Interests:

Probabilistic Risk Assessment

Reliability Analysis

Monte Carlo Analysis

Distribution Theory

Financial Engineering

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Financial Engineering:

1. A. Singh, J. Rene van Dorp and T.A.Mazzuchi (2007). "A Novel Assymetric Distribution with Power Tails", Communications in Statistics, Theory and Methods, Vol. 36 (2), pp. 235-252. New!
2. J.R. van Dorp and S. Kotz (2006). "Modeling Income Distributions Using Elevated Distributions", in Distribution Models Theory, Editors: Rafael Herrerias Pleguezuelo, Jose Callejon Cespedes, Jose Manuel Herrerias Velasco. World Scientific Press, Singapore. pp. 1-25.
3. J.R. van Dorp, A. Singh and T.A. Mazzuchi (2006). "The Doubly-Pareto Uniform Distribution with Applications in Uncertainty Analysis and Econometrics", Mediterranean Journal of Mathematics, Vol. 3 (2), pp. 205-225.
4. S. Kotz and J.R. van Dorp (2004). " Uneven Two-Sided Power Distributions: With Applications in Econometric Models". Statistical Methods and Applications, Vol. 13: pp. 285-313.
5. J.R van Dorp and S. Kotz (2002). “The Standard Two Sided Power Distribution and its Properties: with Applications in Financial Engineering”, The American Statistician, 56, No. 2, 90-99.
6. M.R. Duffey and J.R. van Dorp (1999). “Risk Analysis for Large Engineering Projects: Modeling Cost Uncertainty for Ship Production Activities”, Journal of Engineering Valuation and Cost Analysis, Vol. 2, 285-301.