Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Extreme value estimation of the conditional risk premium in reinsurance. (English) Zbl 07324184 Insur. Math. Econ. 96, 68-80 (2021). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Insur. Math. Econ. 96, 68--80 (2021; Zbl 07324184) Full Text: DOI
Pawlas, Piotr; Szynal, Dominik On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance. (English) Zbl 07309419 Demonstr. Math. 53, 285-291 (2020). MSC: 62E10 62E15 62G30 60E05 PDF BibTeX XML Cite \textit{P. Pawlas} and \textit{D. Szynal}, Demonstr. Math. 53, 285--291 (2020; Zbl 07309419) Full Text: DOI
Puente-Ajovín, Miguel; Ramos, Arturo; Sanz-Gracia, Fernando; Arribas-Bel, Daniel How sensitive is city size distribution to the definition of city? The case of Spain. (English) Zbl 07308086 Econ. Lett. 197, Article ID 109643, 4 p. (2020). MSC: 91D10 PDF BibTeX XML Cite \textit{M. Puente-Ajovín} et al., Econ. Lett. 197, Article ID 109643, 4 p. (2020; Zbl 07308086) Full Text: DOI
Jeong, Himchan; Valdez, Emiliano A. Bayesian credibility premium with GB2 copulas. (English) Zbl 07294491 Depend. Model. 8, 157-171 (2020). MSC: 62H05 62E15 62F15 62P05 PDF BibTeX XML Cite \textit{H. Jeong} and \textit{E. A. Valdez}, Depend. Model. 8, 157--171 (2020; Zbl 07294491) Full Text: DOI
Fernholz, Ricardo T.; Fernholz, Robert Zipf’s law for Atlas models. (English) Zbl 07284543 J. Appl. Probab. 57, No. 4, 1276-1297 (2020). MSC: 60H30 91D20 91G70 PDF BibTeX XML Cite \textit{R. T. Fernholz} and \textit{R. Fernholz}, J. Appl. Probab. 57, No. 4, 1276--1297 (2020; Zbl 07284543) Full Text: DOI
Li, Lu; Wu, Qinyu; Mao, Tiantian Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. (English) Zbl 07284519 J. Appl. Probab. 57, No. 3, 832-852 (2020). MSC: 60E05 60E15 PDF BibTeX XML Cite \textit{L. Li} et al., J. Appl. Probab. 57, No. 3, 832--852 (2020; Zbl 07284519) Full Text: DOI
Athar, Haseeb; Abdel-Aty, Yahia Characterization of general class of distributions by truncated moment. (English) Zbl 1454.62059 Thail. Stat. 18, No. 2, 95-107 (2020). MSC: 62E10 62E15 60E05 PDF BibTeX XML Cite \textit{H. Athar} and \textit{Y. Abdel-Aty}, Thail. Stat. 18, No. 2, 95--107 (2020; Zbl 1454.62059) Full Text: Link
Dey, Ashim Kumar; Das, Kumer Pial Predicting federal funds rate using extreme value theory. (English) Zbl 1455.91161 Stoch. Qual. Control 35, No. 1, 1-15 (2020). MSC: 91B64 62P20 62G32 60G70 PDF BibTeX XML Cite \textit{A. K. Dey} and \textit{K. P. Das}, Stoch. Qual. Control 35, No. 1, 1--15 (2020; Zbl 1455.91161) Full Text: DOI
Diriba, Tadele Akeba; Debusho, Legesse Kassa Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches. (English) Zbl 07255818 Comput. Stat. 35, No. 3, 1449-1479 (2020). MSC: 65C60 PDF BibTeX XML Cite \textit{T. A. Diriba} and \textit{L. K. Debusho}, Comput. Stat. 35, No. 3, 1449--1479 (2020; Zbl 07255818) Full Text: DOI
