Li, Jinzhu Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return. (English) Zbl 07887788 Commun. Stat., Theory Methods 53, No. 16, 5773-5784 (2024). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{J. Li}, Commun. Stat., Theory Methods 53, No. 16, 5773--5784 (2024; Zbl 07887788) Full Text: DOI
Araya, Hailabe T.; Aduda, Jane; Berhane, Tesfahun A hybrid GARCH and deep learning method for volatility prediction. (English) Zbl 07886149 J. Appl. Math. 2024, Article ID 6305525, 19 p. (2024). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{H. T. Araya} et al., J. Appl. Math. 2024, Article ID 6305525, 19 p. (2024; Zbl 07886149) Full Text: DOI OA License
Chadjiconstantinidis, Stathis; Xenos, Panos Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion. (English) Zbl 07866537 J. Comput. Appl. Math. 445, Article ID 115835, 27 p. (2024). MSC: 62P05 91G05 60K25 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{P. Xenos}, J. Comput. Appl. Math. 445, Article ID 115835, 27 p. (2024; Zbl 07866537) Full Text: DOI
Kwon, Dream; Lee, Oesook The functional central limit theorem for Markov-switching GARCH model. (English) Zbl 07864975 Econ. Lett. 238, Article ID 111728, 5 p. (2024). MSC: 62P05 62M10 60F05 PDFBibTeX XMLCite \textit{D. Kwon} and \textit{O. Lee}, Econ. Lett. 238, Article ID 111728, 5 p. (2024; Zbl 07864975) Full Text: DOI
Yang, Ruonan; Peng, Jiangyan; Zou, Lei Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion. (English) Zbl 1539.62313 Stochastics 96, No. 1, 728-765 (2024). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{R. Yang} et al., Stochastics 96, No. 1, 728--765 (2024; Zbl 1539.62313) Full Text: DOI
Wang, Hongxia; Su, Qi; Yang, Yang Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses. (English) Zbl 1539.62311 Stochastics 96, No. 1, 667-695 (2024). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{H. Wang} et al., Stochastics 96, No. 1, 667--695 (2024; Zbl 1539.62311) Full Text: DOI
Kan, Raymond; Lassance, Nathan; Wang, Xiaolu The distribution of sample mean-variance portfolio weights. (English) Zbl 1539.62310 Random Matrices Theory Appl. 13, No. 1, Article ID 2450002, 20 p. (2024). MSC: 62P05 62E15 62E20 62H10 62H12 91G10 PDFBibTeX XMLCite \textit{R. Kan} et al., Random Matrices Theory Appl. 13, No. 1, Article ID 2450002, 20 p. (2024; Zbl 1539.62310) Full Text: DOI
Liu, Yang; Chen, Zhenlong; Fu, Ke-Ang Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation. (English) Zbl 07859010 Commun. Stat., Theory Methods 53, No. 9, 3337-3349 (2024). MSC: 62P05 PDFBibTeX XMLCite \textit{Y. Liu} et al., Commun. Stat., Theory Methods 53, No. 9, 3337--3349 (2024; Zbl 07859010) Full Text: DOI
Liu, Yonghui; Lin, Yichen; Song, Xin; Liu, Conan; Liu, Shuangzhe Nonnegative group bridge and application in financial index tracking. (English) Zbl 07858984 Stat. Pap. 65, No. 2, 887-907 (2024). MSC: 62P05 62J07 62F12 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Pap. 65, No. 2, 887--907 (2024; Zbl 07858984) Full Text: DOI
Hodoshima, Jiro The Aumann-Serrano performance index of Dow 30 components and Dow Jones industrial average before and after the global financial crisis. (English) Zbl 07856813 Far East J. Theor. Stat. 68, No. 1, 53-79 (2024). MSC: 62P05 62P20 91B05 PDFBibTeX XMLCite \textit{J. Hodoshima}, Far East J. Theor. Stat. 68, No. 1, 53--79 (2024; Zbl 07856813) Full Text: DOI
Liu, Zai-ming; Geng, Bing-zhen; Wang, Shi-jie Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims. (English) Zbl 07852117 Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 98-113 (2024). MSC: 62P05 62E10 PDFBibTeX XMLCite \textit{Z.-m. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 98--113 (2024; Zbl 07852117) Full Text: DOI
Yang, Peng Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns. (English) Zbl 07850721 Commun. Stat., Theory Methods 53, No. 8, 3005-3039 (2024). MSC: 62P05 91B28 93E20 PDFBibTeX XMLCite \textit{P. Yang}, Commun. Stat., Theory Methods 53, No. 8, 3005--3039 (2024; Zbl 07850721) Full Text: DOI
Yang, Yueli; Geng, Bingzhen; Wang, Shijie On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims. (English) Zbl 07843816 Japan J. Ind. Appl. Math. 41, No. 2, 1189-1205 (2024). MSC: 62P05 60K10 62E10 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Japan J. Ind. Appl. Math. 41, No. 2, 1189--1205 (2024; Zbl 07843816) Full Text: DOI
