| Publication | Date of Publication | Type |
|---|
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
Probability in the Engineering and Informational Sciences | 2026-02-26 | Paper |
Stackelberg equilibrium strategies between insurance demand and government interventions
Journal of Economic Dynamics & Control | 2026-02-10 | Paper |
Optimal reinsurance design under convex premium principles and distortion risk measures
Insurance Mathematics & Economics | 2026-01-13 | Paper |
Optimal insurance design in the presence of government financial assistance
Scandinavian Actuarial Journal | 2025-11-06 | Paper |
Multidimensional credibility: a new approach based on joint distribution function
ASTIN Bulletin | 2025-01-22 | Paper |
Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
ASTIN Bulletin | 2025-01-22 | Paper |
Stochastic orders and distortion risk contribution ratio measures
Insurance Mathematics & Economics | 2024-09-18 | Paper |
On joint marginal expected shortfall and associated contribution risk measures
Quantitative Finance | 2024-08-26 | Paper |
Ordering properties of generalized aggregation with applications
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Allocations of cold standbys to series and parallel systems with dependent components
Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
On fail-safe systems under random shocks
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
Communications in Statistics. Theory and Methods | 2024-07-12 | Paper |
Bowley solution under the reinsurer's default risk
Insurance Mathematics & Economics | 2024-03-21 | Paper |
Stochastic comparisons of relevation allocation policies in coherent systems
Test | 2023-12-12 | Paper |
On reliability improvement for coherent systems with a relevation
Naval Research Logistics | 2023-10-20 | Paper |
A <scp>copula‐based</scp> approach on optimal allocation of hot standbys in series systems
Naval Research Logistics | 2023-10-20 | Paper |
Optimal insurance design under mean-variance preference with narrow framing
Insurance Mathematics & Economics | 2023-10-12 | Paper |
Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
Journal of Computational and Applied Mathematics | 2023-09-04 | Paper |
Ordering results on largest order statistics from multiple-outlier gamma variables
Communications in Mathematics and Statistics | 2023-07-11 | Paper |
Optimal allocation of policy limits in layer reinsurance treaties
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Stochastic comparisons on total capacity of weighted k-out-of-n systems with heterogeneous components
Statistical Theory and Related Fields | 2023-03-07 | Paper |
COMPARISONS OF SAMPLE RANGES ARISING FROM MULTIPLE-OUTLIER MODELS: IN MEMORY OF MOSHE SHAKED
Probability in the Engineering and Informational Sciences | 2022-12-08 | Paper |
ON THE RESIDUAL AND PAST LIFETIMES OF COHERENT SYSTEMS UNDER RANDOM MONITORING
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Bowley reinsurance with asymmetric information: a first-best solution
Scandinavian Actuarial Journal | 2022-09-19 | Paper |
Ordering results for individual risk model with dependent Location-Scale claim severities
Communications in Statistics: Theory and Methods | 2022-06-27 | Paper |
Standby redundancies at component level versus system level in series system
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
On variability of series and parallel systems with heterogeneous components
Probability in the Engineering and Informational Sciences | 2022-04-14 | Paper |
Systemic risk: conditional distortion risk measures
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Satisficing credibility for heterogeneous risks
European Journal of Operational Research | 2022-02-22 | Paper |
Data breach CAT bonds: modeling and pricing
North American Actuarial Journal | 2022-02-07 | Paper |
Optimal allocation of relevations in coherent systems
Journal of Applied Probability | 2021-12-01 | Paper |
On transform orders for largest claim amounts
Journal of Applied Probability | 2021-12-01 | Paper |
On stochastic comparisons of finite \(\alpha \)-mixture models
Statistics & Probability Letters | 2021-11-12 | Paper |
Optimal reinsurance design with distortion risk measures and asymmetric information
ASTIN Bulletin | 2021-09-24 | Paper |
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Scandinavian Actuarial Journal | 2021-09-13 | Paper |
| Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons | 2021-03-30 | Paper |
On the increasing convex order of generalized aggregation of dependent random variables
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Concave distortion risk minimizing reinsurance design under adverse selection
Insurance Mathematics & Economics | 2020-03-20 | Paper |
On asset allocation for a threshold model with dependent returns
European Actuarial Journal | 2020-03-06 | Paper |
Generative adversarial networks with joint distribution moment matching
Journal of the Operations Research Society of China | 2019-12-10 | Paper |
Optimal allocation of minimal repairs in parallel and series systems
Naval Research Logistics | 2019-09-17 | Paper |
Comparisons of order statistics from heterogeneous negative binomial variables with applications
Statistics | 2019-08-13 | Paper |
Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components
Operations Research Letters | 2019-06-11 | Paper |
Ordering properties of extreme claim amounts from heterogeneous portfolios
ASTIN Bulletin | 2019-05-29 | Paper |
Risk-adjusted bowley reinsurance under distorted probabilities
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
Scandinavian Actuarial Journal | 2019-05-10 | Paper |
On total capacity of \(k\)-out-of-\(n\) systems with random weights
Naval Research Logistics | 2019-05-02 | Paper |
Ordering properties of spacings from heterogeneous geometric samples
Probability in the Engineering and Informational Sciences | 2019-03-27 | Paper |
Stochastic comparisons on two finite mixture models
Operations Research Letters | 2019-02-22 | Paper |
Component and system active redundancies for coherent systems with dependent components
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components
Statistics | 2019-01-28 | Paper |
Stochastic comparisons of coherent systems under different random environments
Journal of Applied Probability | 2018-09-26 | Paper |
Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Optimal allocation of active redundancies in weighted \(k\)-out-of-\(n\) systems
Statistics & Probability Letters | 2018-07-03 | Paper |
On heterogeneity in the individual model with both dependent claim occurrences and severities
ASTIN Bulletin | 2018-06-06 | Paper |
Optimal allocation policy of one redundancy in a \(n\)-component series system
European Journal of Operational Research | 2018-05-24 | Paper |
Allocation strategies of standby redundancies in series/parallel system
Communications in Statistics: Theory and Methods | 2018-04-27 | Paper |
Random fuzzy repairable coherent systems with independent components
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2018-01-11 | Paper |
Some new results on the largest order statistics from multiple-outlier gamma models
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Stochastic monotonicity of conditional order statistics in multiple-outlier scale population
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
On the maxima of heterogeneous gamma variables
Communications in Statistics: Theory and Methods | 2017-08-30 | Paper |
Hazard rate ordering of the second-order statistics from multiple-outlier PHR samples
Statistics | 2017-07-20 | Paper |
On extreme order statistics from heterogeneous Weibull variables
Statistics | 2017-01-11 | Paper |
On the skewness of order statistics in multiple-outlier PHR models
Metrika | 2016-09-16 | Paper |
Redundancy allocation at component level versus system level
European Journal of Operational Research | 2016-07-06 | Paper |
Comparisons on aggregate risks from two sets of heterogeneous portfolios
Insurance Mathematics & Economics | 2015-12-14 | Paper |
| Adjacent vertex distinguishing edge-coloring of planar graphs with girth at least five. | 2015-09-29 | Paper |
On the maxima of heterogeneous gamma variables with different shape and scale parameters
Metrika | 2014-10-17 | Paper |
Comparisons of \(k\)-out-of-\(n\) systems with heterogenous components
Statistics & Probability Letters | 2013-05-13 | Paper |
On sample ranges in multiple-outlier models
Journal of Multivariate Analysis | 2012-08-24 | Paper |
Specificity rule discovery in HIV-1 protease cleavage site analysis
Computational Biology and Chemistry | 2008-08-12 | Paper |