Ghosh, Indranil A new discrete Pareto type (IV) model: theory, properties and applications. (English) Zbl 1453.60029 J. Stat. Distrib. Appl. 7, Paper No. 3, 17 p. (2020). MSC: 60E05 62F10 62N05 PDF BibTeX XML Cite \textit{I. Ghosh}, J. Stat. Distrib. Appl. 7, Paper No. 3, 17 p. (2020; Zbl 1453.60029) Full Text: DOI
Baker, Rose New order-statistics-based ranking models and faster computation of outcome probabilities. (English) Zbl 07254126 IMA J. Manag. Math. 31, No. 1, 33-48 (2020). MSC: 90 91 PDF BibTeX XML Cite \textit{R. Baker}, IMA J. Manag. Math. 31, No. 1, 33--48 (2020; Zbl 07254126) Full Text: DOI
Volovskiy, Grigoriy; Kamps, Udo Maximum product of spacings prediction of future record values. (English) Zbl 1450.62121 Metrika 83, No. 7, 853-868 (2020). MSC: 62M20 62G30 62E15 62P12 PDF BibTeX XML Cite \textit{G. Volovskiy} and \textit{U. Kamps}, Metrika 83, No. 7, 853--868 (2020; Zbl 1450.62121) Full Text: DOI
Akbari, Masoumeh Characterization and goodness-of-fit test of Pareto and some related distributions based on near-order statistics. (English) Zbl 1445.62100 J. Probab. Stat. 2020, Article ID 4262574, 9 p. (2020). MSC: 62G30 62G10 62E10 PDF BibTeX XML Cite \textit{M. Akbari}, J. Probab. Stat. 2020, Article ID 4262574, 9 p. (2020; Zbl 1445.62100) Full Text: DOI
Huang, Fei; Maller, Ross; Ning, Xu Modelling life tables with advanced ages: an extreme value theory approach. (English) Zbl 1446.91062 Insur. Math. Econ. 93, 95-115 (2020). MSC: 91G05 60G70 PDF BibTeX XML Cite \textit{F. Huang} et al., Insur. Math. Econ. 93, 95--115 (2020; Zbl 1446.91062) Full Text: DOI
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano Strong convergence of multivariate maxima. (English) Zbl 07199536 J. Appl. Probab. 57, No. 1, 314-331 (2020). MSC: 60G70 62H10 60F15 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Appl. Probab. 57, No. 1, 314--331 (2020; Zbl 07199536) Full Text: DOI
Halvarsson, Daniel Maximum likelihood estimation of asymmetric double type II Pareto distributions. (English) Zbl 1437.62081 J. Stat. Theory Pract. 14, No. 2, Paper No. 22, 34 p. (2020). MSC: 62E15 60E05 62F10 62B10 62P20 PDF BibTeX XML Cite \textit{D. Halvarsson}, J. Stat. Theory Pract. 14, No. 2, Paper No. 22, 34 p. (2020; Zbl 1437.62081) Full Text: DOI
Aslam, Muhammad; Ali, Sajid; Yousaf, Rahila; Shah, Ismail Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework. (English) Zbl 1453.62357 J. Franklin Inst. 357, No. 5, 2934-2957 (2020). MSC: 62E15 62N01 60E05 62P12 PDF BibTeX XML Cite \textit{M. Aslam} et al., J. Franklin Inst. 357, No. 5, 2934--2957 (2020; Zbl 1453.62357) Full Text: DOI
Liu, Yang; Gastwirth, Joseph L. On the capacity of the Gini index to represent income distributions. (English) Zbl 1436.62689 Metron 78, No. 1, 61-69 (2020). MSC: 62P20 62G30 62B10 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. L. Gastwirth}, Metron 78, No. 1, 61--69 (2020; Zbl 1436.62689) Full Text: DOI
Ma, Yaolan; Wei, Bo; Huang, Wei A nonparametric estimator for the conditional tail index of Pareto-type distributions. (English) Zbl 1436.62148 Metrika 83, No. 1, 17-44 (2020). MSC: 62G08 62G20 62G32 62E20 PDF BibTeX XML Cite \textit{Y. Ma} et al., Metrika 83, No. 1, 17--44 (2020; Zbl 1436.62148) Full Text: DOI
