| Publication | Date of Publication | Type |
|---|
| Random distortion risk measures | 2024-05-24 | Paper |
| Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks | 2024-04-19 | Paper |
| Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence | 2024-01-31 | Paper |
| A generalization of Archimedean and Marshall-Olkin copulas family | 2023-10-26 | Paper |
| Inference of high quantiles of a heavy-tailed distribution from block data | 2023-08-17 | Paper |
| ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES | 2022-11-22 | Paper |
| MULTIVARIATE COMPOSITE COPULAS | 2022-04-04 | Paper |
| MULTIVARIATE COMPOSITE COPULAS – CORRIGENDUM | 2022-04-04 | Paper |
| Multivariate Bernstein Fréchet copulas | 2022-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5064944 | 2022-03-17 | Paper |
| A copula-based approximation to Markov chains | 2022-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3385132 | 2021-12-17 | Paper |
| Shuffle of min’s random variable approximations of bivariate copulas’ realization | 2021-10-28 | Paper |
| Bernstein Copulas and Composite Bernstein Copulas | 2020-11-12 | Paper |
| Copula-based Markov process | 2020-03-20 | Paper |
| Decomposing correlated random walks on common and counter movements | 2020-01-20 | Paper |
| A family of transformed copulas with a singular component | 2019-10-16 | Paper |
| CreditRisk+Model with Dependent Risk Factors | 2019-05-28 | Paper |
| COMPOSITE BERNSTEIN COPULAS | 2018-06-04 | Paper |
| Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks | 2018-05-29 | Paper |
| Worst-Case Range Value-at-Risk with Partial Information | 2018-04-16 | Paper |
| Stochastic distortion and its transformed copula | 2018-04-12 | Paper |
| Remarks on composite Bernstein copula and its application to credit risk analysis | 2017-11-23 | Paper |
| On a generalization of Archimedean copula family | 2017-10-06 | Paper |
| Sign-changing solutions to discrete fourth-order Neumann boundary value problems | 2017-07-04 | Paper |
| Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula | 2016-11-02 | Paper |
| Copula function's concentration set and its concentrated partition | 2015-12-09 | Paper |
| Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer | 2015-04-27 | Paper |
| Dependence structure between LIBOR rates by copula method | 2015-03-02 | Paper |
| Distorted mix method for constructing copulas with tail dependence | 2015-01-28 | Paper |
| Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles | 2014-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5409325 | 2014-04-14 | Paper |
| Jackknife empirical likelihood method for some risk measures and related quantities | 2014-04-10 | Paper |
| Jackknife empirical likelihood for parametric copulas | 2013-12-17 | Paper |
| Numerical algorithms for Panjer recursion by applying Bernstein approximation | 2013-11-28 | Paper |
| Weighted estimation of the dependence function for an extreme-value distribution | 2013-05-30 | Paper |
| Saddlepoint approximation for moments of random variables | 2013-04-10 | Paper |
| Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities | 2013-04-02 | Paper |
| Asymptotics for dependent Bernoulli random variables | 2012-05-18 | Paper |
| A class of multivariate copulas with bivariate Fréchet marginal copulas | 2012-02-10 | Paper |
| Approximation of bivariate copulas by patched bivariate Fréchet copulas | 2011-08-01 | Paper |
| On a kind of integrals of empirical processes concerning insurance risk | 2011-07-21 | Paper |
| Bias reduction for high quantiles | 2010-06-03 | Paper |
| Decomposition of a Schur-constant model and its applications | 2009-06-10 | Paper |
| Jackknife method for intermediate quantiles | 2009-04-30 | Paper |
| Conditional recursive equations on excess-of-loss reinsurance | 2008-09-01 | Paper |
| Bivariate recursive equations on excess-of-loss reinsurance | 2007-06-07 | Paper |
| Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence | 2006-10-31 | Paper |
| Recursive equations for compound distribution with the severity distribution of the mixed type | 2005-11-30 | Paper |
| The compound Poisson random variable's approximation to the individual risk model | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4428162 | 2003-09-14 | Paper |
| Bayesian procedure in a class of classification problems | 2002-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4376330 | 1998-09-06 | Paper |
| Asymptotic Distributions of Multivariate Intermediate Order Statistics | 1998-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867441 | 1996-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864957 | 1996-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311780 | 1995-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311781 | 1994-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693627 | 1993-08-17 | Paper |
