| A bivariate extension of the beta generated distribution derived from copulas RGM Samanthi, J Sepanski Communications in Statistics-Theory and Methods 48 (5), 1043-1059, 2019 | 15 | 2019 |
| Comparing the riskiness of dependent portfolios via nested L-statistics RGM Samanthi, W Wei, V Brazauskas Annals of Actuarial Science 11 (2), 237-252, 2017 | 11 | 2017 |
| New families of bivariate copulas via unit Lomax distortion FAA Aldhufairi, RGM Samanthi, JH Sepanski Risks 8 (4), 106, 2020 | 8 | 2020 |
| Ordering Gini indexes of multivariate elliptical risks RGM Samanthi, W Wei, V Brazauskas Insurance: Mathematics and Economics 68, 84-91, 2016 | 8 | 2016 |
| On bivariate Kumaraswamy-distorted copulas RGM Samanthi, J Sepanski Communications in Statistics-Theory and Methods 51 (8), 2477-2495, 2022 | 6 | 2022 |
| Methods for generating coherent distortion risk measures RGM Samanthi, J Sepanski Annals of Actuarial Science 13 (2), 400-416, 2019 | 3 | 2019 |
| Comparing the Riskiness of Dependent Portfolios RGM Samanthi | | 2016 |
Wei WeiAssociate Professor of Actuarial Science, University of Wisconsin-MilwaukeeVerified email at uwm.edu