Koutsoumpelias, Alexandros Grosdos; Wageringel, Markus Moment ideals of local Dirac mixtures. (English) Zbl 1436.13059 SIAM J. Appl. Algebra Geom. 4, No. 1, 1-27 (2020). Reviewer: Sonia Pérez Díaz (Madrid) MSC: 13P25 62F10 14Q10 65T40 PDF BibTeX XML Cite \textit{A. G. Koutsoumpelias} and \textit{M. Wageringel}, SIAM J. Appl. Algebra Geom. 4, No. 1, 1--27 (2020; Zbl 1436.13059) Full Text: DOI
Guevara-Alarcón, William; Albrecher, Hansjörg; Chowdhury, Parvez On marine liability portfolio modeling. (English) Zbl 1431.91331 ASTIN Bull. 50, No. 1, 61-93 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Guevara-Alarcón} et al., ASTIN Bull. 50, No. 1, 61--93 (2020; Zbl 1431.91331) Full Text: DOI
Jebeli, Maleki; Deiri, E. Estimation methods for the probability density function and the cumulative distribution function of the Pareto-Rayleigh distribution. (English) Zbl 1444.62031 Statistics 54, No. 1, 135-151 (2020). MSC: 62E15 62G08 62P30 PDF BibTeX XML Cite \textit{M. Jebeli} and \textit{E. Deiri}, Statistics 54, No. 1, 135--151 (2020; Zbl 1444.62031) Full Text: DOI
Zhang, Yue; Gui, Wenhao A goodness of fit test for the Pareto distribution with progressively type II censored data based on the cumulative hazard function. (English) Zbl 1436.62070 J. Comput. Appl. Math. 368, Article ID 112557, 13 p. (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62E17 65C05 62N01 62G10 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{W. Gui}, J. Comput. Appl. Math. 368, Article ID 112557, 13 p. (2020; Zbl 1436.62070) Full Text: DOI
Li, Ruiwen; Yang, Shijun Explicit expressions for a class of asymptotic statistics. (Chinese. English summary) Zbl 1449.62036 Appl. Math., Ser. A (Chin. Ed.) 34, No. 3, 295-300 (2019). MSC: 62E20 62G20 PDF BibTeX XML Cite \textit{R. Li} and \textit{S. Yang}, Appl. Math., Ser. A (Chin. Ed.) 34, No. 3, 295--300 (2019; Zbl 1449.62036) Full Text: DOI
Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. Probability of ruin in discrete insurance risk model with dependent Pareto claims. (English) Zbl 1439.62214 Depend. Model. 7, 215-233 (2019). MSC: 62P05 91B05 62E15 62G32 PDF BibTeX XML Cite \textit{C. D. Constantinescu} et al., Depend. Model. 7, 215--233 (2019; Zbl 1439.62214) Full Text: DOI
Seo, Jung-In; Song, Joon Jin A Bayesian nonparametric model for upper record data. (English) Zbl 07186622 Appl. Math. Modelling 71, 363-374 (2019). MSC: 62 86 PDF BibTeX XML Cite \textit{J.-I. Seo} and \textit{J. J. Song}, Appl. Math. Modelling 71, 363--374 (2019; Zbl 07186622) Full Text: DOI
Ling, Jie; Fang, Longxiang Comparisons between largest and smallest order statistics from Pareto distributions. (English) Zbl 07176004 J. Math. Inequal. 13, No. 4, 1039-1055 (2019). MSC: 60E15 62G30 62D05 62N05 PDF BibTeX XML Cite \textit{J. Ling} and \textit{L. Fang}, J. Math. Inequal. 13, No. 4, 1039--1055 (2019; Zbl 07176004) Full Text: DOI
