| Publication | Date of Publication | Type |
|---|
Advanced REIT portfolio optimization. Innovative tools for risk management
Dynamic Modeling and Econometrics in Economics and Finance | 2026-02-23 | Paper |
Iterated Poisson processes for catastrophic risk modeling in ruin theory
Insurance Mathematics & Economics | 2026-01-13 | Paper |
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon
Econometric Reviews | 2025-11-26 | Paper |
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models
Annals of Operations Research | 2024-06-04 | Paper |
Computational aspects of portfolio risk estimation in volatile markets: a survey
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Journal of Economic Dynamics and Control | 2022-05-16 | Paper |
Multiple subordinated modeling of asset returns: implications for option pricing
Econometric Reviews | 2022-03-04 | Paper |
PRICING DERIVATIVES IN HERMITE MARKETS
International Journal of Theoretical and Applied Finance | 2019-11-08 | Paper |
Probability metrics with applications in finance
Journal of Statistical Theory and Practice | 2019-09-13 | Paper |
A three-factor model for mortality modeling
North American Actuarial Journal | 2019-05-28 | Paper |
| Dependence of stable random variables | 2018-11-16 | Paper |
Financial markets with no riskless (safe) asset
International Journal of Theoretical and Applied Finance | 2018-01-11 | Paper |
Tempered stable Ornstein– Uhlenbeck processes: A practical view
Communications in Statistics. Simulation and Computation | 2017-03-03 | Paper |
Smooth monotone covariance for elliptical distributions and applications in finance
Quantitative Finance | 2015-04-16 | Paper |
| $\nu$-Generalized Hyperbolic Distributions | 2015-02-09 | Paper |
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Annals of Operations Research | 2013-08-07 | Paper |
| The methods of distances in the theory of probability and statistics. | 2012-09-12 | Paper |
Multivariate heavy-tailed models for value-at-risk estimation
International Journal of Theoretical and Applied Finance | 2012-08-30 | Paper |
Option pricing and hedging under a stochastic volatility Lévy process model
Review of Derivatives Research | 2012-07-17 | Paper |
On a class of distributions stable under random summation
Journal of Applied Probability | 2012-07-08 | Paper |
On a class of distributions stable under random summation
Journal of Applied Probability | 2012-07-08 | Paper |
Metrization of stochastic dominance rules
International Journal of Theoretical and Applied Finance | 2012-05-07 | Paper |
A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
Annals of Finance | 2012-03-06 | Paper |
Comment on ``Weak convergence to a matrix stochastic integral with stable processes
Econometric Theory | 2011-08-16 | Paper |
Calibrating affine stochastic mortality models using term assurance premiums
Insurance Mathematics & Economics | 2011-08-01 | Paper |
| The problem of selecting an optimal portfolio of stocks and bonds taking into account transaction costs | 2011-06-08 | Paper |
| scientific article; zbMATH DE number 5901077 (Why is no real title available?) | 2011-05-30 | Paper |
| Probability and statistics for finance. | 2011-04-13 | Paper |
| Financial models with Lévy processes and volatility clustering. | 2011-03-14 | Paper |
Approximation of aggregate and extremal losses within the very heavy tails framework
Quantitative Finance | 2010-12-20 | Paper |
Multi-tail generalized elliptical distributions for asset returns
Econometrics Journal | 2010-10-15 | Paper |
Stochastic models for risk estimation in volatile markets: a survey
Annals of Operations Research | 2010-09-20 | Paper |
| Portfolio selection based on a simulated copula | 2010-08-27 | Paper |
| A note on the impact of nonlinear reward and risk measures | 2010-08-27 | Paper |
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
| Stable mixture model with dependent states for financial return series exhibiting short histories and periods of strong passivity | 2010-05-25 | Paper |
| A new hybrid model for intraday spot foreign exchange trading accounting for heavy tails and volatility clustering | 2010-05-25 | Paper |
| Semiparametric estimators for heavy tailed distributions | 2010-05-14 | Paper |
Construction of probability metrics on classes of investors
Economics Letters | 2009-12-21 | Paper |
