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09/15/2023
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
The family of multivariate skew-normal distributions has many interestin...
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05/16/2023
Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
In this paper, we propose the multivariate range Value-at-Risk (MRVaR) a...
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04/18/2023
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors
In this work, we establish some stochastic comparison results for multiv...
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03/02/2022
Doubly truncated moment risk measures for elliptical distributions
In this paper, we define doubly truncated moment (DTM), doubly truncated...
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03/02/2022
Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures
In this paper, we focus on multivariate doubly truncated first two momen...
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12/13/2021
A unified treatment of characteristic functions of symmetric multivariate and related distributions
The purpose of the present paper is to give unified expressions to the c...
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12/10/2021
Multivariate double truncated expectation and covariance risk measures for elliptical distributions
The main objective of this work is to calculate the multivariate double ...
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03/30/2021
Stochastic Orderings of the Location-Scale Mixture of Elliptical Distribution
We introduce the general familiy of multivariate elliptical location-sca...
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03/09/2021
Multivariate tail covariance for generalized skew-elliptical distributions
In this paper, the multivariate tail covariance (MTCov) for generalized ...
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03/09/2021
An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normalDistribution with Applications to Associated Stochastic Orderings
We establish an identity for E f (Y) -E f (X), when X and Y both have ma...
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08/01/2020
A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property
We introduce a new class of multivariate elliptically symmetric distribu...
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07/18/2020
Conditional tail risk expectations for location-scale mixture of elliptical distributions
We present general results on the univariate tail conditional expectatio...
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07/18/2020
Explicit expressions for joint moments of n-dimensional elliptical distributions
Inspired by Stein's lemma, we derive two expressions for the joint momen...
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10/16/2019
Stochastic Orderings of Multivariate Elliptical Distributions
Let X and X be two n-dimensional elliptical random vectors, we establish...
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08/06/2019
Stochastic ordering of Gini indexes for multivariate elliptical random variables
In this paper, we establish the stochastic ordering of the Gini indexes ...
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03/15/2019
The CI-index: a new index to characterize the scientific output of researchers
We propose a simple new index, named the CI-index, based on the Choquet ...
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09/09/2018
Elliptical Distributions-Based Weights-Determining Method for OWA Operators
The ordered weighted averaging (OWA) operators play a crucial role in ag...
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11/14/2017