Zhao, Xu; Cheng, Wei-Hu; Zhang, Yang; Wei, Shao-Jie; Yang, Zhen-Hai Confidence intervals of the generalized Pareto distribution parameters based on upper record values. (English) Zbl 1436.62068 Acta Math. Appl. Sin., Engl. Ser. 35, No. 4, 909-918 (2019). Reviewer: Kévin Allan Sales Rodrigues (São Paulo) MSC: 62E15 62F12 62F25 62P12 62G30 PDF BibTeX XML Cite \textit{X. Zhao} et al., Acta Math. Appl. Sin., Engl. Ser. 35, No. 4, 909--918 (2019; Zbl 1436.62068) Full Text: DOI
Youngman, Benjamin D. Generalized additive models for exceedances of high thresholds with an application to return level estimation for U.S. wind gusts. (English) Zbl 1428.62202 J. Am. Stat. Assoc. 114, No. 528, 1865-1879 (2019). MSC: 62G32 62P35 PDF BibTeX XML Cite \textit{B. D. Youngman}, J. Am. Stat. Assoc. 114, No. 528, 1865--1879 (2019; Zbl 1428.62202) Full Text: DOI
Pandey, Arvind; Lalpawimawha; Misra, Praveen Kumar; Lalawmpuii, R. Analysis of bivariate survival data using shared additive hazard gamma frailty models. (English) Zbl 1449.62063 Jordan J. Math. Stat. 12, No. 3, 329-350 (2019). MSC: 62F15 62P10 62J05 62N05 62H10 62E15 65C05 PDF BibTeX XML Cite \textit{A. Pandey} et al., Jordan J. Math. Stat. 12, No. 3, 329--350 (2019; Zbl 1449.62063) Full Text: Link
Albrecher, Hansjörg; Bladt, Mogens Inhomogeneous phase-type distributions and heavy tails. (English) Zbl 1428.62103 J. Appl. Probab. 56, No. 4, 1044-1064 (2019). MSC: 62F10 60J27 62P05 62M05 60E05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{M. Bladt}, J. Appl. Probab. 56, No. 4, 1044--1064 (2019; Zbl 1428.62103) Full Text: DOI arXiv
Beirlant, Jan; Maribe, Gaonyalelwe; Verster, Andréhette Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails. (English) Zbl 1428.62195 REVSTAT 17, No. 1, 91-108 (2019). MSC: 62G32 62F10 62F15 62J07 PDF BibTeX XML Cite \textit{J. Beirlant} et al., REVSTAT 17, No. 1, 91--108 (2019; Zbl 1428.62195) Full Text: Link
Miao, Yu; Ma, Huanhuan; Xu, Shoufang; Adler, Andre Complete convergence for arrays of ratios of order statistics. (English) Zbl 1425.60030 Open Math. 17, 439-451 (2019). MSC: 60F15 62G30 60F05 PDF BibTeX XML Cite \textit{Y. Miao} et al., Open Math. 17, 439--451 (2019; Zbl 1425.60030) Full Text: DOI
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian Generalized Pareto copulas: a key to multivariate extremes. (English) Zbl 1428.62200 J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019). MSC: 62G32 60G70 62H05 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019; Zbl 1428.62200) Full Text: DOI
Xu, Haiyun; Li, Xiaoqin; Yang, Wenzhi; Xu, Fangning Laws of large numbers with infinite mean. (English) Zbl 1439.60036 J. Math. Inequal. 13, No. 2, Article No. 13-24, 335-349 (2019). MSC: 60F15 PDF BibTeX XML Cite \textit{H. Xu} et al., J. Math. Inequal. 13, No. 2, Article No. 13--24, 335--349 (2019; Zbl 1439.60036) Full Text: DOI
