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
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 FWCI4.597

Introduction to probability models

book-chapter Full Text OpenAlex 242 FWCI18.7248

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

article Full Text OpenAlex 76 FWCI15.287

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

article Full Text OpenAlex 69 FWCI17.2489

Modeling and pricing cyber insurance

article Full Text OpenAlex 61 FWCI7.5069

Improving Second Order Reduced Bias Extreme Value Index Estimation

article Full Text OpenAlex 61 FWCI1.5558

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

book-chapter Full Text OpenAlex 44 FWCI0

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

article Full Text OpenAlex 42 FWCI8.2008

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

article Full Text OpenAlex 42 FWCI5.4537