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Parameter estimation of sub-Gaussian stable distributions JOURNAL ARTICLE published 2 January 2015 in Kybernetika |
Fiscally stable income distributions under majority voting, Lorenz curves and bargaining sets BOOK CHAPTER published in Advances in Mathematical Economics |
On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models JOURNAL ARTICLE published 16 July 2008 in Communications for Statistical Applications and Methods |
Tail conditional moments for elliptical and log-elliptical distributions JOURNAL ARTICLE published November 2016 in Insurance: Mathematics and Economics |
Portfolio management with stable distributions JOURNAL ARTICLE published 20 April 2000 in Mathematical Methods of Operations Research (ZOR) |
Indirect Estimation of Elliptical Stable Distributions JOURNAL ARTICLE published in SSRN Electronic Journal |
INTRODUCTION BOOK CHAPTER published 1 December 2011 in The Methods of Ethics |
Tempered stable distributions and processes in finance: numerical analysis BOOK CHAPTER published 2010 in Mathematical and Statistical Methods for Actuarial Sciences and Finance |
17. Financial applications BOOK CHAPTER published 31 December 1999 in Chance and Stability |
Tempered Stable Distributions BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management |
Estimators of the parameters of stable distributions BOOK CHAPTER published 30 June 1986 in Translations of Mathematical Monographs |
The Class of Stable Distributions BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management |
Positive Mappings in Quantum Physics BOOK CHAPTER published 2015 in Mathematical Methods in Physics |
Skew-Elliptical Distributions BOOK CHAPTER published 27 July 2004 in Skew-Elliptical Distributions and Their Applications |
Tail asymptotic results for elliptical distributions JOURNAL ARTICLE published August 2008 in Insurance: Mathematics and Economics |
24 Spirochetal infections BOOK CHAPTER published 2010 in Weedon's Skin Pathology |
Efficient Methods for Stable Distributions REPORT published 12 June 2003 |
Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions JOURNAL ARTICLE published July 2010 in Journal of Multivariate Analysis |
Stochastic ordering of bivariate elliptical distributions JOURNAL ARTICLE published March 2006 in Statistics & Probability Letters |
INDEX BOOK CHAPTER published 31 December 2010 in An Outline of Christian Theology |