Orderings and Probability Functionals Consistent with Preferences
Applied Mathematical Finance | 2009-09-13 | Paper |
| scientific article; zbMATH DE number 5589692 (Why is no real title available?) | 2009-08-03 | Paper |
Smoothly truncated stable distributions, GARCH-models, and option pricing
Mathematical Methods of Operations Research | 2009-07-06 | Paper |
Introduction to special issue: Studies in mathematical and empirical finance
Mathematical Methods of Operations Research | 2009-07-06 | Paper |
| scientific article; zbMATH DE number 5566166 (Why is no real title available?) | 2009-06-18 | Paper |
| Alpha-stable paradigm in financial markets | 2009-05-22 | Paper |
| Computing VaR and AVaR of skewed-T distribution | 2009-04-14 | Paper |
| Asymptotic distribution of the sample average value-at-risk in the case of heavy-tailed returns | 2009-04-14 | Paper |
| Orderings and risk probability functionals in portfolio theory | 2009-03-17 | Paper |
Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns
Contributions to Economics | 2009-02-26 | Paper |
Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research
Contributions to Economics | 2009-02-26 | Paper |
Stable ETL Optimal Portfolios and Extreme Risk Management
Contributions to Economics | 2009-02-26 | Paper |
Subordinated market index models: A comparison
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Unconditional and conditional distributional models for the Nikkei index
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
International Journal of Theoretical and Applied Finance | 2008-08-26 | Paper |
A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL
International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
| Portfolio selection in the presence of heavy-tailed asset returns | 2008-05-14 | Paper |
| Ill-posed problems in probability and stability of random sums | 2008-03-20 | Paper |
| Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals | 2008-03-06 | Paper |
| Asymptotic distribution of the sample average value-at-risk | 2008-03-06 | Paper |
Optimal Financial Portfolios
Applied Mathematical Finance | 2008-01-31 | Paper |
Modelling catastrophe claims with left-truncated severity distributions
Computational Statistics | 2007-12-16 | Paper |
Delta hedging strategies comparison
European Journal of Operational Research | 2007-12-10 | Paper |
Stable distributions in the Black–Litterman approach to asset allocation
Quantitative Finance | 2007-10-22 | Paper |
| scientific article; zbMATH DE number 5145314 (Why is no real title available?) | 2007-04-20 | Paper |
| Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case | 2007-01-30 | Paper |
| scientific article; zbMATH DE number 5070848 (Why is no real title available?) | 2006-11-06 | Paper |
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY
International Journal of Theoretical and Applied Finance | 2006-10-16 | Paper |
| scientific article; zbMATH DE number 5051698 (Why is no real title available?) | 2006-09-06 | Paper |
| Construction of Lévy drivers for financial models | 2006-06-20 | Paper |
| scientific article; zbMATH DE number 5010398 (Why is no real title available?) | 2006-03-09 | Paper |
| GARCH-type processes in modeling energy prices | 2006-03-09 | Paper |
| A note on the estimation of the frequency and severity distribution of operational losses | 2006-02-21 | Paper |
Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Computational Science - ICCS 2004
Lecture Notes in Computer Science | 2005-12-23 | Paper |
Erratum to ``Long strange segments in a long-range-dependent moving average
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
Mathematics of Operations Research | 2005-11-11 | Paper |
Value-at-risk and asset allocation with stable return distributions
AStA. Allgemeines Statistisches Archiv | 2005-10-11 | Paper |
A GARCH option pricing model with \(\alpha\)-stable innovations
European Journal of Operational Research | 2005-01-12 | Paper |
| scientific article; zbMATH DE number 2124902 (Why is no real title available?) | 2005-01-04 | Paper |
Long strange segments in a long-range-dependent moving average.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
| scientific article; zbMATH DE number 1936534 (Why is no real title available?) | 2004-02-20 | Paper |
scientific article; zbMATH DE number 1971066 (Why is no real title available?)
