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
On Distribution of the Stock Market Risk with a Maximum Drawdown of a Wiener Process

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Deviation inequalities and moderate deviations for the symmetric exclusion process

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Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions

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APPROXIMATION OF MULTIPARAMETRIC ANDERSON–DARLING PROCESSES

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Comparative Analysis and Practical Applications of Cubic Transmutations for the Pareto Distribution

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Usual stochastic orderings of the second smallest order statistics with dependent semi-parametric distribution random variables

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On the Joint Distributions of Increasing and Decreasing Successions of Arbitrary Multisets

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Hedging Interest Rate Risk in Life Insurance Using Interest Rate Derivatives

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A novel Compound-Pareto model with applications and reliability peaks above a random threshold value at risk analysis

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Law of Total Probability of Aftershocks in Earthquake Insurance

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近5年高被引文献
Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption

article Full Text OpenAlex 67 FWCI27.9685356

Improving Second Order Reduced Bias Extreme Value Index Estimation

article Full Text OpenAlex 61 FWCI2.20497995

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

article Full Text OpenAlex 53 FWCI33.84363771

Modeling and pricing cyber insurance

article Full Text OpenAlex 45 FWCI9.4897077

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

article Full Text OpenAlex 44 FWCI0

Limit Theorems of Probability Theory

book Full Text OpenAlex 40 FWCI2.65087538

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

article Full Text OpenAlex 37 FWCI15.4453107

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

article Full Text OpenAlex 36 FWCI7.21763839

Regularly Varying Functions

book-chapter Full Text OpenAlex 36 FWCI10.7608699

Probability for Analysts

book Full Text OpenAlex 35 FWCI0