Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (English) Zbl 07814014 J. Econom. 239, No. 2, Article ID 105458, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Yu} et al., J. Econom. 239, No. 2, Article ID 105458, 22 p. (2024; Zbl 07814014) Full Text: DOI
Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (English) Zbl 1507.91174 Insur. Math. Econ. 108, 46-59 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Y. Robert}, Insur. Math. Econ. 108, 46--59 (2023; Zbl 1507.91174) Full Text: DOI
Halconruy, Hélène Malliavin calculus for marked binomial processes and applications. (English) Zbl 1511.60079 Electron. J. Probab. 27, Paper No. 164, 39 p. (2022). MSC: 60H07 60F05 60G55 60J74 91G20 PDFBibTeX XMLCite \textit{H. Halconruy}, Electron. J. Probab. 27, Paper No. 164, 39 p. (2022; Zbl 1511.60079) Full Text: DOI
Daly, Fraser Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings. (English) Zbl 1498.91355 Scand. Actuar. J. 2022, No. 6, 471-487 (2022). MSC: 91G05 60F05 60G50 PDFBibTeX XMLCite \textit{F. Daly}, Scand. Actuar. J. 2022, No. 6, 471--487 (2022; Zbl 1498.91355) Full Text: DOI arXiv
Denuit, Michel; Robert, Christian Y. Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses. (English) Zbl 1491.62154 Methodol. Comput. Appl. Probab. 24, No. 3, 1953-1985 (2022). MSC: 62P05 62H05 91G05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Y. Robert}, Methodol. Comput. Appl. Probab. 24, No. 3, 1953--1985 (2022; Zbl 1491.62154) Full Text: DOI
Hubalek, Friedrich; Schachermayer, Walter Convergence of optimal expected utility for a sequence of binomial models. (English) Zbl 1522.91325 Math. Finance 31, No. 4, 1315-1331 (2021). MSC: 91G99 91B16 PDFBibTeX XMLCite \textit{F. Hubalek} and \textit{W. Schachermayer}, Math. Finance 31, No. 4, 1315--1331 (2021; Zbl 1522.91325) Full Text: DOI arXiv OA License
Amiet, Ben; Collevecchio, Andrea; Scarsini, Marco; Zhong, Ziwen Pure Nash equilibria and best-response dynamics in random games. (English) Zbl 1483.91028 Math. Oper. Res. 46, No. 4, 1552-1572 (2021). MSC: 91A15 91A11 91A06 60K35 PDFBibTeX XMLCite \textit{B. Amiet} et al., Math. Oper. Res. 46, No. 4, 1552--1572 (2021; Zbl 1483.91028) Full Text: DOI arXiv
Denuit, Michel Reply to Edward Furman, Yisub Kye, and Jianxi Su on their discussion on the paper titled “Size-biased risk measures of compound sums”. (English) Zbl 1483.91186 N. Am. Actuar. J. 25, No. 4, 637-638 (2021). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Denuit}, N. Am. Actuar. J. 25, No. 4, 637--638 (2021; Zbl 1483.91186) Full Text: DOI
Furman, Edward; Kye, Yisub; Su, Jianxi Discussion on “Size-biased risk measures of compound sums”. (English) Zbl 1483.91193 N. Am. Actuar. J. 25, No. 4, 631-636 (2021). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 4, 631--636 (2021; Zbl 1483.91193) Full Text: DOI
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDFBibTeX XMLCite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv
Denuit, Michel Size-biased risk measures of compound sums. (English) Zbl 1461.91242 N. Am. Actuar. J. 24, No. 4, 512-532 (2020). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Denuit}, N. Am. Actuar. J. 24, No. 4, 512--532 (2020; Zbl 1461.91242) Full Text: DOI Link