Journal of Computational Analysis and Applications | 2003-08-25 | Paper |
Preface: Special issue on mathematical models in market and credit risk.
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
Long strange segments of a stochastic process.
The Annals of Applied Probability | 2003-05-06 | Paper |
Maximum likelihood estimators in regression models with infinite variance innovations
Statistical Papers | 2003-05-04 | Paper |
Stationarity of stable power-GARCH processes.
Journal of Econometrics | 2003-02-17 | Paper |
| scientific article; zbMATH DE number 1740230 (Why is no real title available?) | 2002-10-28 | Paper |
Stable distributions and the term structure of interest rates
Mathematical and Computer Modelling | 2002-10-06 | Paper |
A testable version of the Pareto-Stable CAPM
Mathematical and Computer Modelling | 2002-10-06 | Paper |
Statistical inference in regression with heavy-tailed integrated variables
Mathematical and Computer Modelling | 2002-06-13 | Paper |
The GARCH-stable option pricing model
Mathematical and Computer Modelling | 2002-06-13 | Paper |
The distribution of test statistics for outlier detection in heavy-tailed samples
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Stable modeling of value at risk
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Safety-first analysis and stable Paretian approach to portfolio choice theory
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Maximum likelihood estimation of stable Paretian models.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Option pricing for a logstable asset price model
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Option pricing for stable and infinitely divisible asset returns
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Test of association between multivariate stable vectors.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
CED model for asset returns and fractal market hypothesis
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis
Statistics & Probability Letters | 2002-04-07 | Paper |
A new representation for the characteristic function of strictly geo-stable vectors
Journal of Applied Probability | 2002-02-17 | Paper |
A steady-state model for the spread of HIV among drug users
Mathematical and Computer Modelling | 2001-10-07 | Paper |
scientific article; zbMATH DE number 1388959 (Why is no real title available?)
Journal of Computational Analysis and Applications | 2001-07-19 | Paper |
The spread of AIDS among interactive transmission groups
Mathematical and Computer Modelling | 2001-07-18 | Paper |
scientific article; zbMATH DE number 1553355 (Why is no real title available?)
Journal of Computational Analysis and Applications | 2001-06-21 | Paper |
| scientific article; zbMATH DE number 1471877 (Why is no real title available?) | 2001-06-11 | Paper |
| Stable Paretian models in finance | 2001-04-08 | Paper |
| Value at risk: Recent advances | 2001-03-12 | Paper |
| Asset and liability management: Recent advances | 2001-03-12 | Paper |
| scientific article; zbMATH DE number 1359993 (Why is no real title available?) | 2001-03-09 | Paper |
Pre-limit theorems and their applications
Acta Applicandae Mathematicae | 2000-12-03 | Paper |
| scientific article; zbMATH DE number 1532383 (Why is no real title available?) | 2000-11-19 | Paper |
Mass transportation problems with capacity constraints
Journal of Applied Probability | 2000-10-17 | Paper |
Portfolio management with stable distributions
Mathematical Methods of Operations Research | 2000-08-10 | Paper |
Time series with unit roots and infinite-variance disturbances
Applied Mathematics Letters | 2000-07-03 | Paper |
| scientific article; zbMATH DE number 1405216 (Why is no real title available?) | 2000-02-23 | Paper |
| scientific article; zbMATH DE number 1045885 (Why is no real title available?) | 2000-02-14 | Paper |
| scientific article; zbMATH DE number 1301874 (Why is no real title available?) | 1999-11-29 | Paper |
Cointegrated processes with infinite variance innovations
The Annals of Applied Probability | 1999-11-23 | Paper |
| scientific article; zbMATH DE number 1163772 (Why is no real title available?) | 1999-10-17 | Paper |
A tail estimator for the index of the stable paretian distribution∗
Communications in Statistics: Theory and Methods | 1998-11-09 | Paper |
A Stochastic Model of Carcinogenesis and Tumor Size at Detection
Advances in Applied Probability | 1998-08-09 | Paper |
Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
Springer Series in Statistics | 1998-07-22 | Paper |
| scientific article; zbMATH DE number 1154474 (Why is no real title available?) | 1998-05-24 | Paper |
Computer Tomography and Quantum Mechanics
