专题:Probability and Risk Models

This cluster of papers focuses on modeling various aspects of risk in insurance and finance, including ruin probabilities, optimal dividend policies, heavy-tailed distributions, stochastic processes, rare event simulation, and dependence modeling. The research covers a wide range of topics related to insurance risk management and financial modeling.
最新文献
Positive Counterpart Structures after Cross-Claim and Cluster Disturbance

preprint Full Text OpenAlex

Cross-Claim Disturbance and Cluster-Level Pressure under Admissibility

preprint Full Text OpenAlex

Complete moment convergence of moving average processes generated by $ m $-widely acceptable sequences under sub-linear expectations

article Full Text OpenAlex

Active Bayesian support vector regression with importance sampling for rare event reliability analysis

article Full Text OpenAlex

Poisson Processes

book-chapter Full Text OpenAlex

Employing the logistic inverse exponential distribution in the analysis of the reliability of cold standby systems with imperfect switching

article Full Text OpenAlex

A Generalized Flexible Family: Theoretical Properties, Estimation, and Risk Analysis

article Full Text OpenAlex

Reducing information asymmetry in automotive insurance through advanced technology strategy: A study of emerging markets

article Full Text OpenAlex

Applications of Weibull Lomax Distribution: Review

article Full Text OpenAlex

Closed-Form Valuation of Discounted Cash Flows with Finite Poisson Arrivals in a Finite Horizon

article Full Text OpenAlex

近5年高被引文献
Journal of Applied Mathematics

paratext Full Text OpenAlex 744 FWCI0

Probability Theory, An Analytic View

book Full Text OpenAlex 496 FWCI5.2781

Introduction to probability models

book-chapter Full Text OpenAlex 242 FWCI17.1994

Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption

article Full Text OpenAlex 72 FWCI16.014

On testing the skew normal distribution by using Shapiro–Wilk test

article Full Text OpenAlex 68 FWCI19.4286

Improving Second Order Reduced Bias Extreme Value Index Estimation

article Full Text OpenAlex 61 FWCI1.6938

Modeling and pricing cyber insurance

article Full Text OpenAlex 54 FWCI8.1673

On the Distribution of the Product and Ratio of Independent Generalized Gamma-Ratio Random Variables

article Full Text OpenAlex 44 FWCI0

Strong Limit Theorems for Extended Independent Random Variables and Extended Negatively Dependent Random Variables under Sub-Linear Expectations

article Full Text OpenAlex 41 FWCI5.8636

A Unit Half-Logistic Geometric Distribution and Its Application in Insurance

article Full Text OpenAlex 40 FWCI9.0715