Distributionally robust optimization under distorted expectations , Operations Research , 2025 , 73(2)969-985

Inf-convolution and optimal allocations for tail risk measures , Mathematics of Operations Research , 2022 , 47(3)2494-2519

Quantile-based risk sharing with heterogeneous beliefs? , Mathematical Programming , 2020 , 181(2)319-347

Bayes risk, elicitability, and the Expected Shortfall , Mathematical Finance , 2021 , 311190-1217

Worst-case values of target semi-variances with applications to robust portfolio selection , European Journal of Operational Research , 2025 , 327(3)905-921

An Extreme Worst-Case Risk Measure by Expectile , Advances in Applied Probability , 2024 , 56(4)1195-1214

Estimation of the adjusted standard-deviatile for extreme risks , Scandinavian Journal of Statistics , 2024 , 51(2)643-671

Asymptotic properties of general- ized shortfall risk measures for heavy-tailed risks , Insurance: Mathematics and Economics , 2023 , 111 173 -192

Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory , Journal of Mathematical Economics , 2022 , 103102766

Distributionally robust reinsurance with Value-at- Risk and Conditional Value-at-Risk , Insurance: Mathematics and Economics , 2022 , 107393-417

Further properties of fractional stochastic dominance , Journal of Applied Probability , 2022 , 59(1)202-223

Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications , Journal of Applied Probability , 2020 , 57(3)832-852

Sums of standard uniform random variables , Journal of Applied Probability , 2019 , 56918-936

The average risk sharing problem under risk measure and expected utility theory , Insurance: Mathematics and Economics , 2018 , 83(1)170-179

Tail subadditivity of distortion risk mea- sures and multivariate tail distortion risk measures , Insurance: Mathematics and Economics , 2017 , 75105-116

On aggregation sets and lower-convex sets , Journal of Multivariate Analysis , 2015 , 138170-181

Risk concentration based on Expectiles for extreme risks under FGM copula , Insurance: Mathematics and Economics , 2015 , 64429-439

Optimal capital allocation based on the tail Mean-Variance model. , Insurance: Mathematics and Economics , 2013 , 53(3)533-543

Extreme value behavior of aggregate dependent risks , Insurance: Mathematics and Economics , 2012 , 50(1)99-108

Characterization of left-monotone risk aversion in the RDEU model , Insurance: Mathematics and Economics , 2012 , 50(3)413-422

Second-order properties of Haezendonck-Goovaerts risk measure for extreme risks , Insurance: Mathematics and Economics , 2012 , 51(2)333-343

Second-order expansions of the risk concentration based on CTE , Insurance: Mathematics and Economics , 2012 , 51(2)449-456

A new proof of Cheung’s characterization of comonotonicity , Insurance: Mathematics and Economics , 2011 , 48(2)214-216

Stochastic properties of INID progressively type-II censored order statistics , Journal of Multivariate Analysis , 2010 , 101(6)1493-1500

Distributionally robust reinsurance with expectile , Astin Bulletin , 2023 , 53(1)129 -148

Preservation of log-concavity and log-convexity under operators , Probability in the Engineering and Informational Sciences , 2021 , 35(3)451-464

Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers , Astin Bulletin , 2020 , 50(3) 1065-1092

Risk measures based on behavioural economics theory , Finance and Stochastics , 2018 , 22(2) 367-393

A new type of change-detection scheme based on the window-limited weighted likelihood ratios , Expert Systems With Applications , 2018 , 94149-163

Preservation of log-concavity under convolution , Probability in the Engineering and Informational Sciences , 2018 , 32(4)567-579