Jones, Brant Weighted games of best choice. (English) Zbl 1431.91059 SIAM J. Discrete Math. 34, No. 1, 399-414 (2020). MSC: 91A35 60C05 91A60 91A46 05A05 60G40 PDFBibTeX XMLCite \textit{B. Jones}, SIAM J. Discrete Math. 34, No. 1, 399--414 (2020; Zbl 1431.91059) Full Text: DOI arXiv
Denuit, Michel Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. (English) Zbl 1427.91225 ASTIN Bull. 49, No. 3, 591-617 (2019). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{M. Denuit}, ASTIN Bull. 49, No. 3, 591--617 (2019; Zbl 1427.91225) Full Text: DOI Link
Sarantsev, Andrey Infinite systems of competing Brownian particles. (English. French summary) Zbl 1382.60123 Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 4, 2279-2315 (2017). MSC: 60K35 60J60 60J65 60H10 91B26 PDFBibTeX XMLCite \textit{A. Sarantsev}, Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 4, 2279--2315 (2017; Zbl 1382.60123) Full Text: DOI arXiv Euclid
Foxall, Eric; Lanchier, Nicolas Evolutionary games on the lattice: death and birth of the fittest. (English) Zbl 1361.60091 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 271-298 (2017). MSC: 60K35 91A22 PDFBibTeX XMLCite \textit{E. Foxall} and \textit{N. Lanchier}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 271--298 (2017; Zbl 1361.60091) Full Text: arXiv Link
Cox, J. Theodore; Durrett, Rick Evolutionary games on the torus with weak selection. (English) Zbl 1348.91029 Stochastic Processes Appl. 126, No. 8, 2388-2409 (2016). MSC: 91A22 60K35 91B12 PDFBibTeX XMLCite \textit{J. T. Cox} and \textit{R. Durrett}, Stochastic Processes Appl. 126, No. 8, 2388--2409 (2016; Zbl 1348.91029) Full Text: DOI arXiv
Karwa, Vishesh; Slavković, Aleksandra Inference using noisy degrees: differentially private \(\beta\)-model and synthetic graphs. (English) Zbl 1331.62114 Ann. Stat. 44, No. 1, 87-112 (2016). MSC: 62F12 91D30 62F30 PDFBibTeX XMLCite \textit{V. Karwa} and \textit{A. Slavković}, Ann. Stat. 44, No. 1, 87--112 (2016; Zbl 1331.62114) Full Text: DOI arXiv Euclid
Beveridge, Andrew; Dudek, Andrzej; Frieze, Alan; Müller, Tobias; Stojaković, Miloš Maker-breaker games on random geometric graphs. (English) Zbl 1320.05083 Random Struct. Algorithms 45, No. 4, 553-607 (2014). MSC: 05C57 05C80 91A43 PDFBibTeX XMLCite \textit{A. Beveridge} et al., Random Struct. Algorithms 45, No. 4, 553--607 (2014; Zbl 1320.05083) Full Text: DOI arXiv
Lanchier, Nicolas The Axelrod model for the dissemination of culture revisited. (English) Zbl 1245.60095 Ann. Appl. Probab. 22, No. 2, 860-880 (2012). Reviewer: Ivan Křivý (Ostrava) MSC: 60K35 91D10 PDFBibTeX XMLCite \textit{N. Lanchier}, Ann. Appl. Probab. 22, No. 2, 860--880 (2012; Zbl 1245.60095) Full Text: DOI arXiv Euclid
Daskalakis, Constantinos; Dimakis, Alexandros G.; Mossel, Elchanan Connectivity and equilibrium in random games. (English) Zbl 1229.91079 Ann. Appl. Probab. 21, No. 3, 987-1016 (2011). Reviewer: Vivek S. Borkar (Mumbai) MSC: 91A43 05C57 05C80 82B26 PDFBibTeX XMLCite \textit{C. Daskalakis} et al., Ann. Appl. Probab. 21, No. 3, 987--1016 (2011; Zbl 1229.91079) Full Text: DOI arXiv
