On a Class of Discrete Distributions Arising from the Birth-Death-with-Immigration Process.
On a class of perimeter-type distances of probability distributions
On a functional equation which occurs in a characterization problem.
On a functional equation which occurs in a characterization problem. (Short Communication).
On a probability inequality for multivariate normal distribution
On a problem by Schweizer and Sklar
We give a representation of the class of all -dimensional copulas such that, for a fixed , , all their -dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.
On a problem of J. Schnitzer
On an Analogue of the Sato Conjecture.
On an Morgenstern-Type Bivariate Gamma Distribution.
On an Ordering for Probability Measures and a Corresponding Integral Representation.
On characterizing the Pólya distribution
In this paper two characterizations of the Pólya distribution are obtained when its contagion parameter is negative. One of them is based on mixtures and the other one is obtained by characterizing a subfamily of the discrete Pearson system.
On characterizing the Pólya distribution
In this paper two characterizations of the Pólya distribution are obtained when its contagion parameter is negative. One of them is based on mixtures and the other one is obtained by characterizing a subfamily of the discrete Pearson system.
On Conditional Value at Risk (CoVaR) for tail-dependent copulas
The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning event becomes more extreme. The results are illustrated with examples using the extreme value, conic and truncation invariant families of bivariate tail-dependent copulas.
On convex triangle functions.
On copulas that generalize semilinear copulas
We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.
On distributions of order statistics for absolutely continuous copulas with applications to reliability
Performance of coherent reliability systems is strongly connected with distributions of order statistics of failure times of components. A crucial assumption here is that the distributions of possibly mutually dependent lifetimes of components are exchangeable and jointly absolutely continuous. Assuming absolute continuity of marginals, we focus on properties of respective copulas and characterize the marginal distribution functions of order statistics that may correspond to absolute continuous...
On distributions of special non-homogeneous functionals of Brownian motion.
On evaluation of some two-dimensional normal probabilities
On formulae for central moments of counting distributions
The aim of this article is to give new formulae for central moments of the binomial, negative binomial, Poisson and logarithmic distributions. We show that they can also be derived from the known recurrence formulae for those moments. Central moments for distributions of the Panjer class are also studied. We expect our formulae to be useful in many applications.
On Gaussian conditional independence structures
The simultaneous occurrence of conditional independences among subvectors of a regular Gaussian vector is examined. All configurations of the conditional independences within four jointly regular Gaussian variables are found and completely characterized in terms of implications involving conditional independence statements. The statements induced by the separation in any simple graph are shown to correspond to such a configuration within a regular Gaussian vector.