EBiCop: Ensemble bivariate copulas for modeling multivariate cyber data breach risk , Annals of Applied Statistics , 2025 , 19(1)566-585

Diversification for infinite-mean Pareto models without risk aversion , European Journal of Operational Research , 2025 , 323341-350

Adjusted Renyi entropic Value-at-Risk , European Journal of Operational Research , 2023 , 306(1)255-268

Capital allocation and pricing decisions under trade credit with time-sensitive stochastic demand , Transportation Research Part E: Logistics and Transportation Review , 2023 , 173(2023)103093

Optimal risk sharing for Lambda Value-at-Risk , Advances in Applied Probability , 2025 , 57(1)171-203

Aging notions, stochastic orders, and expected utilities. , Journal of Applied Probability , 2024 , 61(3)767-780

Adjusted higher-order expected shortfall , Insurance: Mathematics and Economics , 2024 , 1151-12

Inf-convolution and optimal allocations for mixed-VaRs , Insurance: Mathematics and Economics , 2023 , 108(1)156-164

Dispersive orderings induced by differences of inter risk measures , Journal of Applied Probability , 2023 , 60(1)358-365

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

Statistical inference for tail-based cumulative residual entropy , Insurance: Mathematics and Economics , 2022 , 10366-95

On a family of coherent measures of variability , Insurance: Mathematics and Economics , 2020 , 95173-182

Stochastic orderings for elliptical random vectors , Journal of Multivariate Analysis , 2016 , 148(1)83-88

Lp-metric under the location-independent risk ordering of random variables. Insurance , Insurance: Mathematics and Economics , 2014 , 59321-324

Some inequalities of linear combinations of independent random variables: II , Bernoulli , 2013 , 19(5)1776-1789

Stochastic comparisons of capital allocations with applications , Insurance: Mathematics and Economics , 2012 , 50(3)293-298

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

Probability inequalities for weighted distributions , Journal of Statistical Planning and Inference , 2012 , 142(5)1272-1278

On computing signatures of coherent systems , Journal of Multivariate Analysis , 2012 , 103(1)142-150

Some inequalities of linear combinations of independent random variables. I. , Journal of Applied Probability , 2011 , 48(4)1179-1188

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

Some new results on multivariate dispersive ordering of generalized order statistics , Journal of Multivariate Analysis , 2010 , 101(4)964-970

Conditional ordering of order statistics , Journal of Multivariate Analysis , 2010 , 101(3)640-644

On hazard rate ordering of the sums of heterogeneous geometric random variables , Journal of Multivariate Analysis , 2010 , 101(1)44-51

Optimal allocation of active redundancies in r-out-of-n systems , Journal of Statistical Planning and Inference , 2009 , 139(10)3733-3737

A note on reversed hazard rate of order statistics and record values , Journal of Statistical Planning and Inference , 2009 , 139(4)1257-1265