| Publication | Date of Publication | Type |
|---|
Assessing component reliability using lifetime data from systems
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Assessing bivariate tail non-exchangeable dependence
Statistics & Probability Letters | 2019-09-25 | Paper |
Cybersecurity Insurance: Modeling and Pricing
North American Actuarial Journal | 2019-06-18 | Paper |
Factor copula approaches for assessing spatially dependent high-dimensional risks
North American Actuarial Journal | 2019-05-28 | Paper |
Assessing high-risk scenarios by full-range tail dependence copulas
North American Actuarial Journal | 2019-05-28 | Paper |
A general approach to full-range tail dependence copulas
Insurance Mathematics & Economics | 2017-11-23 | Paper |
On a bivariate copula with both upper and lower full-range tail dependence
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Multivariate dependence modeling based on comonotonic factors
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Second-order regular variation inherited from Laplace-Stieltjes transforms
Communications in Statistics. Theory and Methods | 2016-08-22 | Paper |
Higher order tail densities of copulas and hidden regular variation
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Tail negative dependence and its applications for aggregate loss modeling
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Intermediate tail dependence: a review and some new results
Stochastic Orders in Reliability and Risk | 2015-05-22 | Paper |
A spline-based semiparametric sieve likelihood method for over-dispersed panel count data
The Canadian Journal of Statistics | 2014-06-26 | Paper |
Relations between hidden regular variation and the tail order of copulas
Journal of Applied Probability | 2014-05-14 | Paper |
Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures
Insurance Mathematics & Economics | 2014-04-14 | Paper |
Strength of tail dependence based on conditional tail expectation
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Tail comonotonicity and conservative risk measures
ASTIN Bulletin | 2013-12-12 | Paper |
Second-order small perturbation method for transmission from dielectric rough surfaces
Waves in Random and Complex Media | 2013-10-25 | Paper |
Spline-based semiparametric projected generalized estimating equation method for panel count data
Biostatistics | 2012-08-08 | Paper |
Second order regular variation and conditional tail expectation of multiple risks
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Tail order and intermediate tail dependence of multivariate copulas
Journal of Multivariate Analysis | 2011-08-16 | Paper |
A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval censored data
Scandinavian Journal of Statistics | 2011-02-22 | Paper |
Worst allocations of policy limits and deductibles
Insurance Mathematics & Economics | 2008-08-18 | Paper |
Stochastic orders of scalar products with applications
Insurance Mathematics & Economics | 2008-06-25 | Paper |