Zare, Marjan; Asgharzadeh, Akbar A constrained optimization problem for determining the smallest Pareto confidence region under progressive Type-II censoring. (Persian. English summary) Zbl 1438.62189 JAMM, J. Adv. Math. Model. 9, No. 1, 44-57 (2019). MSC: 62N01 62F30 62F25 62E15 60E05 PDF BibTeX XML Cite \textit{M. Zare} and \textit{A. Asgharzadeh}, JAMM, J. Adv. Math. Model. 9, No. 1, 44--57 (2019; Zbl 1438.62189) Full Text: DOI
Imoto, Tomoaki; Shimizu, Kunio; Abe, Toshihiro A cylindrical distribution with heavy-tailed linear part. (English) Zbl 1430.62107 Jpn. J. Stat. Data Sci. 2, No. 1, 129-154 (2019). MSC: 62H11 60E05 62P12 62G32 PDF BibTeX XML Cite \textit{T. Imoto} et al., Jpn. J. Stat. Data Sci. 2, No. 1, 129--154 (2019; Zbl 1430.62107) Full Text: DOI
Bricker, Jesse; Hansen, Peter; Volz, Alice Henriques Wealth concentration in the U.S. after augmenting the upper tail of the survey of consumer finances. (English) Zbl 1422.91582 Econ. Lett. 184, Article ID 108659, 4 p. (2019). MSC: 91B82 PDF BibTeX XML Cite \textit{J. Bricker} et al., Econ. Lett. 184, Article ID 108659, 4 p. (2019; Zbl 1422.91582) Full Text: DOI
Long, Bing; Zhang, Zhongzhan Statistical analysis for constant-stress partially accelerated life tests. (Chinese. English summary) Zbl 1438.62196 Math. Appl. 32, No. 2, 302-310 (2019). MSC: 62N05 62F10 62F25 62N01 PDF BibTeX XML Cite \textit{B. Long} and \textit{Z. Zhang}, Math. Appl. 32, No. 2, 302--310 (2019; Zbl 1438.62196)
Esmailian, M.; Doostparast, M. Estimates based on sequential order statistics with the two-parameter Pareto distribution. (English) Zbl 1429.62357 Bull. Malays. Math. Sci. Soc. (2) 42, No. 5, 2897-2914 (2019). MSC: 62L12 62G30 62F15 62N05 PDF BibTeX XML Cite \textit{M. Esmailian} and \textit{M. Doostparast}, Bull. Malays. Math. Sci. Soc. (2) 42, No. 5, 2897--2914 (2019; Zbl 1429.62357) Full Text: DOI
Jones, M. C. On a characteristic property of distributions related to the Laplace. (English) Zbl 1438.62015 S. Afr. Stat. J. 53, No. 1, 31-34 (2019). MSC: 62E10 62E15 60E05 PDF BibTeX XML Cite \textit{M. C. Jones}, S. Afr. Stat. J. 53, No. 1, 31--34 (2019; Zbl 1438.62015) Full Text: Link
Laudagé, Christian; Desmettre, Sascha; Wenzel, Jörg Severity modeling of extreme insurance claims for tariffication. (English) Zbl 1425.91228 Insur. Math. Econ. 88, 77-92 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Laudagé} et al., Insur. Math. Econ. 88, 77--92 (2019; Zbl 1425.91228) Full Text: DOI
Kössler, Wolfgang; Ott, Janine Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution. (English) Zbl 1427.62040 AStA, Adv. Stat. Anal. 103, No. 3, 437-452 (2019). MSC: 62G32 62G30 62P30 PDF BibTeX XML Cite \textit{W. Kössler} and \textit{J. Ott}, AStA, Adv. Stat. Anal. 103, No. 3, 437--452 (2019; Zbl 1427.62040) Full Text: DOI
Dey, Arabin Kumar; Paul, Biplab Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale. (English) Zbl 07098650 J. Stat. Theory Pract. 13, No. 1, Paper No. 10, 21 p. (2019). MSC: 60E 62H 62E PDF BibTeX XML Cite \textit{A. K. Dey} and \textit{B. Paul}, J. Stat. Theory Pract. 13, No. 1, Paper No. 10, 21 p. (2019; Zbl 07098650) Full Text: DOI