Cont, Rama; Das, Purba Rough volatility: fact or artefact? (English) Zbl 07839706 Sankhyā, Ser. B 86, No. 1, 191-223 (2024). MSC: 62P05 62M07 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, Sankhyā, Ser. B 86, No. 1, 191--223 (2024; Zbl 07839706) Full Text: DOI arXiv OA License
Xu, Chenghao; Wang, Kaiyong; Wu, Xinyi The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes. (English) Zbl 07833924 Commun. Stat., Theory Methods 53, No. 6, 2194-2204 (2024). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{C. Xu} et al., Commun. Stat., Theory Methods 53, No. 6, 2194--2204 (2024; Zbl 07833924) Full Text: DOI
Geng, Bingzhen; Liu, Zaiming; Wang, Shijie On tail behavior of randomly weighted sums of dependent subexponential random variables. (English) Zbl 07833894 Commun. Stat., Theory Methods 53, No. 5, 1653-1668 (2024). MSC: 62P05 60E05 PDFBibTeX XMLCite \textit{B. Geng} et al., Commun. Stat., Theory Methods 53, No. 5, 1653--1668 (2024; Zbl 07833894) Full Text: DOI
Protter, Philip E.; Wu, Qianfan; Yang, Shihao Order book queue Hawkes Markovian modeling. (English) Zbl 07822811 SIAM J. Financ. Math. 15, No. 1, 1-25 (2024). MSC: 62P05 60G55 62J07 91G70 PDFBibTeX XMLCite \textit{P. E. Protter} et al., SIAM J. Financ. Math. 15, No. 1, 1--25 (2024; Zbl 07822811) Full Text: DOI arXiv
Liu, Qing; Liu, Weimin; Peng, Liang; Qin, Gengsheng Uncertainty comparison between value-at-risk and expected shortfall. (English) Zbl 07812208 Commun. Math. Res. 40, No. 1, 102-124 (2024). MSC: 62P05 62E20 PDFBibTeX XMLCite \textit{Q. Liu} et al., Commun. Math. Res. 40, No. 1, 102--124 (2024; Zbl 07812208) Full Text: DOI
Song, Yuping; Cai, Chunchun; Mao, Huijue; Zhu, Min Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models. (English) Zbl 1530.62033 Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024). MSC: 62P05 62F12 62G08 62M05 62M10 60J60 PDFBibTeX XMLCite \textit{Y. Song} et al., Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024; Zbl 1530.62033) Full Text: DOI
Vogl, Markus Chaos measure dynamics in a multifactor model for financial market predictions. (English) Zbl 1531.62051 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107760, 22 p. (2024). MSC: 62P05 37D45 62G10 62M20 91B84 91G15 PDFBibTeX XMLCite \textit{M. Vogl}, Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107760, 22 p. (2024; Zbl 1531.62051) Full Text: DOI
Yang, Yang; Chen, Shaoying; Yuen, Kam Chuen Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance. (English) Zbl 07791016 Sci. China, Math. 67, No. 1, 163-186 (2024). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Sci. China, Math. 67, No. 1, 163--186 (2024; Zbl 07791016) Full Text: DOI
Liu, Xijun; Gao, Qingwu Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments. (English) Zbl 07772216 Commun. Stat., Theory Methods 53, No. 2, 641-665 (2024). MSC: 62P05 62E20 60E05 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, Commun. Stat., Theory Methods 53, No. 2, 641--665 (2024; Zbl 07772216) Full Text: DOI
Wang, Yeshunying; Meng, Hui; Liao, Pu Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer. (Chinese. English summary) Zbl 07869311 Chin. J. Appl. Probab. Stat. 39, No. 6, 859-878 (2023). MSC: 62P05 PDFBibTeX XMLCite \textit{Y. Wang} et al., Chin. J. Appl. Probab. Stat. 39, No. 6, 859--878 (2023; Zbl 07869311) Full Text: DOI
Kanazawa, Reo; Kurosawa, Takeshi Parameter estimation and forecasts for an integrated Lee-Carter model. (English) Zbl 07855535 SUT J. Math. 59, No. 2, 91-116 (2023). MSC: 62P05 PDFBibTeX XMLCite \textit{R. Kanazawa} and \textit{T. Kurosawa}, SUT J. Math. 59, No. 2, 91--116 (2023; Zbl 07855535) Full Text: DOI
Zotov, G. A.; Lukianchenko, P. P. Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise. (English. Russian original) Zbl 07825759 Dokl. Math. 108, Suppl. 2, S293-S299 (2023); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 514, No. 2, 150-157 (2023). MSC: 62P05 62M10 65C30 68T07 91B70 PDFBibTeX XMLCite \textit{G. A. Zotov} and \textit{P. P. Lukianchenko}, Dokl. Math. 108, S293--S299 (2023; Zbl 07825759); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 514, No. 2, 150--157 (2023) Full Text: DOI
