Optimal allocation of policy limits and deductibles under distortion risk measures
, Insurance: Mathematics and Economics
, 2009
, 44(3)409-414
Asset proportions in optimal portfolios with default risks
, Insurance: Mathematics and Economics
, 2008
, 43(2)223-226
Dependence properties of order statistics
, Journal of Statistical Planning and Inference
, 2008
, 138(7)2214-2222
Conditional orderings and positive dependence
, Journal of Multivariate Analysis
, 2008
, 99(3)358-371
Moment inequalities for a class of symmetric distributions
, Statistics and Probability Letters
, 2026
, 232110652
Generating negative regression dependence via conditioning operations
, Statistics and Probability Letters
, 2026
, 231110623
Tsallis value-at-risk: generalized entropic value-at-risk
, Probability in the Engineering and Informational Sciences
, 2024
, 38(1)1-20
Incorporating grouping information into Bayesian Gaussian graphical model selection
, Communications in Statistics- Theory and Methods
, 2023
, 52(22)7966-7983
On Samuel’s p-value model and the Simes test under dependence
, Statistics and Probability Letters
, 2022
, 187(1)109509
Preservation of log-concavity and log-convexity under operators
, Probability in the Engineering and Informational Sciences
, 2021
, 35(3)451-464
Bounds on extropy with variational distance constraint
, Probability in the Engineering and Informational Sciences
, 2019
, 33(2)186-204
Extreme-aggregation measures in the RDEU model
, Statistics and Probability Letters
, 2019
, 148155-163
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
Closure properties of the second-order regular variation under convolutions
, Communications in Statistics- Theory and Methods
, 2017
, 46(1)104-119
New developments on the L_p-metric between a probability distribution and its distortion
, Statistics and Probability Letters
, 2016
, 110(1)236-243
Dispersive ordering for the multivariate normal distribution
, Probability in the Engineering and Informational Sciences
, 2016
, 30(2)141-152
Asymptotic expansions of generalized quantiles and Expectiles for extreme risks
, Probability in the Engineering and Informational Sciences
, 2015
, 29(3)309-327
The closure property of 2RV under random sum
, Statistics and Probability Letters
, 2014
, 98158-167
The second-order regular variation of order statistics
, Probability in the Engineering and Informational Sciences
, 2014
, 28(2)209-222
Asymptotics of the risk concentration based on the tail distortion risk measure
, Statistics and Probability Letters
, 2013
, 83(12)2703-2710
The second-order version of Karamata’s theorem with applications
, Statistics and Probability Letters
, 2013
, 83(5)1397-1403
On orderings between weighted sums of random variables
, Probability in the Engineering and Informational Sciences
, 2013
, 27(1)85-97
Asymptotic behavior of extremal events for aggregate dependent random variables
, Probability in the Engineering and Informational Sciences
, 2013
, 27(4)507-531
New properties of the total time on test transform order
, Probability in the Engineering and Informational Sciences
, 2012
, 26(1)43-60
Properties of second-order regular variation and expansions for risk concentration
, Probability in the Engineering and Informational Sciences
, 2012
, 26(4)535-559
Ordering consecutive k-out-of-n:F systems
, Probability in the Engineering and Informational Sciences
, 2012
, 26(2)147-158
Order statistics from heterogenous negative binomial random variables
, Probability in the Engineering and Informational Sciences
, 2011
, 25(4)435-448
Equivalent characterizations on orderings of order statistics and sample ranges
, Probability in the Engineering and Informational Sciences
, 2010
, 24(2)245-262
Ordering convolutions of heterogeneous exponential and geometric distributions revisited
, Probability in the Engineering and Informational Sciences
, 2010
, 24(3)329-348