Mulinacci, Sabrina A Marshall-Olkin type multivariate model with underlying dependent shocks. (English) Zbl 1505.62481 Methodol. Comput. Appl. Probab. 24, No. 4, 2455-2484 (2022). MSC: 62H10 62N05 91B05 91G45 PDFBibTeX XMLCite \textit{S. Mulinacci}, Methodol. Comput. Appl. Probab. 24, No. 4, 2455--2484 (2022; Zbl 1505.62481) Full Text: DOI
Denuit, Michel; Robert, Christian Y. Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses. (English) Zbl 1491.62154 Methodol. Comput. Appl. Probab. 24, No. 3, 1953-1985 (2022). MSC: 62P05 62H05 91G05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Y. Robert}, Methodol. Comput. Appl. Probab. 24, No. 3, 1953--1985 (2022; Zbl 1491.62154) Full Text: DOI
Warr, Richard L.; Wight, Cason J. Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform. (English) Zbl 07297541 Methodol. Comput. Appl. Probab. 22, No. 3, 881-904 (2020). MSC: 65T50 44A35 46F12 60K15 PDFBibTeX XMLCite \textit{R. L. Warr} and \textit{C. J. Wight}, Methodol. Comput. Appl. Probab. 22, No. 3, 881--904 (2020; Zbl 07297541) Full Text: DOI
Mulinacci, Sabrina Archimedean-based Marshall-Olkin distributions and related dependence structures. (English) Zbl 1392.62047 Methodol. Comput. Appl. Probab. 20, No. 1, 205-236 (2018). MSC: 62E15 60E05 62H20 PDFBibTeX XMLCite \textit{S. Mulinacci}, Methodol. Comput. Appl. Probab. 20, No. 1, 205--236 (2018; Zbl 1392.62047) Full Text: DOI arXiv
Vernic, Raluca Capital allocation for Sarmanov’s class of distributions. (English) Zbl 1358.60034 Methodol. Comput. Appl. Probab. 19, No. 1, 311-330 (2017). MSC: 60E05 62P05 91B30 PDFBibTeX XMLCite \textit{R. Vernic}, Methodol. Comput. Appl. Probab. 19, No. 1, 311--330 (2017; Zbl 1358.60034) Full Text: DOI
Gebizlioglu, Omer L.; Yörübulut, Serap A pseudo-Pareto distribution and concomitants of its order statistics. (English) Zbl 1370.60018 Methodol. Comput. Appl. Probab. 18, No. 4, 1043-1064 (2016). MSC: 60E05 62E15 62H10 91G70 PDFBibTeX XMLCite \textit{O. L. Gebizlioglu} and \textit{S. Yörübulut}, Methodol. Comput. Appl. Probab. 18, No. 4, 1043--1064 (2016; Zbl 1370.60018) Full Text: DOI
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas Background risk models and stepwise portfolio construction. (English) Zbl 1349.62517 Methodol. Comput. Appl. Probab. 18, No. 3, 805-827 (2016). MSC: 62P05 91B30 91G10 44A10 PDFBibTeX XMLCite \textit{A. V. Asimit} et al., Methodol. Comput. Appl. Probab. 18, No. 3, 805--827 (2016; Zbl 1349.62517) Full Text: DOI Link
Vernic, Raluca Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach. (English) Zbl 1208.60014 Methodol. Comput. Appl. Probab. 13, No. 1, 121-137 (2011). MSC: 60E05 91B30 PDFBibTeX XMLCite \textit{R. Vernic}, Methodol. Comput. Appl. Probab. 13, No. 1, 121--137 (2011; Zbl 1208.60014) Full Text: DOI