Zhang, Bo; Liu, Chaolin; Yu, Wenguang; Li, Jing Nonparametric estimation of ruin probability by a new method in the perturbed compound Poisson model. (Chinese. English summary) Zbl 07809946 Chin. J. Appl. Probab. Stat. 39, No. 5, 643-658 (2023). MSC: 62P05 PDFBibTeX XMLCite \textit{B. Zhang} et al., Chin. J. Appl. Probab. Stat. 39, No. 5, 643--658 (2023; Zbl 07809946) Full Text: DOI
Li, Jinzhu Asymptotic results on tail moment and tail central moment for dependent risks. (English) Zbl 07806760 Adv. Appl. Probab. 55, No. 4, 1116-1143 (2023). MSC: 62P05 62H20 60E05 PDFBibTeX XMLCite \textit{J. Li}, Adv. Appl. Probab. 55, No. 4, 1116--1143 (2023; Zbl 07806760) Full Text: DOI
Josaphat, Bony Parulian Forecasting dependent tail value-at-risk by ARMA-GJR-GARCH-copula method and its application in energy risk. (English) Zbl 1530.62032 J. Indones. Math. Soc. 29, No. 3, 382-407 (2023). MSC: 62P05 62H05 62M10 91G70 PDFBibTeX XMLCite \textit{B. P. Josaphat}, J. Indones. Math. Soc. 29, No. 3, 382--407 (2023; Zbl 1530.62032) Full Text: DOI
Bakkali, Youssra; El Merzguioui, Mhamed; Akharif, Abdelhadi; Azmani, Abdellah Forecasting stock return volatility using the realized GARCH model and an artificial neural network. (English) Zbl 1530.62031 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 16, No. 4, 45-60 (2023). MSC: 62P05 62M10 62M20 62M45 68T07 PDFBibTeX XMLCite \textit{Y. Bakkali} et al., Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 16, No. 4, 45--60 (2023; Zbl 1530.62031) Full Text: DOI MNR
Song, Malin; Sui, Zixu; Zhao, Xin A risk measurement study evaluating the impact of COVID-19 on China’s financial market using the QR-SGED-EGARCH model. (English) Zbl 1532.62057 Ann. Oper. Res. 330, No. 1-2, 787-806 (2023). MSC: 62P05 62M10 91G70 PDFBibTeX XMLCite \textit{M. Song} et al., Ann. Oper. Res. 330, No. 1--2, 787--806 (2023; Zbl 1532.62057) Full Text: DOI
Ftiti, Zied; Louhichi, Wael; Ben Ameur, Hachmi Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? (English) Zbl 1532.62056 Ann. Oper. Res. 330, No. 1-2, 665-690 (2023). MSC: 62P05 91G99 PDFBibTeX XMLCite \textit{Z. Ftiti} et al., Ann. Oper. Res. 330, No. 1--2, 665--690 (2023; Zbl 1532.62056) Full Text: DOI
Petridis, Konstantinos; Petridis, Nikolaos E.; Abdelaziz, Fouad Ben; Masri, Hatem Ranking econometric techniques using geometrical benefit of doubt. (English) Zbl 07801441 Ann. Oper. Res. 330, No. 1-2, 411-430 (2023). MSC: 62P05 90C08 PDFBibTeX XMLCite \textit{K. Petridis} et al., Ann. Oper. Res. 330, No. 1--2, 411--430 (2023; Zbl 07801441) Full Text: DOI
Yang, Menglan; Yang, Shuzhen ES under sublinear expectation and related experiment. (Chinese. English summary) Zbl 1538.62326 Chin. J. Appl. Probab. Stat. 39, No. 4, 623-632 (2023). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{M. Yang} and \textit{S. Yang}, Chin. J. Appl. Probab. Stat. 39, No. 4, 623--632 (2023; Zbl 1538.62326) Full Text: Link
Johansson, Kasper; Ogut, Mehmet G.; Pelger, Markus; Schmelzer, Thomas; Boyd, Stephen A simple method for predicting covariance matrices of financial returns. (English) Zbl 1535.62054 Found. Trends Econom. 12, No. 4, 324-407 (2023). MSC: 62P05 62M10 62H25 PDFBibTeX XMLCite \textit{K. Johansson} et al., Found. Trends Econom. 12, No. 4, 324--407 (2023; Zbl 1535.62054) Full Text: DOI arXiv
Wang, Cai-feng; Xie, Cong; Ma, Zi-yu; Zhao, Hui-min Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market. (English) Zbl 1538.62325 Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 791-807 (2023). MSC: 62P05 62M20 91G60 PDFBibTeX XMLCite \textit{C.-f. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 791--807 (2023; Zbl 1538.62325) Full Text: DOI
Liu, Xijun; Gao, Qingwu Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-Stationary arrivals. (English) Zbl 07753898 J. Math. Inequal. 17, No. 3, 849-865 (2023). MSC: 62P05 62E20 91B30 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, J. Math. Inequal. 17, No. 3, 849--865 (2023; Zbl 07753898) Full Text: DOI
Yuan, Meng; Lu, Dawei Asymptotics for a time-dependent by-claim model with dependent subexponential claims. (English) Zbl 1522.62096 Insur. Math. Econ. 112, 120-141 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{D. Lu}, Insur. Math. Econ. 112, 120--141 (2023; Zbl 1522.62096) Full Text: DOI
