Mohsen Rezapour

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Person:893901

Available identifiers

zbMath Open rezapour.mohsen.1MaRDI QIDQ893901

List of research outcomes





PublicationDate of PublicationType
A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk2023-04-21Paper
Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process2022-01-07Paper
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims2020-05-19Paper
Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution2020-03-27Paper
Heavy tails for an alternative stochastic perpetuity model2019-11-27Paper
Estimators based on trimmed Kendall's tau in multivariate copula models2019-03-13Paper
Some properties of stochastic volatility model that are induced by its volatility sequence2019-03-13Paper
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model2017-09-21Paper
On properties of progressively type-II censored order statistics arising from dependent and non-identical random variables2017-06-29Paper
A theory for non-linear prediction approach in the presence of vague variables: with application to BMI monitoring2016-01-21Paper
Distribution of the Number of Observations Greater Than theith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing2016-01-05Paper
On the construction of nested Archimedean copulas for \(d\)-monotone generators2015-11-23Paper
https://portal.mardi4nfdi.de/entity/Q29442612015-08-31Paper
Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components2014-07-24Paper
Stochastic volatility models with possible extremal clustering2014-02-04Paper
On properties of dependent progressively type-II censored order statistics2013-11-11Paper
Stochastic comparison of residual and past lifetimes of \((n-k+1)\)-out-of-\(n\) systems with dependent components2013-07-04Paper
Multivariate aging with Archimedean dependence structures in high dimensions2013-07-04Paper

Research outcomes over time

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