Shafay, A. R.; Balakrishnan, N. Estimation and prediction for an exponential form distribution based on combined type-II censored samples. (English) Zbl 1418.62213 Bull. Malays. Math. Sci. Soc. (2) 42, No. 4, 1535-1553 (2019). MSC: 62G30 62F15 62F10 PDF BibTeX XML Cite \textit{A. R. Shafay} and \textit{N. Balakrishnan}, Bull. Malays. Math. Sci. Soc. (2) 42, No. 4, 1535--1553 (2019; Zbl 1418.62213) Full Text: DOI
Marjit, Sugata; Mukherji, Anjan; Sarkar, Sandip Pareto efficiency, inequality and distribution neutral fiscal policy – an overview. (English) Zbl 1422.91536 Abergel, Frédéric (ed.) et al., New perspectives and challenges in econophysics and sociophysics. Cham: Springer. New Econ. Windows, 191-202 (2019). MSC: 91B64 91B15 PDF BibTeX XML Cite \textit{S. Marjit} et al., in: New perspectives and challenges in econophysics and sociophysics. Cham: Springer. 191--202 (2019; Zbl 1422.91536) Full Text: DOI
Zhao, Xu; Geng, Xueyan; Cheng, Weihu; Zhang, Pengyue Statistical inference of the generalized Pareto distribution based on upper record values. (English) Zbl 07083292 Stat. Interface 12, No. 4, 501-510 (2019). MSC: 62F12 PDF BibTeX XML Cite \textit{X. Zhao} et al., Stat. Interface 12, No. 4, 501--510 (2019; Zbl 07083292) Full Text: DOI
Kratz, Marie Introduction to extreme value theory: applications to risk analysis and management. (English) Zbl 1422.60087 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 591-636 (2019). MSC: 60G70 91G40 60-02 PDF BibTeX XML Cite \textit{M. Kratz}, MATRIX Book Ser. 2, 591--636 (2019; Zbl 1422.60087) Full Text: DOI
Aulbach, Stefan; Falk, Michael; Fuller, Timo Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. (English) Zbl 1422.62174 Ann. Inst. Stat. Math. 71, No. 3, 599-626 (2019). Reviewer: Kurt Marti (München) MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{S. Aulbach} et al., Ann. Inst. Stat. Math. 71, No. 3, 599--626 (2019; Zbl 1422.62174) Full Text: DOI
Tang, Qihe; Yuan, Zhongyi CAT bond pricing under a product probability measure with pot risk characterization. (English) Zbl 1410.91288 ASTIN Bull. 49, No. 2, 457-490 (2019). MSC: 91B30 91G20 60G70 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, ASTIN Bull. 49, No. 2, 457--490 (2019; Zbl 1410.91288) Full Text: DOI
Arriaza, A.; Di Crescenzo, A.; Sordo, M. A.; Suárez-Llorens, A. Shape measures based on the convex transform order. (English) Zbl 1416.62261 Metrika 82, No. 1, 99-124 (2019). MSC: 62G30 62E15 62G07 PDF BibTeX XML Cite \textit{A. Arriaza} et al., Metrika 82, No. 1, 99--124 (2019; Zbl 1416.62261) Full Text: DOI
Falk, Michael Multivariate extreme value theory and D-norms. (English) Zbl 1428.60002 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-030-03818-2/hbk; 978-3-030-03819-9/ebook). x, 241 p. (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 60-02 60G70 60E99 PDF BibTeX XML Cite \textit{M. Falk}, Multivariate extreme value theory and D-norms. Cham: Springer (2019; Zbl 1428.60002) Full Text: DOI