Advances in Applied Probability | 1998-04-05 | Paper |
Rate-of-convergence in the multivariate max-stable limit theorem
Statistics & Probability Letters | 1998-02-18 | Paper |
Econometric modeling in the presence of heavy-tailed innovations: a survey of some recent advances
Communications in Statistics. Stochastic Models | 1998-01-21 | Paper |
| scientific article; zbMATH DE number 1083610 (Why is no real title available?) | 1998-01-14 | Paper |
Conditionally exponential dependence model for asset returns
Applied Mathematics Letters | 1997-10-26 | Paper |
Integral and asymptotic representations of geo-stable densities
Applied Mathematics Letters | 1997-07-20 | Paper |
MULTIVARIATE STABLE FUTURES PRICES
Mathematical Finance | 1997-05-28 | Paper |
| scientific article; zbMATH DE number 903398 (Why is no real title available?) | 1997-04-13 | Paper |
Tail estimation of the stable index \(\alpha\)
Applied Mathematics Letters | 1997-02-09 | Paper |
A distribution of tumor size at detection and its limiting form.
Proceedings of the National Academy of Sciences | 1997-01-07 | Paper |
| scientific article; zbMATH DE number 939792 (Why is no real title available?) | 1996-12-03 | Paper |
On a special case of the basic problem in diffraction tomography∗
Communications in Statistics. Stochastic Models | 1996-12-02 | Paper |
| scientific article; zbMATH DE number 897224 (Why is no real title available?) | 1996-09-04 | Paper |
Propagation of chaos and contraction of stochastic mappings
Siberian Advances in Mathematics | 1996-08-26 | Paper |
Queueing models of potentially lethal damage repair in irradiated cells
Mathematical Biosciences | 1996-08-22 | Paper |
| scientific article; zbMATH DE number 903869 (Why is no real title available?) | 1996-07-15 | Paper |
| scientific article; zbMATH DE number 903849 (Why is no real title available?) | 1996-07-15 | Paper |
| scientific article; zbMATH DE number 903862 (Why is no real title available?) | 1996-07-15 | Paper |
| scientific article; zbMATH DE number 790828 (Why is no real title available?) | 1996-07-01 | Paper |
Stable GARCH models for financial time series
Applied Mathematics Letters | 1996-05-02 | Paper |
Mass-transshipment problems and ideal metrics
Journal of Computational and Applied Mathematics | 1996-03-25 | Paper |
Rates of convergence in the operator-stable limit theorem
Journal of Theoretical Probability | 1996-03-20 | Paper |
An extension of the kantorovich-rubinstein mass-transshipment problem
Numerical Functional Analysis and Optimization | 1996-03-12 | Paper |
| scientific article; zbMATH DE number 796442 (Why is no real title available?) | 1996-02-20 | Paper |
Probability metrics and recursive algorithms
Advances in Applied Probability | 1996-01-15 | Paper |
| scientific article; zbMATH DE number 833777 (Why is no real title available?) | 1996-01-14 | Paper |
A bivariate limiting distribution of tumor latency time
Mathematical Biosciences | 1995-11-15 | Paper |
Limit laws for a stochastic process and random recursion arising in probabilistic modelling
Advances in Applied Probability | 1995-05-04 | Paper |
| scientific article; zbMATH DE number 614575 (Why is no real title available?) | 1995-01-19 | Paper |
Geometric stable distributions in Banach spaces
Journal of Theoretical Probability | 1995-01-15 | Paper |
| scientific article; zbMATH DE number 549090 (Why is no real title available?) | 1995-01-03 | Paper |
| scientific article; zbMATH DE number 571966 (Why is no real title available?) | 1995-01-03 | Paper |
| scientific article; zbMATH DE number 699478 (Why is no real title available?) | 1994-12-07 | Paper |
Rounding Proportions:Rules of Rounding
Numerical Functional Analysis and Optimization | 1994-12-05 | Paper |
Modeling asset returns with alternative stable distributions*
Econometric Reviews | 1994-11-30 | Paper |
| scientific article; zbMATH DE number 639817 (Why is no real title available?) | 1994-10-13 | Paper |
Solution of Some Transportation Problems with Relaxed or Additional Constraints
SIAM Journal on Control and Optimization | 1994-10-10 | Paper |
The theory of geometric stable distributions and its use in modeling financial data
European Journal of Operational Research | 1994-08-18 | Paper |
\(U\)-statistics of random-size samples and limit theorems for systems of Markovian particles with non-Poisson initial distributions
The Annals of Probability | 1994-08-11 | Paper |
| scientific article; zbMATH DE number 503316 (Why is no real title available?) | 1994-02-22 | Paper |
| scientific article; zbMATH DE number 474435 (Why is no real title available?) | 1993-12-20 | Paper |
| scientific article; zbMATH DE number 269847 (Why is no real title available?) | 1993-08-17 | Paper |