Liu, Zaiming; Geng, Bingzhen; Man, Xinyue; Liu, Xinyu Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims. (English) Zbl 1522.62095 Stochastics 95, No. 7, 1147-1169 (2023). MSC: 62P05 60K10 91B05 PDFBibTeX XMLCite \textit{Z. Liu} et al., Stochastics 95, No. 7, 1147--1169 (2023; Zbl 1522.62095) Full Text: DOI
Bodnar, Taras; Dette, Holger; Parolya, Nestor; Thorsén, Erik Corrigendum to: “Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions”. (English) Zbl 1527.62079 Random Matrices Theory Appl. 12, No. 3, Article ID 2392001, 6 p. (2023). MSC: 62P05 62H10 62H12 62E20 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Random Matrices Theory Appl. 12, No. 3, Article ID 2392001, 6 p. (2023; Zbl 1527.62079) Full Text: DOI
Wang, Shijie; Yang, Yueli; Liu, Yang; Yang, Lianqiang Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1517.62081 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 76, 13 p. (2023). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{S. Wang} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 76, 13 p. (2023; Zbl 1517.62081) Full Text: DOI
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian volatility learning under microstructure noise. (English) Zbl 1516.62084 Jpn. J. Stat. Data Sci. 6, No. 1, 551-571 (2023). MSC: 62P05 62G20 62M05 62-08 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Jpn. J. Stat. Data Sci. 6, No. 1, 551--571 (2023; Zbl 1516.62084) Full Text: DOI arXiv
Hongwiengjan, Warunya; Kumam, Poom; Thongtha, Dawud Option pricing with fuzzy-TGARCH volatility clustering. (English) Zbl 1524.62433 Int. J. Math. Comput. Sci. 18, No. 4, 781-803 (2023). MSC: 62P05 62M10 62M86 91G20 PDFBibTeX XMLCite \textit{W. Hongwiengjan} et al., Int. J. Math. Comput. Sci. 18, No. 4, 781--803 (2023; Zbl 1524.62433) Full Text: Link
Coşkun, Safa Bozkurt; Turanlı, Münevver Credit risk analysis using boosting methods. (English) Zbl 1524.62509 J. Appl. Math. Stat. Inform. 19, No. 1, 5-18 (2023). MSC: 62P05 91G40 PDFBibTeX XMLCite \textit{S. B. Coşkun} and \textit{M. Turanlı}, J. Appl. Math. Stat. Inform. 19, No. 1, 5--18 (2023; Zbl 1524.62509) Full Text: DOI
Chen, Yiqing; Liu, Jiajun; Yang, Yang Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks. (English) Zbl 1514.62204 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023). MSC: 62P05 62E20 91G05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023; Zbl 1514.62204) Full Text: DOI
Gajda, Janusz; Grzesiek, Aleksandra; Wyłomańska, Agnieszka Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination. (English) Zbl 1515.62097 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 9, 17 p. (2023). MSC: 62P05 91G20 60G51 PDFBibTeX XMLCite \textit{J. Gajda} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 9, 17 p. (2023; Zbl 1515.62097) Full Text: DOI
Majumder, Reetam; Neerchal, Nagaraj K.; Ji, Qing Optimal stock portfolio selection with a multivariate hidden Markov model. (English) Zbl 07705113 Sankhyā, Ser. B 85, No. 1, Suppl., S177-S198 (2023). MSC: 62P05 62H22 62M05 PDFBibTeX XMLCite \textit{R. Majumder} et al., Sankhyā, Ser. B 85, No. 1, S177--S198 (2023; Zbl 07705113) Full Text: DOI arXiv
Chen, Yong; Li, Ying; Pei, Xingzhi Parameter estimation for Vasicek model driven by a general Gaussian noise. (English) Zbl 1533.62070 Commun. Stat., Theory Methods 52, No. 9, 3132-3148 (2023). MSC: 62P05 62F12 60G22 PDFBibTeX XMLCite \textit{Y. Chen} et al., Commun. Stat., Theory Methods 52, No. 9, 3132--3148 (2023; Zbl 1533.62070) Full Text: DOI arXiv
Sun, Huimin; Geng, Bingzhen; Wang, Shijie Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims. (English) Zbl 07702494 Commun. Stat., Theory Methods 52, No. 7, 2057-2071 (2023). MSC: 62P05 62E20 PDFBibTeX XMLCite \textit{H. Sun} et al., Commun. Stat., Theory Methods 52, No. 7, 2057--2071 (2023; Zbl 07702494) Full Text: DOI
Papayiannis, Georgios I. A framework for treating model uncertainty in the asset liability management problem. (English) Zbl 1524.62515 J. Ind. Manag. Optim. 19, No. 11, 7811-7825 (2023). MSC: 62P05 91G05 PDFBibTeX XMLCite \textit{G. I. Papayiannis}, J. Ind. Manag. Optim. 19, No. 11, 7811--7825 (2023; Zbl 1524.62515) Full Text: DOI arXiv
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang A simple Bayesian state-space approach to the collective risk models. (English) Zbl 1524.62520 Scand. Actuar. J. 2023, No. 5, 509-529 (2023). Reviewer: James P. Howard II (Columbia) MSC: 62P05 62F15 91B05 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Scand. Actuar. J. 2023, No. 5, 509--529 (2023; Zbl 1524.62520) Full Text: DOI arXiv
