| Publication | Date of Publication | Type |
|---|
| Adjusted higher-order expected shortfall | 2024-03-21 | Paper |
| Dispersive orderings induced by differences of inter risk measures | 2023-03-09 | Paper |
| Inf-convolution and optimal allocations for mixed-VaRs | 2023-02-03 | Paper |
| Adjusted Rényi entropic value-at-risk | 2022-12-19 | Paper |
| BOUNDS ON EXTROPY WITH VARIATIONAL DISTANCE CONSTRAINT | 2022-12-08 | Paper |
| PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION | 2022-11-18 | Paper |
| PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS | 2022-11-18 | Paper |
| Statistical modeling of computer malware propagation dynamics in cyberspace | 2022-06-27 | Paper |
| On Samuel's \(p\)-value model and the Simes test under dependence | 2022-06-01 | Paper |
| Further properties of fractional stochastic dominance | 2022-04-01 | Paper |
| Statistical inference for tail-based cumulative residual entropy | 2022-03-10 | Paper |
| Modeling multivariate cybersecurity risks | 2022-02-23 | Paper |
| pyvine: the Python package for regular vine copula modeling, sampling and testing | 2021-05-03 | Paper |
| Sampling multivariate count variables with prespecified Pearson correlation using marginal regular vine copulas | 2021-04-26 | Paper |
| Modeling and predicting extreme cyber attack rates via marked point processes | 2020-12-04 | Paper |
| On a family of coherent measures of variability | 2020-11-19 | Paper |
| Extreme-aggregation measures in the RDEU model | 2019-02-20 | Paper |
| ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS | 2017-09-19 | Paper |
| DISPERSIVE ORDERING FOR THE MULTIVARIATE NORMAL DISTRIBUTION | 2017-09-19 | Paper |
| Closure properties of the second-order regular variation under convolutions | 2017-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2834362 | 2016-11-28 | Paper |
| DISPERSION-TYPE VARIABILITY ORDERS | 2016-05-23 | Paper |
| Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains | 2016-05-11 | Paper |
| Stochastic orderings for elliptical random vectors | 2016-05-04 | Paper |
| New developments on the \(L_p\)-metric between a probability distribution and its distortion | 2016-04-22 | Paper |
| The tail behavior of randomly weighted sums of dependent random variables | 2015-12-09 | Paper |
| Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities | 2015-10-14 | Paper |
| Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables | 2015-10-14 | Paper |
| On Bivariate Signatures for Systems with Independent Modules | 2015-05-22 | Paper |
| Relations between the spectral measures and dependence of MEV distributions | 2015-04-15 | Paper |
| \(L_p\)-metric under the location-independent risk ordering of random variables | 2015-02-03 | Paper |
| The closure property of 2RV under random sum | 2014-07-15 | Paper |
| THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS | 2014-05-20 | Paper |
| Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks | 2014-04-14 | Paper |
| Second-order expansions of the risk concentration based on CTE | 2014-04-14 | Paper |
| On computing signatures of \(k\)-out-of-\(n\) system consisting of modules | 2014-04-14 | Paper |
| Second-order properties of risk concentrations without the condition of asymptotic smoothness | 2014-04-08 | Paper |
| Asymptotics of the risk concentration based on the tail distortion risk measure | 2014-03-14 | Paper |
| ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES | 2014-02-27 | Paper |
| Some inequalities of linear combinations of independent random variables. II | 2014-02-04 | Paper |
| The second-order version of Karamata's theorem with applications | 2013-11-29 | Paper |
| ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES | 2013-06-13 | Paper |
| PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION | 2013-01-15 | Paper |
| Conditionally stochastic domination of generalized order statistics from two samples | 2012-09-23 | Paper |
| ORDERING CONSECUTIVE k-OUT-OF-n:F SYSTEMS | 2012-09-06 | Paper |
| NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER | 2012-06-27 | Paper |
| ORDER STATISTICS FROM HETEROGENOUS NEGATIVE BINOMIAL RANDOM VARIABLES | 2012-05-24 | Paper |
| Stochastic comparisons of capital allocations with applications | 2012-05-11 | Paper |
| Characterization of left-monotone risk aversion in the RDEU model | 2012-05-11 | Paper |
| Probability inequalities for weighted distributions | 2012-05-04 | Paper |
| Extreme value behavior of aggregate dependent risks | 2012-04-18 | Paper |
| Some Inequalities of Linear Combinations of Independent Random Variables. I. | 2012-01-04 | Paper |
| On computing signatures of coherent systems | 2011-10-25 | Paper |
| A new proof of Cheung's characterization of comonotonicity | 2011-08-01 | Paper |
| ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED | 2010-08-19 | Paper |
| Asset proportions in optimal portfolios with dependent default risks | 2010-06-08 | Paper |
| EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES | 2010-05-26 | Paper |
| Stochastic properties of INID progressive type-II censored order statistics | 2010-05-05 | Paper |
| Some new results on multivariate dispersive ordering of generalized order statistics | 2010-03-01 | Paper |
| Conditional ordering of order statistics | 2010-02-12 | Paper |
| On hazard rate ordering of the sums of heterogeneous geometric random variables | 2009-11-27 | Paper |
| STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS | 2009-11-13 | Paper |
