PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION | 2013-01-15 | Paper |
| Characterization of left-monotone risk aversion in the RDEU model | 2012-05-11 | Paper |
| Extreme value behavior of aggregate dependent risks | 2012-04-18 | Paper |
| A new proof of Cheung's characterization of comonotonicity | 2011-08-01 | Paper |
| ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED | 2010-08-19 | Paper |
| EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES | 2010-05-26 | Paper |
| Stochastic properties of INID progressive type-II censored order statistics | 2010-05-05 | Paper |