Chen, Zhiping; Yang, Peng; Gan, Yujie Optimal reinsurance and investment with a common shock and a random exit time. (English) Zbl 07689352 RAIRO, Oper. Res. 57, No. 2, 881-903 (2023). MSC: 62P05 91B28 93E20 PDFBibTeX XMLCite \textit{Z. Chen} et al., RAIRO, Oper. Res. 57, No. 2, 881--903 (2023; Zbl 07689352) Full Text: DOI OA License
Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 1524.62519 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 1524.62519) Full Text: DOI
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 1524.62512 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 60K10 62E20 91B05 PDFBibTeX XMLCite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 1524.62512) Full Text: DOI
Lee, Tae-Hwy; Wang, He; Xi, Zhou; Zhang, Ru Density forecast of financial returns using decomposition and maximum entropy. (English) Zbl 1507.62326 J. Econom. Methods 12, No. 1, 57-83 (2023). MSC: 62P05 62B10 PDFBibTeX XMLCite \textit{T.-H. Lee} et al., J. Econom. Methods 12, No. 1, 57--83 (2023; Zbl 1507.62326) Full Text: DOI
Kawakatsu, Hiroyuki Simple factor realized stochastic volatility models. (English) Zbl 07665512 J. Time Ser. Econom. 15, No. 1, 79-110 (2023). MSC: 62P05 62M10 62M20 PDFBibTeX XMLCite \textit{H. Kawakatsu}, J. Time Ser. Econom. 15, No. 1, 79--110 (2023; Zbl 07665512) Full Text: DOI
Wang, Shikun; Ning, Jing; Xu, Ying; Shih, Ya-Chen Tina; Shen, Yu; Li, Liang An extension of estimating equations to model longitudinal medical cost trajectory with medicare claims data linked to SEER cancer registry. (English) Zbl 1535.62055 Ann. Appl. Stat. 17, No. 1, 881-899 (2023). MSC: 62P05 62N02 62P10 PDFBibTeX XMLCite \textit{S. Wang} et al., Ann. Appl. Stat. 17, No. 1, 881--899 (2023; Zbl 1535.62055) Full Text: DOI
Ji, Xinru; Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations. (English) Zbl 1513.62217 J. Ind. Manag. Optim. 19, No. 3, 2140-2155 (2023). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 1513.62217) Full Text: DOI
Vogler, Jan; Golosnoy, Vasyl Unrestricted maximum likelihood estimation of multivariate realized volatility models. (English) Zbl 07594686 Eur. J. Oper. Res. 304, No. 3, 1063-1074 (2023). MSC: 62P05 62M10 91G10 PDFBibTeX XMLCite \textit{J. Vogler} and \textit{V. Golosnoy}, Eur. J. Oper. Res. 304, No. 3, 1063--1074 (2023; Zbl 07594686) Full Text: DOI
Deprez, Laurens; Antonio, Katrien; Boute, Robert Empirical risk assessment of maintenance costs under full-service contracts. (English) Zbl 1524.62510 Eur. J. Oper. Res. 304, No. 2, 476-493 (2023). MSC: 62P05 90B25 91B05 PDFBibTeX XMLCite \textit{L. Deprez} et al., Eur. J. Oper. Res. 304, No. 2, 476--493 (2023; Zbl 1524.62510) Full Text: DOI
Roshani, Amin; Izadi, Muhyiddin; Khaledi, Baha-Eldin Transformer self-attention network for forecasting mortality rates. (English) Zbl 07840424 J. Iran. Stat. Soc. JIRSS 21, No. 1, 81-103 (2022). MSC: 62P05 62-08 PDFBibTeX XMLCite \textit{A. Roshani} et al., J. Iran. Stat. Soc. JIRSS 21, No. 1, 81--103 (2022; Zbl 07840424) Full Text: DOI
Zhu, Jian Zhang; Liu, Zhang; Wang, Xin Yan; Hu, Yi Jun Optimal reinsurance with probabilistic constraints under distortion risk measure. (Chinese. English summary) Zbl 07822719 Acta Math. Sin., Chin. Ser. 65, No. 6, 1123-1136 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{J. Z. Zhu} et al., Acta Math. Sin., Chin. Ser. 65, No. 6, 1123--1136 (2022; Zbl 07822719) Full Text: DOI
Buonaguidi, Bruno; Mira, Antonietta; Bucheli, Herbert; Vitanis, Viton Bayesian quickest detection of credit card fraud. (English) Zbl 1531.62048 Bayesian Anal. 17, No. 1, 261-290 (2022). MSC: 62P05 62F15 62H30 60G40 62L15 PDFBibTeX XMLCite \textit{B. Buonaguidi} et al., Bayesian Anal. 17, No. 1, 261--290 (2022; Zbl 1531.62048) Full Text: DOI Link
Côté, Marie-Pier; Genest, Christian; Stephens, David A. A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims. (English) Zbl 1531.62050 Bayesian Anal. 17, No. 1, 67-93 (2022). MSC: 62P05 62F15 62H05 PDFBibTeX XMLCite \textit{M.-P. Côté} et al., Bayesian Anal. 17, No. 1, 67--93 (2022; Zbl 1531.62050) Full Text: DOI Link