| Some New Results on Stochastic Comparisons of Record Values | 2009-08-13 | Paper |
| Optimal allocation of active redundancies in \(r\)-out-of-\(n\) systems | 2009-08-05 | Paper |
| Dependence Structure of a Class of Symmetric Distributions | 2009-06-25 | Paper |
| Multivariate dispersive ordering of spacings of generalized order statistics | 2009-06-10 | Paper |
| Optimal allocation of policy limits and deductibles under distortion risk measures | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622275 | 2009-04-28 | Paper |
| Log-concavity of generalized order statistics | 2009-03-04 | Paper |
| ORDERING p-SPACINGS OF GENERALIZED ORDER STATISTICS REVISITED | 2009-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599748 | 2009-02-09 | Paper |
| A note on reversed hazard rate of order statistics and record values | 2009-01-30 | Paper |
| Characterizations of Aging Classes in Terms of Spacings Between Record Values | 2008-12-17 | Paper |
| Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables | 2008-10-28 | Paper |
| Dependence Structure of Spacings of Order Statistics | 2008-09-24 | Paper |
| CONDITIONAL ORDERING OF GENERALIZED ORDER STATISTICS REVISITED | 2008-08-21 | Paper |
| Dependence properties of order statistics | 2008-05-08 | Paper |
| Conditional orderings and positive dependence | 2008-03-11 | Paper |
| NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES | 2008-01-09 | Paper |
| ORDERING CONDITIONAL DISTRIBUTIONS OF GENERALIZED ORDER STATISTICS | 2007-10-26 | Paper |
| STOCHASTIC ORDERINGS BETWEEN p-SPACINGS OF GENERALIZED ORDER STATISTICS FROM TWO SAMPLES | 2007-09-11 | Paper |
| Likelihood ratio orderings of spacings of heterogeneous exponential random variables | 2007-06-26 | Paper |
| REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS | 2007-04-05 | Paper |
| MULTIVARIATE STOCHASTIC COMPARISONS OF SEQUENTIAL ORDER STATISTICS | 2007-03-23 | Paper |
| Negative dependence in the balls and bins experiment with applications to order statistics | 2006-10-05 | Paper |
| Stochastic Comparisons and Dependence of Spacings from Two Samples of Exponential Random Variables | 2006-08-21 | Paper |
| Preservation of the location independent risk order under convolution | 2006-06-09 | Paper |
| Stochastic comparisons of \(m\)-spacings | 2006-01-10 | Paper |
| Dependence structures of multivariate Bernoulli random vectors | 2005-06-30 | Paper |
| STOCHASTIC PROPERTIES OF p-SPACINGS OF GENERALIZED ORDER STATISTICS | 2005-06-21 | Paper |
| A note on stochastic comparisons of generalized order statistics | 2005-06-01 | Paper |
| LIKELIHOOD RATIO ORDERING OF THE INSPECTION PARADOX | 2005-05-09 | Paper |
| Characterizations of generalized ageing classes by the excess lifetime | 2005-03-21 | Paper |
| Characterizations of the hazard rate order and IFR aging notion | 2005-03-08 | Paper |
| An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. | 2005-02-25 | Paper |
| Properties of some stochastic orders: A unified study | 2005-02-22 | Paper |
| A note on multivariate stochastic comparisons of Bernoulli random variables | 2004-11-29 | Paper |
| Some counterexamples in positive dependence | 2004-09-09 | Paper |
| Stochastic comparisons of order statisctics from two samples | 2004-05-27 | Paper |
| Further developments on sufficient conditions for negative dependence of random variables. | 2004-03-14 | Paper |
| A central limit theorem for random fields of negatively associated processes | 2003-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801210 | 2003-07-27 | Paper |
| Multivariate hazard rate orders | 2003-04-02 | Paper |
| Moment Inequalities for Discrete Ageing Families | 2003-02-24 | Paper |
| On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays | 2002-09-18 | Paper |
| Supermodular dependence ordering on a class of multivariate copulas | 2002-09-05 | Paper |
| Multivariate stochastic comparisons of inspection and repair policies | 2002-04-07 | Paper |
| Stochastic comparisons of spacings from restricted families of distributions | 2002-03-06 | Paper |
| LIKELIHOOD RATIO AND MEAN RESIDUAL LIFE ORDERS FOR ORDER STATISTICS OF HETEROGENEOUS RANDOM VARIABLES | 2002-01-08 | Paper |
| Proofs of the closure property of NBUC and NBU(2) under convolution | 2002-01-01 | Paper |
| COMPARISONS OF DEPENDENCE FOR STATIONARY MARKOV PROCESSES | 2001-12-03 | Paper |
| A NOTE ON COMPARISONS OF k-OUT-OF-n SYSTEMS WITH RESPECT TO THE HAZARD AND REVERSED HAZARD RATE ORDERS | 2001-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4509340 | 2001-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2709362 | 2001-04-09 | Paper |
| On dependence of risks and stop-loss premiums | 2000-10-12 | Paper |
| Sufficient conditions for negative association of random variables | 2000-05-08 | Paper |
| Preservation of multivariate dependence under multivariate claim models | 2000-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4234838 | 1999-10-25 | Paper |
| Comparison of order statistics between dependent and independent random variables | 1998-03-25 | Paper |
| Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means. | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4868024 | 1996-11-12 | Paper |
| Multivariate distributions from mixtures of max-infinitely divisible distributions | 1996-08-05 | Paper |
| Stochastic comparisons of order statistics under multivariate imperfect repair | 1996-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290423 | 1994-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4038126 | 1993-05-16 | Paper |
