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
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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TOWARD A UNIFORM ASYMPTOTIC THEORY FOR MILDLY EXPLOSIVE AUTOREGRESSION

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On the kolmogorov–feller–gut weak law of large numbers for triangular arrays of rowwise and pairwise negatively dependent random variables

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Absolutely continuous, logarithmically concave unimodal distributions

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Optimal Investment and Risk Control for An Insurer in A Jump-diffusion Market with Regime-switching

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Bivariate periodic replacement policies for systems with multi-attempt minimal repair

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On elephant random walk with random memory

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On Shock Models with Two Shock Types

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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 490 FWCI5.4987

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 68 FWCI16.785

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 59 FWCI20.3761

Modeling and pricing cyber insurance

article Full Text OpenAlex 49 FWCI8.0106

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 37 FWCI8.995