Publication | Date of Publication | Type |
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Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities | 2024-01-24 | Paper |
On geometric-type approximations with applications to risk and related processes | 2023-09-14 | Paper |
Basis risk management and randomly scaled uncertainty | 2023-02-01 | Paper |
More for less insurance model: an alternative to (re)insurance | 2022-11-16 | Paper |
On the risk of ruin in a SIS type epidemic | 2022-07-07 | Paper |
Ruin problems for epidemic insurance | 2022-01-18 | Paper |
On partially Schur-constant models and their associated copulas | 2022-01-03 | Paper |
A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling | 2021-11-12 | Paper |
Schur-constant and related dependence models, with application to ruin probabilities | 2021-11-09 | Paper |
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment | 2021-09-13 | Paper |
Delta operators, power series distributions and recursions for compound sums | 2021-03-30 | Paper |
On branching models with alarm triggerings | 2020-12-11 | Paper |
SIR-type epidemic models as block-structured Markov processes | 2020-08-28 | Paper |
Partially Schur-constant models | 2019-07-02 | Paper |
Final outcomes and disease insurance for a controlled epidemic model | 2019-03-07 | Paper |
A multivariate stochastic ordering by the mixed descending factorial moments with applications | 2018-11-16 | Paper |
Markov property in discrete Schur-constant models | 2018-11-08 | Paper |
Epidemic risk and insurance coverage | 2018-09-26 | Paper |
On the outcome of epidemics with detections | 2018-09-26 | Paper |
A general approach to the integral functionals of epidemic processes | 2018-09-26 | Paper |
Cross-infection in epidemics spread by carriers | 2018-05-28 | Paper |
Duality in ruin problems for ordered risk models | 2018-02-15 | Paper |
Some comparison results for finite-time ruin probabilities in the classical risk model | 2017-11-23 | Paper |
On finite exchangeable sequences and their dependence | 2017-11-09 | Paper |
RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS | 2017-09-19 | Paper |
Polynomials, random walks and risk processes: a multivariate framework | 2016-11-25 | Paper |
Boundary crossing of order statistics point processes | 2016-11-18 | Paper |
SIR epidemics with stages of infection | 2016-11-01 | Paper |
Appell pseudopolynomials and Erlang-type risk models | 2016-06-10 | Paper |
Discrete Schur-constant models | 2015-09-10 | Paper |
Ruin probabilities for risk models with ordered claim arrivals | 2015-01-28 | Paper |
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints | 2014-11-19 | Paper |
Survival probabilities in bivariate risk models, with application to reinsurance | 2014-06-23 | Paper |
On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing | 2014-06-23 | Paper |
Convolution property and exponential bounds for symmetric monotone densities | 2014-04-10 | Paper |
Ruin problems for a discrete time risk model with non-homogeneous conditions | 2013-12-17 | Paper |
On Multiply Monotone Distributions, Continuous or Discrete, with Applications | 2013-10-17 | Paper |
On Multiply Monotone Distributions, Continuous or Discrete, with Applications | 2013-09-01 | Paper |
Stein's Method and Stochastic Orderings | 2012-07-12 | Paper |
Stationary-excess operator and convex stochastic orders | 2012-02-10 | Paper |
On the Lagrangian Katz family of distributions as a claim frequency model | 2012-02-10 | Paper |
A new look at the homogeneous risk model | 2011-12-21 | Paper |
On Markov-Pólya Distribution and the Katz Family of Distributions | 2011-03-23 | Paper |
Polynomial structures in rank statistics distributions | 2011-01-31 | Paper |
Finite-time ruin probabilities for discrete, possibly dependent, claim severities | 2009-08-31 | Paper |
From damage models to SIR epidemics and cascading failures | 2009-05-06 | Paper |
On finite-time ruin probabilities for classical risk models | 2009-02-28 | Paper |
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed | 2009-01-16 | Paper |
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities | 2008-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q5308635 | 2007-09-28 | Paper |
ON THE OUTCOME OF A CASCADING FAILURE MODEL | 2007-09-11 | Paper |
Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions | 2007-09-10 | Paper |
First-crossing and ballot-type results for some nonstationary sequences | 2007-09-03 | Paper |
Estimating protective vaccine efficacy from large trials with recruitment | 2007-02-14 | Paper |
A nonhomogeneous risk model for insurance | 2006-06-30 | Paper |
Nonstationarity and randomization in the Reed-Frost epidemic model | 2006-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5200966 | 2006-04-12 | Paper |
On the first meeting or crossing of two independent trajectories for some counting processes. | 2005-11-29 | Paper |
Problèmes de ruine en théorie du risque à temps discret avec horizon fini | 2004-05-18 | Paper |
Probabilité de ruine éventuelle dans un modèle de risque à temps discret | 2004-05-18 | Paper |
Exact norms of a Stein-type operator and associated stochastic orderings | 2004-03-11 | Paper |
Multirisks model and finite-time ruin probabilities | 2004-01-14 | Paper |
Measuring the impact of dependence between claims occurrences. | 2003-11-16 | Paper |
Generalized Pearson distributions and related characterization problems | 2003-05-11 | Paper |
Polynomial structures in order statistics distributions | 2003-04-09 | Paper |
On \(s\)-convexity and risk aversion | 2002-01-14 | Paper |
Stochastic convexity of the Poisson mixture model | 2002-01-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q2751331 | 2002-01-03 | Paper |
Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models (III) | 2001-12-18 | Paper |
On the Probability of (Non-) Ruin in Infinite Time | 2001-12-12 | Paper |
Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid | 2001-11-26 | Paper |
Branching approximation for the collective epidemic model | 2001-08-16 | Paper |
GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES | 2001-08-12 | Paper |
A class of bivariate stochastic orderings, with applications in actuarial sciences | 2001-08-06 | Paper |
On s -convex approximations | 2001-05-06 | Paper |
On the theory of high convexity stochastic orders | 2001-04-09 | Paper |
The moments of ruin time in the classical risk model with discrete claim size distribution | 2001-03-20 | Paper |