Yu, Xisheng On the convergence of two types of estimators of quadratic variation. (English) Zbl 1528.62055 Math. Methods Appl. Sci. 45, No. 18, 12206-12221 (2022). MSC: 62P05 91G70 60G05 PDFBibTeX XMLCite \textit{X. Yu}, Math. Methods Appl. Sci. 45, No. 18, 12206--12221 (2022; Zbl 1528.62055) Full Text: DOI
Redhouane, Frihi; Abdelaziz, Rassoul; Ouldrouis, Hamid POT-based estimator of the ruin probability in infinite time for loss models: an application to insurance risk. (English) Zbl 1527.62080 Chil. J. Stat. 13, No. 2, 201-220 (2022). MSC: 62P05 62G32 62E20 62F12 91G05 PDFBibTeX XMLCite \textit{F. Redhouane} et al., Chil. J. Stat. 13, No. 2, 201--220 (2022; Zbl 1527.62080) Full Text: DOI
Bodnar, Taras; Dette, Holger; Parolya, Nestor; Thorsén, Erik Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions. (English) Zbl 1523.62079 Random Matrices Theory Appl. 11, No. 1, Article ID 2250008, 47 p. (2022); corrigendum ibid. 12, No. 3, Article ID 2392001, 6 p. (2023). MSC: 62P05 62H10 62H12 62E20 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Random Matrices Theory Appl. 11, No. 1, Article ID 2250008, 47 p. (2022; Zbl 1523.62079) Full Text: DOI arXiv
Kolnogorov, A. V. Poissonian two-armed bandit: a new approach. (English. Russian original) Zbl 1528.62054 Probl. Inf. Transm. 58, No. 2, 160-183 (2022); translation from Probl. Peredachi Inf. 58, No. 2, 66-91 (2022). MSC: 62P05 91A60 60G55 PDFBibTeX XMLCite \textit{A. V. Kolnogorov}, Probl. Inf. Transm. 58, No. 2, 160--183 (2022; Zbl 1528.62054); translation from Probl. Peredachi Inf. 58, No. 2, 66--91 (2022) Full Text: DOI
Kavungal, Shiji; Thekkedath, Rahul On normal-Laplace stochastic volatility model. (English) Zbl 1507.62321 Stoch. Qual. Control 37, No. 2, 127-136 (2022). MSC: 62P05 62M10 91B70 PDFBibTeX XMLCite \textit{S. Kavungal} and \textit{R. Thekkedath}, Stoch. Qual. Control 37, No. 2, 127--136 (2022; Zbl 1507.62321) Full Text: DOI
Kock, Anders Bredahl; Preinerstorfer, David; Veliyev, Bezirgen Functional sequential treatment allocation. (English) Zbl 1506.62409 J. Am. Stat. Assoc. 117, No. 539, 1311-1323 (2022). MSC: 62P05 62K99 PDFBibTeX XMLCite \textit{A. B. Kock} et al., J. Am. Stat. Assoc. 117, No. 539, 1311--1323 (2022; Zbl 1506.62409) Full Text: DOI arXiv Link
Shi, Peng; Lee, Gee Y. Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing. (English) Zbl 1506.62417 J. Am. Stat. Assoc. 117, No. 539, 1094-1109 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{P. Shi} and \textit{G. Y. Lee}, J. Am. Stat. Assoc. 117, No. 539, 1094--1109 (2022; Zbl 1506.62417) Full Text: DOI
Wang, Zhigao; Wu, Xianyi; Qiu, Chunjuan Stochastic loss reserving using individual information model with over-dispersed Poisson. (English) Zbl 1539.62312 Stat. Theory Relat. Fields 6, No. 2, 114-128 (2022). MSC: 62P05 91G05 PDFBibTeX XMLCite \textit{Z. Wang} et al., Stat. Theory Relat. Fields 6, No. 2, 114--128 (2022; Zbl 1539.62312) Full Text: DOI OA License
Lu, Dawei; Yuan, Meng Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims. (English) Zbl 1505.62512 Methodol. Comput. Appl. Probab. 24, No. 4, 2265-2286 (2022). MSC: 62P05 91G05 62E10 PDFBibTeX XMLCite \textit{D. Lu} and \textit{M. Yuan}, Methodol. Comput. Appl. Probab. 24, No. 4, 2265--2286 (2022; Zbl 1505.62512) Full Text: DOI
Onchere, Walter Omonywa; Weke, Patrick Guge; Ottieno, Joseph Makoteku; Ogutu, Carolyne Adhiambo Compound joint-life annuity frailty modeling. (English. French summary) Zbl 1504.62160 Afr. Stat. 17, No. 2, 3199-3216 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{W. O. Onchere} et al., Afr. Stat. 17, No. 2, 3199--3216 (2022; Zbl 1504.62160) Full Text: DOI Link
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Mortality modeling and regression with matrix distributions. (English) Zbl 1515.62096 Insur. Math. Econ. 107, 68-87 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62P05 62N02 60J28 91D20 91G05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 107, 68--87 (2022; Zbl 1515.62096) Full Text: DOI arXiv OA License
Roldán-Casas, José A.; García-Moreno García, Ma B. A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation. (English) Zbl 1502.62095 Stat. Methods Appl. 31, No. 5, 1289-1327 (2022). MSC: 62P05 60G50 62G10 62L10 91G15 PDFBibTeX XMLCite \textit{J. A. Roldán-Casas} and \textit{M. B. García-Moreno García}, Stat. Methods Appl. 31, No. 5, 1289--1327 (2022; Zbl 1502.62095) Full Text: DOI OA License