A stochastic model of radiation carcinogenesis: Latent time distributions and their properties
Mathematical Biosciences | 1993-06-29 | Paper |
Maximum Submatrix Traces for Positive Definite Matrices
SIAM Journal on Matrix Analysis and Applications | 1993-06-29 | Paper |
On the optimal control of cancer radiotherapy for non-homogeneous cell populations
Advances in Applied Probability | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 193337 (Why is no real title available?) | 1993-06-05 | Paper |
A new ideal metric with applications to multivariate stable limit theorems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-02-18 | Paper |
Moment problems and their applications to the stability of queueing models
Computers & Mathematics with Applications | 1993-02-11 | Paper |
A probabilistic approach to optimal quality usage
Computers & Mathematics with Applications | 1993-02-11 | Paper |
| scientific article; zbMATH DE number 89009 (Why is no real title available?) | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 69440 (Why is no real title available?) | 1992-10-27 | Paper |
The stability of a characterization of the bivariate Marshall-Olkin distribution
Journal of Mathematical Analysis and Applications | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 49698 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 45625 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 46885 (Why is no real title available?) | 1992-09-17 | Paper |
Uniformities for the convergence in law and in probability
Journal of Theoretical Probability | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 35214 (Why is no real title available?) | 1992-06-28 | Paper |
Max-geometric infinite divisibility and stability
Communications in Statistics. Stochastic Models | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 15141 (Why is no real title available?) | 1992-06-25 | Paper |
| Rate of convergence for sums and maxima and doubly ideal metrics | 1992-01-01 | Paper |
| scientific article; zbMATH DE number 4197687 (Why is no real title available?) | 1991-01-01 | Paper |
Approximate independence of distributions on spheres and their stability properties
The Annals of Probability | 1991-01-01 | Paper |
Rates of convergence of \(\alpha\)-stable random motions
Journal of Theoretical Probability | 1991-01-01 | Paper |
Mass transhipment problems and ideal metrics
Numerical Functional Analysis and Optimization | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4190935 (Why is no real title available?) | 1990-01-01 | Paper |
A Transformation Property of Minimal Metrics
Theory of Probability & Its Applications | 1990-01-01 | Paper |
A characterization of random variables with minimum \(L^ 2\)-distance
Journal of Multivariate Analysis | 1990-01-01 | Paper |
Approximation of sums by compound Poisson distributions with respect to stop-loss distances
Advances in Applied Probability | 1990-01-01 | Paper |
On the rate of convergence of some functionals of a stochastic process
Journal of Applied Probability | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4180392 (Why is no real title available?) | 1990-01-01 | Paper |
Association of stable random variables
The Annals of Probability | 1990-01-01 | Paper |
A note on the stability of the estimation of the exponential distribution
Statistics & Probability Letters | 1990-01-01 | Paper |
A counterexample to a.s. constructions
Statistics & Probability Letters | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4138844 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4204168 (Why is no real title available?) | 1989-01-01 | Paper |
| Precise upper bounds for the functionals describing tumour treatment efficiency | 1989-01-01 | Paper |
Stable distributions for asset returns
Applied Mathematics Letters | 1989-01-01 | Paper |
The problem of stability in queueing theory
Queueing Systems | 1989-01-01 | Paper |
Estimates of the rate of convergence for max-stable processes
The Annals of Probability | 1989-01-01 | Paper |
Rates for the CLT via new ideal metrics
The Annals of Probability | 1989-01-01 | Paper |
Smoothing metrics for measures on groups
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
Smoothing metrics for measures on groups
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4159820 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4178202 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4169730 (Why is no real title available?) | 1989-01-01 | Paper |
Maximum likelihood estimation of the bimodal failure rate for censored and tied observations
Statistics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4138866 (Why is no real title available?) | 1989-01-01 | Paper |