Comparison of individual risk models | 2001-01-01 | Paper |
On the algebraic structure in Markovian processes of death and epidemic types | 2000-11-06 | Paper |
Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings | 2000-08-21 | Paper |
Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution | 2000-03-30 | Paper |
On \(s\)-convex stochastic extrema for arithmetic risks | 2000-03-30 | Paper |
On order-preserving properties of probability metrics | 1999-11-29 | Paper |
The probability of ruin in finite time with discrete claim size distribution | 1999-11-28 | Paper |
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks | 1999-09-14 | Paper |
The s-convex orders among real random variables, with applications | 1999-07-19 | Paper |
Mixed Poisson approximation in the collective epidemic model | 1999-01-14 | Paper |
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences | 1999-01-05 | Paper |
Asymptotic behavior of the final number of susceptible individuals in generalized epidemic processes | 1998-10-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4713982 | 1997-03-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4713989 | 1997-03-18 | Paper |
Comparing sums of exchangeable Bernoulli random variables | 1997-01-14 | Paper |
First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I) | 1996-12-09 | Paper |
Abelian-type expansions and non-linear death processes(II) | 1996-12-09 | Paper |
Collective epidemic models | 1996-09-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4873542 | 1996-06-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4867321 | 1996-05-01 | Paper |
On a conjecture for the non-existence of the expectation of randomly stopped sums | 1996-03-18 | Paper |
Poisson approximation for the final state of a generalized epidemic process | 1996-03-05 | Paper |
On the first crossing of the surplus process with a given upper barrier | 1995-02-16 | Paper |
Distribution of the final extent of a rumour process | 1994-09-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4278069 | 1994-06-14 | Paper |
Distribution of the final state and severity of epidemics with fatal risk | 1994-03-14 | Paper |
An epidemic model with fatal risk | 1994-02-22 | Paper |
An unusual stochastic order relation with some applications in sampling and epidemic theory | 1993-06-29 | Paper |
The dimension of Reed-Frost epidemic models with randomized susceptibility levels | 1992-06-28 | Paper |
Measuring the severity of disease clustering using Tango's index | 1991-01-01 | Paper |
Another look at ganl's carrier-borne epidemic model with two stages of infection | 1991-01-01 | Paper |
On the association of the lifelengths of components subjected to a stochastic environment | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5752382 | 1990-01-01 | Paper |
A unified analysis of the final size and severity distribution in collective Reed-Frost epidemic processes | 1990-01-01 | Paper |
Interparticle dependence in a linear death process subjected to a random environment | 1990-01-01 | Paper |
A non-standard family of polynomials and the final size distribution of Reed-Frost epidemic processes | 1990-01-01 | Paper |
On the Extinction of theS–I–Sstochastic logistic epidemic | 1989-01-01 | Paper |
On the formulation of discrete-time epidemic models | 1989-01-01 | Paper |
On a system of components with joint lifetimes distributed as a mixture of independent exponential laws | 1989-01-01 | Paper |
Population systems with (non)-extensive interaction rates | 1988-01-01 | Paper |
A Markov Chain Model of Population Growth with an Application in Epidemiology | 1988-01-01 | Paper |
On some effects of variability in the westss epidemic model | 1988-01-01 | Paper |
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series | 1988-01-01 | Paper |
Comparisons for carrier-borne epidemics in heterogeneous and homogeneous populations | 1988-01-01 | Paper |
A dynamic model of peak period traffic flows and delays in a corridor | 1987-01-01 | Paper |
Implications of the learning curve for the diffusion of new consumer durables | 1987-01-01 | Paper |
On fractional linear bounds for probability generating functions | 1986-01-01 | Paper |
Threshold behaviour for a chain-binomial S-I-S infectious disease | 1986-01-01 | Paper |
A discrete time model for a S-I-S infectious disease with a random number of contacts between individuals | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3790937 | 1986-01-01 | Paper |
Bounds for the expectation of linear combinations of order statistics with application to pert networks | 1986-01-01 | Paper |
A discrete time model of interactive diffusion | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3680663 | 1985-01-01 | Paper |
Note sur les problèmes d'ordonnancement PERT aléatoires | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3688212 | 1985-01-01 | Paper |
Bifurcation and behavior of complex systems | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3315230 | 1984-01-01 | Paper |
On a simple epidemic model with a heterogeneous infective population | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3962839 | 1982-01-01 | Paper |
Some probability distributions related to the arrival of demands in a two-echelon inventory system | 1982-01-01 | Paper |
Optimal Immunization and Isolation Policies for the GREENWOOD Chain-Binomial Epidemic Model | 1981-01-01 | Paper |
Optimal Control of a Birth and Death Epidemic Process | 1981-01-01 | Paper |
Simplification procedures for a probabilistic choice model | 1981-01-01 | Paper |
The aggregation problem and logistic growth | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3906290 | 1980-01-01 | Paper |
The area under the trajectory of carriers in a carrier-borne epidemic | 1979-01-01 | Paper |
Optimal control of the simple stochastic epidemic with variable recovery rates | 1979-01-01 | Paper |
Generalization of a control model for approximate chain-binomial epidemics | 1979-01-01 | Paper |
A note on the expected number of survivors in supercritical carrier-borne epidemics | 1979-01-01 | Paper |
The expected ultimate size of a carrier-borne epidemic | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4067874 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4140797 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5181146 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5637690 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5650265 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5632410 | 1971-01-01 | Paper |