- Pinto, J. and Kolev, N. (2015). Sibuya-type bivariate lack of memory property. Journal of Multivariate Analysis 134, 119-128.
- Pinto, J. and Kolev, N. (2016). A class of continuous bivariate distributions with linear sum of hazard gradient components. Journal of Statistical Distributions and Applications 3, 1-17.
- Kolev, N. (2016). Characterizations of the class of bivariate Gompertz distributions. Journal of Multivariate Analysis 148, 173-179.
- Kolev, N. and Pinto, J. (2016). Extreme value properties of Extended Marshall-Olkin models. International Journal of Statistics and Probability 5, 253-260.
- Kolev, N. and Pinto, J. (2017). Dependence modeling in energy markets using Sibuya-type copulas. International Journal of Statistics and Probability 6, 43-50.
- Kolev, N. and Pinto, J. (2018). A weak version of the bivariate lack of memory property. Brazilian Journal of Probability and Statistics 32, 873-906.
- Kolev, N. and Pinto, J. (2018). Functional equations involving Sibuya's dependence function. Aequationes Mathematicae 92, 441-451.
- Gobbi, F., Kolev, N. and Mulinacci, S. (2019). Joint life insurance pricing using extended Marshall-Olkin models. Astin Bulletin 49, 409-432.
- Bahraoui, T. and Kolev, N. (2020). New measure of the bivariate asymmetry. Sankhya A 82, 1-28.
- Kolev, N. (2020). Discrete line integral on uniform grids: probabilistic interpretation and applications. Brazilian Journal of Probability and Statistics 34, 821-843.
- Genest, C. and Kolev, N. (2021). A law of uniform seniority for dependent lives. Scandinavian Actuarial Journal 2021(8), 726-743.
- Gobbi, F., Kolev, N. and Mulinacci, S. (2021).
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications. Insurance: Mathematics and Economics 101 Part B, 342-358.
- Kolev, N. and Mulinacci, S. (2021). New characterizations of bivariate discrete Schur-constant models. Statistics and Probability Letters 180, 109-114.
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