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
Deviation inequalities and moderate deviations for the symmetric exclusion process

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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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A compact finite difference scheme for solving fractional Black-Scholes option pricing model

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Improved bounds on tails of convolutions of compound distributions: Application to ruin probabilities for the risk process perturbed by diffusion

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Limit theorems for delayed sums under sublinear expectation

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A Copula-Based Bivariate Composite Model for Modelling Claim Costs

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A new two-parameter Poisson-transmuted exponential distribution: Properties and applications in count observations

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Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes

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近5年高被引文献
A New Inverted Topp-Leone Distribution: Applications to the COVID-19 Mortality Rate in Two Different Countries

article Full Text OpenAlex 70 FWCI17.246649

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

Cyber claim analysis using Generalized Pareto regression trees with applications to insurance

article Full Text OpenAlex 54 FWCI8.04231597

A Revisit of Age-Based Replacement Models With Exponential Failure Distributions

article Full Text OpenAlex 50 FWCI11.497766

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

article Full Text OpenAlex 49 FWCI31.2894009

Beyond Value Perturbation: Local Differential Privacy in the Temporal Setting

article Full Text OpenAlex 47 FWCI4.37421083

The Truncated Burr X-G Family of Distributions: Properties and Applications to Actuarial and Financial Data

article Full Text OpenAlex 46 FWCI7.83938591

Heavy-Tailed Log-Logistic Distribution: Properties, Risk Measures and Applications

article Full Text OpenAlex 46 FWCI9.66857595

Bayesian survival analysis for adaptive Type-II progressive hybrid censored Hjorth data

article Full Text OpenAlex 45 FWCI9.92988882