| Publication | Date of Publication | Type |
|---|
A Marshall-Olkin type multivariate model with underlying dependent shocks
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Probability solutions of the Sincov's functional equation on the set of nonnegative integers
Brazilian Journal of Probability and Statistics | 2023-01-23 | Paper |
Mixing and moments properties of a non-stationary copula-based Markov process
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
Insurance Mathematics & Economics | 2021-11-19 | Paper |
New characterizations of bivariate discrete Schur-constant models
Statistics & Probability Letters | 2021-11-12 | Paper |
Hierarchical Archimedean dependence in common shock models
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Extensions and distortions of \(\lambda\)-fuzzy measures
Fuzzy Sets and Systems | 2021-08-23 | Paper |
| State-Dependent Autoregressive Models: Properties, Estimation and Forecasting | 2020-02-08 | Paper |
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
ASTIN Bulletin | 2019-05-29 | Paper |
Archimedean-based Marshall-Olkin distributions and related dependence structures
Methodology and Computing in Applied Probability | 2018-03-01 | Paper |
Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
Springer Proceedings in Mathematics & Statistics | 2017-07-05 | Paper |
| Gaussian autoregressive process with dependent innovations. Some asymptotic results | 2017-04-11 | Paper |
| $\beta$-mixing and moments properties of a non-stationary copula-based Markov process | 2017-04-05 | Paper |
Convolution copula econometrics
SpringerBriefs in Statistics | 2017-01-17 | Paper |
| Granger Independent Martingale Processes | 2016-07-06 | Paper |
| The concept of a suitable insurance policy using leader-follower games | 2015-09-11 | Paper |
Contagion-based distortion risk measures
Applied Mathematics Letters | 2015-05-19 | Paper |
The efficient hedging problem for American options
Finance and Stochastics | 2014-12-17 | Paper |
On the distribution of the (un)bounded sum of random variables
Insurance Mathematics & Economics | 2011-08-01 | Paper |
| scientific article; zbMATH DE number 5919915 (Why is no real title available?) | 2011-07-13 | Paper |
A copula-based model of speculative price dynamics in discrete time
Journal of Multivariate Analysis | 2011-05-23 | Paper |
| Fourier transform methods in finance. | 2010-07-09 | Paper |
Hedging American options in Merton's model: A locally risk minimizing approach
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
A lattice model with incomplete information: A credit risk application
Statistics & Decisions | 2009-01-09 | Paper |
A Copula-Based Model of the Term Structure of CDO Tranches
Applied Quantitative Finance | 2008-12-01 | Paper |
| scientific article; zbMATH DE number 2183048 (Why is no real title available?) | 2005-06-24 | Paper |
| scientific article; zbMATH DE number 1944107 (Why is no real title available?) | 2003-07-01 | Paper |
| scientific article; zbMATH DE number 1279074 (Why is no real title available?) | 2000-04-18 | Paper |
Functional convergence of Snell envelopes: Applications to American options approximations
Finance and Stochastics | 1999-01-27 | Paper |
An approximation of American option prices in a jump-diffusion model
Stochastic Processes and their Applications | 1996-08-05 | Paper |
