On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes.
Oper. Res. Lett., 2021
On coverage limits and deductibles for SAI loss severities.
Ann. Oper. Res., 2021
Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas.
Ann. Oper. Res., 2017
Ordering scalar products with applications in financial engineering and actuarial science.
J. Appl. Probab., 2016
A note on allocation of portfolio shares of random assets with Archimedean copula.
Ann. Oper. Res., 2014