| Publication | Date of Publication | Type |
|---|
Calculating premium principles from the mode of a unimodal weighted distribution
ASTIN Bulletin | 2025-01-22 | Paper |
Probabilistic mean value theorems for conditioned random variables with applications
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
On probabilistic mean value theorem and covariance identities
Journal of Computational and Applied Mathematics | 2024-07-15 | Paper |
A family of variability measures based on the cumulative residual entropy and distortion functions
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
Communications in Statistics: Theory and Methods | 2022-10-04 | Paper |
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
Journal of Applied Probability | 2022-07-08 | Paper |
On the elasticity of expected interepoch intervals in a non-homogeneous Poisson process under small variations of hazard rate
Probability in the Engineering and Informational Sciences | 2022-04-14 | Paper |
Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
Methodology and Computing in Applied Probability | 2022-01-07 | Paper |
A family of weighted distributions based on the mean inactivity time and cumulative past entropies
Ricerche di Matematica | 2021-12-03 | Paper |
Sensitivity analysis and tail variability for the Wang's actuarial index
Insurance Mathematics & Economics | 2021-06-21 | Paper |
Recruitment and survival time under mean residual lifetime bias sampling
Statistics | 2020-09-03 | Paper |
Increasing concave orderings of linear combinations of order statistics with applications to social welfare
Metrika | 2020-06-16 | Paper |
On a family of risk measures based on proportional hazards models and tail probabilities
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Stochastic comparisons of interfailure times under a relevation replacement policy
Journal of Applied Probability | 2018-09-26 | Paper |
A residual inaccuracy measure based on the relevation transform
Metrika | 2018-02-09 | Paper |
On the generalized cumulative residual entropy weighted distributions
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
An operator property of the distribution of a nonhomogeneous Poisson process with applications
Methodology and Computing in Applied Probability | 2017-09-18 | Paper |
Characterizations based on generalized cumulative residual entropy functions
Communications in Statistics: Theory and Methods | 2017-04-25 | Paper |
On the generalized cumulative residual entropy with applications in actuarial science
Journal of Computational and Applied Mathematics | 2016-09-12 | Paper |
On asymptotic equivalence among the solutions of some defective renewal equations
Lithuanian Mathematical Journal | 2015-11-06 | Paper |
On the integrated tail of the deficit in the renewal risk model
Methodology and Computing in Applied Probability | 2015-07-31 | Paper |
The covariance between the surplus prior to and ruin in the classical risk model
ASTIN Bulletin | 2013-12-12 | Paper |
Generalized cumulative residual entropy and record values
Metrika | 2013-08-02 | Paper |
Some extensions of the residual lifetime and its connection to the cumulative residual entropy
Probability in the Engineering and Informational Sciences | 2012-06-27 | Paper |
On the DFR property of the compound geometric distribution with applications in risk theory
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Some results on the joint distribution prior to and at the time of ruin in the classical model
Scandinavian Actuarial Journal | 2011-11-26 | Paper |
Ratio monotonicity for tail probabilities in the renewal risk model
Probability in the Engineering and Informational Sciences | 2011-05-18 | Paper |
Monotonicity properties and the deficit at ruin in the Sparre Andersen model
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
Tail bounds for the distribution of the deficit in the renewal risk model
Insurance Mathematics & Economics | 2010-06-08 | Paper |
A note on convolutions of compound geometric distributions
Statistics & Probability Letters | 2009-05-12 | Paper |
A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications
Stochastic Models | 2009-04-08 | Paper |
Asymptotic results for heavy-tailed distributions using defective renewal equations
Statistics & Probability Letters | 2009-04-03 | Paper |
Tail bounds for the joint distribution of the surplus prior to and at ruin
Insurance Mathematics & Economics | 2008-08-22 | Paper |
