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

Adjusted higher-order expected shortfall , Insurance: Mathematics and Economics , 2024 , 115: 1-12

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 , 103: 66-95

On a family of coherent measures of variability , Insurance: Mathematics and Economics , 2020 , 95: 173-182

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 , 59: 321-324

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

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