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Cascos, Ignacio; Li, Qiyu; Molchanov, Ilya (2021). Depth and outliers for samples of sets and random sets distributions. Australian & New Zealand journal of statistics, 63(1), pp. 55-82. Wiley 10.1111/anzs.12326
Molchanov, Ilya; Cascos, Ignacio (2016). Multivariate risk measures: a constructive approach based on selections. Mathematical Finance, 26(4), pp. 867-900. Wiley 10.1111/mafi.12078
Cascos, Ignacio; Molchanov, Ilya (2013). Choosing a random distribution with prescribed risks. INSURANCE MATHEMATICS & ECONOMICS, 52(3), pp. 599-605. 10.1016/j.insmatheco.2013.03.014
Cascos, Ignacio; Molchanov, Ilya (2007). Multivariate risks and depth-trimmed regions. Finance and stochastics, 11(3), pp. 373-397. Berlin: Springer-Verlag 10.1007/s00780-007-0043-7
Cascos, Ignacio; Molchanov, Ilya (2018). Band Depths Based on Multiple Time Instances. In: Gil, Eduardo; Gil, Eva; Gil, Juan; Gil, María Ángeles (eds.) The Mathematics of the Uncertain. Studies in Systems, Decision and Control: Vol. 142 (pp. 67-78). Cham: Springer 10.1007/978-3-319-73848-2_6