Chronopoulos, Ilias; Giraitis, Liudas; Kapetanios, George Choosing between persistent and stationary volatility. (English) Zbl 1539.62309 Ann. Stat. 50, No. 6, 3466-3483 (2022). MSC: 62P05 62G05 62G08 62M09 62M10 PDFBibTeX XMLCite \textit{I. Chronopoulos} et al., Ann. Stat. 50, No. 6, 3466--3483 (2022; Zbl 1539.62309) Full Text: DOI Link
Alfelt, Gustav; Mazur, Stepan On the mean and variance of the estimated tangency portfolio weights for small samples. (English) Zbl 1499.62373 Mod. Stoch., Theory Appl. 9, No. 4, 453-482 (2022). MSC: 62P05 62H10 62H12 15A09 91G10 PDFBibTeX XMLCite \textit{G. Alfelt} and \textit{S. Mazur}, Mod. Stoch., Theory Appl. 9, No. 4, 453--482 (2022; Zbl 1499.62373) Full Text: DOI
Zhang, Nan Measuring global flow of funds: who-to-whom matrix and financial network. (English) Zbl 1499.62398 Jpn. J. Stat. Data Sci. 5, No. 2, 899-942 (2022). MSC: 62P05 91G45 PDFBibTeX XMLCite \textit{N. Zhang}, Jpn. J. Stat. Data Sci. 5, No. 2, 899--942 (2022; Zbl 1499.62398) Full Text: DOI
Kunitomo, Naoto; Sato, Seisho Local SIML estimation of some Brownian and jump functionals under market micro-structure noise. (English) Zbl 1499.62381 Jpn. J. Stat. Data Sci. 5, No. 2, 831-870 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{N. Kunitomo} and \textit{S. Sato}, Jpn. J. Stat. Data Sci. 5, No. 2, 831--870 (2022; Zbl 1499.62381) Full Text: DOI OA License
Hodoshima, Jiro Utility indifference pricing and mean-variance approach when the degree of risk aversion is small. (English) Zbl 1538.62324 Far East J. Theor. Stat. 66, 135-146 (2022). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{J. Hodoshima}, Far East J. Theor. Stat. 66, 135--146 (2022; Zbl 1538.62324) Full Text: Link
Kalovwe, Sebastian Kaweto; Mwaniki, Joseph Ivivi; Simwa, Richard Onyino On stock market asymmetric volatility and trading volume. (English) Zbl 1513.62218 Far East J. Theor. Stat. 66, 89-104 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{S. K. Kalovwe} et al., Far East J. Theor. Stat. 66, 89--104 (2022; Zbl 1513.62218) Full Text: DOI OA License
Abdushukurov, Abdurahim A.; Nurmukhamedova, Nargiza S. Local asymptotic normality of statistical experiments in an inhomogeneous competing risks model. (English) Zbl 1537.62046 J. Sib. Fed. Univ., Math. Phys. 15, No. 5, 645-650 (2022). MSC: 62P05 62N01 91B05 PDFBibTeX XMLCite \textit{A. A. Abdushukurov} and \textit{N. S. Nurmukhamedova}, J. Sib. Fed. Univ., Math. Phys. 15, No. 5, 645--650 (2022; Zbl 1537.62046) Full Text: MNR
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI
Chan, Joshua C. C.; Yu, Xuewen Fast and accurate variational inference for large Bayesian VARs with stochastic volatility. (English) Zbl 1514.62203 J. Econ. Dyn. Control 143, Article ID 104505, 19 p. (2022). MSC: 62P05 62F15 62M10 PDFBibTeX XMLCite \textit{J. C. C. Chan} and \textit{X. Yu}, J. Econ. Dyn. Control 143, Article ID 104505, 19 p. (2022; Zbl 1514.62203) Full Text: DOI arXiv
Liu, Cuicui; Wang, Xiangrong; Cui, Junfu; Ma, Huizi Risk measurement and strategy for consumer finance companies. (English) Zbl 1497.62273 J. Nonlinear Convex Anal. 23, No. 10, 2267-2278 (2022). MSC: 62P05 62H25 91G70 PDFBibTeX XMLCite \textit{C. Liu} et al., J. Nonlinear Convex Anal. 23, No. 10, 2267--2278 (2022; Zbl 1497.62273) Full Text: Link
Terzi, Erol; Yildirim, Emre; Saribacak, Bünyamin; Cengiz, Mehmet Ali Risk estimation in exchange rate markets based on stochastic copula approach. (English) Zbl 1499.62392 Discrete Dyn. Nat. Soc. 2022, Article ID 8467691, 8 p. (2022). MSC: 62P05 62H05 91G70 PDFBibTeX XMLCite \textit{E. Terzi} et al., Discrete Dyn. Nat. Soc. 2022, Article ID 8467691, 8 p. (2022; Zbl 1499.62392) Full Text: DOI OA License
Guerrero-Lara, Ernesto A.; López-Flores, Jesús E.; Pantí-Trejo, Henry G. Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims. (Spanish. English summary) Zbl 1513.62216 Rev. Mat. Teor. Apl. 29, No. 2, 239-260 (2022). MSC: 62P05 62F12 91B05 62M05 PDFBibTeX XMLCite \textit{E. A. Guerrero-Lara} et al., Rev. Mat. Teor. Apl. 29, No. 2, 239--260 (2022; Zbl 1513.62216) Full Text: DOI OA License