Eaton, Julia; Godbole, Anant P.; Sinclair, Betsy Competition between discrete random variables, with applications to occupancy problems. (English) Zbl 1191.62016 J. Stat. Plann. Inference 140, No. 8, 2204-2212 (2010). MSC: 62E17 91A99 62E15 PDFBibTeX XMLCite \textit{J. Eaton} et al., J. Stat. Plann. Inference 140, No. 8, 2204--2212 (2010; Zbl 1191.62016) Full Text: DOI arXiv
Hart, Sergiu; Rinott, Yosef; Weiss, Benjamin Evolutionarily stable strategies of random games, and the vertices of random polygons. (English) Zbl 1132.91352 Ann. Appl. Probab. 18, No. 1, 259-287 (2008). MSC: 91A22 60D05 60F99 52A22 PDFBibTeX XMLCite \textit{S. Hart} et al., Ann. Appl. Probab. 18, No. 1, 259--287 (2008; Zbl 1132.91352) Full Text: DOI arXiv
Stanford, William Individually rational pure strategies in large games. (English) Zbl 1083.91011 Games Econ. Behav. 47, No. 1, 221-233 (2004). MSC: 91A10 91A26 91A20 PDFBibTeX XMLCite \textit{W. Stanford}, Games Econ. Behav. 47, No. 1, 221--233 (2004; Zbl 1083.91011) Full Text: DOI
Rinott, Yosef; Scarsini, Marco On the number of pure strategy Nash equilibria in random games. (English) Zbl 0972.91011 Games Econ. Behav. 33, No. 2, 274-293 (2000). Reviewer: Dan Butnariu (Haifa) MSC: 91A10 91A60 91A06 PDFBibTeX XMLCite \textit{Y. Rinott} and \textit{M. Scarsini}, Games Econ. Behav. 33, No. 2, 274--293 (2000; Zbl 0972.91011) Full Text: DOI Link
Aoki, Masanao Cluster size distributions of economic agents of many types in a market. (English) Zbl 0966.91056 J. Math. Anal. Appl. 249, No. 1, 32-52 (2000). Reviewer: Anna Gomolińska (Bialystok) MSC: 91C20 60J75 PDFBibTeX XMLCite \textit{M. Aoki}, J. Math. Anal. Appl. 249, No. 1, 32--52 (2000; Zbl 0966.91056) Full Text: DOI
Bock, Hans-Hermann; Day, William H. E.; McMorris, F. R. Consensus rules for committee elections. (English) Zbl 0936.91015 Math. Soc. Sci. 35, No. 3, 219-232 (1998). MSC: 91B14 PDFBibTeX XMLCite \textit{H.-H. Bock} et al., Math. Soc. Sci. 35, No. 3, 219--232 (1998; Zbl 0936.91015) Full Text: DOI
Stanford, William On the distribution of pure strategy equilibria in finite games with vector payoffs. (English) Zbl 0916.90285 Math. Soc. Sci. 33, No. 2, 115-127 (1997). MSC: 91A12 PDFBibTeX XMLCite \textit{W. Stanford}, Math. Soc. Sci. 33, No. 2, 115--127 (1997; Zbl 0916.90285) Full Text: DOI
Goovaerts, M. J.; Dhaene, J. The compound Poisson approximation for a portfolio of dependent risks. (English) Zbl 0853.62079 Insur. Math. Econ. 18, No. 1, 81-85 (1996). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{J. Dhaene}, Insur. Math. Econ. 18, No. 1, 81--85 (1996; Zbl 0853.62079) Full Text: DOI
Day, William H. E.; McMorris, F. R. Consensus sequences based on plurality rule. (English) Zbl 0768.92007 Bull. Math. Biol. 54, No. 6, 1057-1068 (1992). Reviewer: M.Nermuth (Wien) MSC: 92C40 92B05 91B14 PDFBibTeX XMLCite \textit{W. H. E. Day} and \textit{F. R. McMorris}, Bull. Math. Biol. 54, No. 6, 1057--1068 (1992; Zbl 0768.92007) Full Text: DOI