Short CV

Nikolai Kolev  is professor in Statistics since 1998 at the Institute of Mathematics and Statistics, Sao Paulo University, Brazil. His research interests are in Applied Probability and Statistics, focusing on multivariate lifetime models, copulas, extended Marshall-Olkin models, random sums and recently - on multivariate models generated via line integral.  He holds a PhD diploma in Probability and Statistics from Faculty of Mathematics, Sofia University (1994). He was the supervisor of 10 PhD and 4 post-doctoral students.

Several recent publications

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.