Mohsen Madadi

According to our database, Mohsen Madadi authored at least 4 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk.

Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi, Vahed Maroufy

Appl. Math. Comput., May, 2023

2021

Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness.

Me'raj Abdi, Mohsen Madadi, Narayanaswamy Balakrishnan, Ahad Jamalizadeh

J. Multivar. Anal., 2021

2020

Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims.

Saeed Ariyafar, Mahbanoo Tata, Mohsen Rezapour, Mohsen Madadi

J. Multivar. Anal., 2020

2018

Shannon Information in K-records for Pareto-type Distributions.

Zohreh Zamani, Mohsen Madadi

J. Stat. Theory Appl., 2018