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
Applications of Weibull Lomax Distribution: Review

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An inequality involving alternating binomial sums

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Efficient rare event estimation for multimodal and high-dimensional system reliability via subset adaptive importance sampling

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Survival Under Different Types of Shocks With Random Recovery Times: The ‘Tie’, the ‘Match’ and the ‘Cure’ Models

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Asymptotic expansions for random walks conditioned to stay positive

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Probabilities of small deviations of a critical Galton-Watson process with infinite variance of the number of the direct descendants of particles

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Upgraded free independence phenomena for random unitaries

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Slow convergence of weighted averages for flows and actions of countable amenable groups

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Nelson-Aalen kernel estimator to the tail index of right censored Pareto-type data

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Distributional equations and the ruin problem for the Sparre Andersen model with investments

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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 FWCI5.385

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 71 FWCI16.9379

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

article Full Text OpenAlex 64 FWCI21.591

Improving Second Order Reduced Bias Extreme Value Index Estimation

article Full Text OpenAlex 61 FWCI1.6963

Modeling and pricing cyber insurance

article Full Text OpenAlex 51 FWCI8.065

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 FWCI1.7228

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

article Full Text OpenAlex 38 FWCI9.0822