Lamin, Aounallah; Yamnenko, Rostyslav Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims. (Ukrainian. English summary) Zbl 1513.62219 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20-27 (2022). MSC: 62P05 60G50 60G15 91B05 PDFBibTeX XMLCite \textit{A. Lamin} and \textit{R. Yamnenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20--27 (2022; Zbl 1513.62219) Full Text: DOI OA License
Yadav, Konark; Yadav, Milind; Saini, Sandeep Stock market predictions using FastRNN-based model. (English) Zbl 1496.62176 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 439-450 (2022). MSC: 62P05 62M10 62M20 68T07 PDFBibTeX XMLCite \textit{K. Yadav} et al., Adv. Intell. Syst. Comput. 1412, 439--450 (2022; Zbl 1496.62176) Full Text: DOI
Ren, Jiandong Tail moments of compound distributions. (English) Zbl 1524.62516 N. Am. Actuar. J. 26, No. 3, 336-350 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{J. Ren}, N. Am. Actuar. J. 26, No. 3, 336--350 (2022; Zbl 1524.62516) Full Text: DOI
Wang, Shijie; Qian, Huan; Sun, Huimin; Geng, Bingzhen Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims. (English) Zbl 07596362 Commun. Stat., Theory Methods 51, No. 22, 7871-7884 (2022). MSC: 62P05 60E05 PDFBibTeX XMLCite \textit{S. Wang} et al., Commun. Stat., Theory Methods 51, No. 22, 7871--7884 (2022; Zbl 07596362) Full Text: DOI
Semeraro, Patrizia Multivariate tempered stable additive subordination for financial models. (English) Zbl 07591729 Math. Financ. Econ. 16, No. 4, 685-712 (2022). MSC: 62P05 60G51 60E07 PDFBibTeX XMLCite \textit{P. Semeraro}, Math. Financ. Econ. 16, No. 4, 685--712 (2022; Zbl 07591729) Full Text: DOI arXiv OA License
Gurdogan, Hubeyb; Kercheval, Alec Multiple anchor point shrinkage for the sample covariance matrix. (English) Zbl 07591711 SIAM J. Financ. Math. 13, No. 3, 1112-1143 (2022). MSC: 62P05 62H12 62H25 62J07 91G10 PDFBibTeX XMLCite \textit{H. Gurdogan} and \textit{A. Kercheval}, SIAM J. Financ. Math. 13, No. 3, 1112--1143 (2022; Zbl 07591711) Full Text: DOI
Sun, Lei; Zhu, Yuyu Research on the risk spillover effects of stock market on commercial banks in China. (Chinese. English summary) Zbl 1513.62223 Chin. J. Appl. Probab. Stat. 38, No. 2, 285-302 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{L. Sun} and \textit{Y. Zhu}, Chin. J. Appl. Probab. Stat. 38, No. 2, 285--302 (2022; Zbl 1513.62223) Full Text: Link
Wang, Hao; Cheng, Xiaoqiang; Gong, Xiaojie Optimal dividend and capital injection problem with random delay. (Chinese. English summary) Zbl 1513.62224 Chin. J. Appl. Probab. Stat. 38, No. 2, 267-284 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{H. Wang} et al., Chin. J. Appl. Probab. Stat. 38, No. 2, 267--284 (2022; Zbl 1513.62224) Full Text: Link
Yi, Zhang The posterior ratemaking of premium in binary Bayesian collective risk model. (Chinese. English summary) Zbl 1513.62226 Chin. J. Appl. Probab. Stat. 38, No. 2, 237-252 (2022). MSC: 62P05 62G35 91B05 PDFBibTeX XMLCite \textit{Z. Yi}, Chin. J. Appl. Probab. Stat. 38, No. 2, 237--252 (2022; Zbl 1513.62226) Full Text: Link
Fukuda, Kosei Selecting from among 12 alternative distributions of financial data. (English) Zbl 1497.62272 Commun. Stat., Simulation Comput. 51, No. 7, 3943-3954 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{K. Fukuda}, Commun. Stat., Simulation Comput. 51, No. 7, 3943--3954 (2022; Zbl 1497.62272) Full Text: DOI
Meng, Hui; Wei, Pengyu; Zhang, Wanlu; Zhuang, Sheng Chao Optimal dynamic reinsurance under heterogeneous beliefs and CARA utility. (English) Zbl 07574021 SIAM J. Financ. Math. 13, No. 3, 903-943 (2022). MSC: 62P05 91G05 93E20 PDFBibTeX XMLCite \textit{H. Meng} et al., SIAM J. Financ. Math. 13, No. 3, 903--943 (2022; Zbl 07574021) Full Text: DOI
Chen, Mi; Nie, Changwei; Liu, Haiyan Randomized dividends in a discrete risk model with time-correlated claims. (Chinese. English summary) Zbl 1513.62213 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 631-640 (2022). MSC: 62P05 91B05 PDFBibTeX XMLCite \textit{M. Chen} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 631--640 (2022; Zbl 1513.62213) Full Text: Link
De Clerk, Luke; Savel’ev, Sergey AI algorithms for fitting GARCH parameters to empirical financial data. (English) Zbl 1528.62053 Physica A 603, Article ID 127869, 8 p. (2022). MSC: 62P05 62M10 68T07 PDFBibTeX XMLCite \textit{L. De Clerk} and \textit{S. Savel'ev}, Physica A 603, Article ID 127869, 8 p. (2022; Zbl 1528.62053) Full Text: DOI OA License