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
1/f noise from a weighted sum of simple random walks

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Some Characterizations of Log‐Cauchy Distribution and Its Inferential Exploration Under Progressive First‐Failure Censoring Scheme

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1/f noise from a weighted sum of simple random walks

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Ordering Results for Series and Parallel Systems with Dependent and Heterogeneous Components Under Archimedean Copula Dependence

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On the positivity of some weighted partial sums of a random multiplicative function

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On the Bahadur representation of sample quantiles for ρ -mixing random variables

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THE AKRONG DISTRIBUTION: A NOVEL BOUNDED LINEAR PROBABILITY MODEL FOR ENHANCED ACCURACY AND UNBIASED ESTIMATION IN INSURANCE CLAIM MODELING WITH POLICY LIMITS

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On Chebyshev’s inequalities for scale mixture models

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THE AKRONG DISTRIBUTION: A NOVEL BOUNDED LINEAR PROBABILITY MODEL FOR ENHANCED ACCURACY AND UNBIASED ESTIMATION IN INSURANCE CLAIM MODELING WITH POLICY LIMITS

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Laws of the iterated logarithm for iterated perturbed random walks

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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 67 FWCI10.619

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

article Full Text OpenAlex 56 FWCI10.946

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

article Full Text OpenAlex 51 FWCI6.747

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

article Full Text OpenAlex 44 FWCI6.114

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

article Full Text OpenAlex 44 FWCI6.597

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

article Full Text OpenAlex 43 FWCI4.827

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

article Full Text OpenAlex 42 FWCI5.792

Limit Theorems of Probability Theory

book Full Text OpenAlex 42 FWCI1.754

Modeling and pricing cyber insurance

article Full Text OpenAlex 40 FWCI6.932

A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers

article Full Text OpenAlex 39 FWCI4.198