On the Statistical Inference from Survival Experiments with Two Types of Failure
Biometrical Journal | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4037654 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4088788 (Why is no real title available?) | 1988-01-01 | Paper |
Bounds for crude survival probabilities within competing risks framework and their statistical application
Statistics & Probability Letters | 1988-01-01 | Paper |
Stability in the mean of the characterization of queueing models
Journal of Soviet Mathematics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4060398 (Why is no real title available?) | 1987-01-01 | Paper |
An ideal metric and the rate of convergence to a self-similar process
The Annals of Probability | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4062314 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4017999 (Why is no real title available?) | 1987-01-01 | Paper |
The problem of stability in insurance mathematics
Insurance Mathematics & Economics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4062377 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4009408 (Why is no real title available?) | 1986-01-01 | Paper |
Uniformity in Weak and Vague Convergence
Theory of Probability & Its Applications | 1986-01-01 | Paper |
A characterization of queueing models and its stability
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Lévy-Prokhorov distance in a space of semicontinuous set functions
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Minimality of ideal probabilistic metrics
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Stability of some characterization properties of the exponential distribution
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Stability of the service process in a system of type M/M/1
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Ideal quadratic metrics
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Stability of the characterization of the exponential law
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Metrics that are invariant relative to monotone transformations
Journal of Soviet Mathematics | 1986-01-01 | Paper |
Characterizations of inverse problems in queueing and their stability
Journal of Applied Probability | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3919423 (Why is no real title available?) | 1985-01-01 | Paper |
The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
Theory of Probability & Its Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3917329 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3949382 (Why is no real title available?) | 1985-01-01 | Paper |
Characterization problems in queueing and their stability
Advances in Applied Probability | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3917434 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3965277 (Why is no real title available?) | 1985-01-01 | Paper |
On a Class of Minimal Functionals on a Space of Probability Measures
Theory of Probability & Its Applications | 1985-01-01 | Paper |
Maximum Likelihood Estimation of the Mortality Rate Function
Biometrical Journal | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3905538 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3911447 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3901718 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3962844 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 4040913 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3842856 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3942599 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3824843 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3888669 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3888592 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3881568 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820794 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3787748 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3785862 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3835120 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3778420 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3830948 (Why is no real title available?) | 1982-01-01 | Paper |
Hausdorff metric structure of the space of probability measures
Journal of Soviet Mathematics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3917327 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3742307 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3768658 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3649712 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3764830 (Why is no real title available?) | 1978-01-01 | Paper |
