Mohsen Rezapour

Available identifiers

zbMath Open rezapour.mohsen.1MaRDI QIDQ893901

List of research outcomes

Publication	Date of Publication	Type
A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk	2023-04-21	Paper
Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process	2022-01-07	Paper
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims	2020-05-19	Paper
Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution	2020-03-27	Paper
Heavy tails for an alternative stochastic perpetuity model	2019-11-27	Paper
Some properties of stochastic volatility model that are induced by its volatility sequence	2019-03-13	Paper
Estimators based on trimmed Kendall's tau in multivariate copula models	2019-03-13	Paper
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model	2017-09-21	Paper
On properties of progressively type-II censored order statistics arising from dependent and non-identical random variables	2017-06-29	Paper
A theory for non-linear prediction approach in the presence of vague variables: with application to BMI monitoring	2016-01-21	Paper
Distribution of the Number of Observations Greater Than theith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing	2016-01-05	Paper
On the construction of nested Archimedean copulas for \(d\)-monotone generators	2015-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q2944261	2015-08-31	Paper
Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components	2014-07-24	Paper
Stochastic volatility models with possible extremal clustering	2014-02-04	Paper
On properties of dependent progressively type-II censored order statistics	2013-11-11	Paper
Multivariate Aging with Archimedean Dependence Structures in High Dimensions	2013-07-04	Paper
Stochastic Comparison of Residual and Past Lifetimes of (n − k + 1)-Out-of-nSystems with Dependent Components	2013-07-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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