Ghazal, M. G. M.; Shihab, Q. A. Exponentiated Pareto distribution: a Bayes study utilizing MCMC technique under unified hybrid censoring scheme. (English) Zbl 1435.62353 J. Egypt. Math. Soc. 26, 376-394 (2018). MSC: 62N02 62F15 PDF BibTeX XML Cite \textit{M. G. M. Ghazal} and \textit{Q. A. Shihab}, J. Egypt. Math. Soc. 26, 376--394 (2018; Zbl 1435.62353) Full Text: DOI
Suárez-Espinosa, Javier; Villaseñor-Alva, José A.; Hurtado-Jaramillo, Annel; Pérez-Rodríguez, Paulino A goodness of fit test for the Pareto distribution. (English) Zbl 1449.62111 Chil. J. Stat. 9, No. 1, 33-46 (2018). MSC: 62G32 62N05 62H20 60E05 PDF BibTeX XML Cite \textit{J. Suárez-Espinosa} et al., Chil. J. Stat. 9, No. 1, 33--46 (2018; Zbl 1449.62111) Full Text: Link
Hu, Xuehua; Gui, Wenhao Bayesian and non-Bayesian inference for the generalized Pareto distribution based on progressive type II censored sample. (English) Zbl 1428.62434 Mathematics 6, No. 12, Paper No. 319, 26 p. (2018). MSC: 62N01 PDF BibTeX XML Cite \textit{X. Hu} and \textit{W. Gui}, Mathematics 6, No. 12, Paper No. 319, 26 p. (2018; Zbl 1428.62434) Full Text: DOI
Lü, Hao; Li, Lumiao; Jin, Rongying Optimization algorithm for reliability & economic assessment of power distribution system with renewables. (Chinese. English summary) Zbl 1438.90306 J. Nanjing Univ. Aeronaut. Astronaut. 50, No. 5, 715-721 (2018). MSC: 90C29 90C59 90B25 PDF BibTeX XML Cite \textit{H. Lü} et al., J. Nanjing Univ. Aeronaut. Astronaut. 50, No. 5, 715--721 (2018; Zbl 1438.90306) Full Text: DOI
Allali, Jeremy; Le Courtois, Olivier; Majri, Mohamed Credit risk and solvency capital requirements. (English) Zbl 1422.91321 Eur. Actuar. J. 8, No. 2, 487-515 (2018). MSC: 91B30 91G40 PDF BibTeX XML Cite \textit{J. Allali} et al., Eur. Actuar. J. 8, No. 2, 487--515 (2018; Zbl 1422.91321) Full Text: DOI
Riegel, Ulrich Matching tower information with piecewise Pareto. (English) Zbl 1422.91374 Eur. Actuar. J. 8, No. 2, 437-460 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{U. Riegel}, Eur. Actuar. J. 8, No. 2, 437--460 (2018; Zbl 1422.91374) Full Text: DOI
Barakat, H. M.; Nigm, E. M.; Khaled, O. M.; Alaswed, H. A. The estimations under power normalization for the tail index, with comparison. (English) Zbl 1421.62054 AStA, Adv. Stat. Anal. 102, No. 3, 431-454 (2018). MSC: 62G32 62G30 PDF BibTeX XML Cite \textit{H. M. Barakat} et al., AStA, Adv. Stat. Anal. 102, No. 3, 431--454 (2018; Zbl 1421.62054) Full Text: DOI
Cheng, Conghua Reliability of parallel stress-strength model. (English) Zbl 1424.62168 J. Math. Res. Appl. 38, No. 4, 427-440 (2018). MSC: 62N05 62F10 62F15 62F25 62F40 PDF BibTeX XML Cite \textit{C. Cheng}, J. Math. Res. Appl. 38, No. 4, 427--440 (2018; Zbl 1424.62168) Full Text: DOI
Chen, Yanguang An approach based on Euler’s formula to estimating Gini coefficient of Pareto distribution. (Chinese. English summary) Zbl 1424.91088 Acta Sci. Nat. Univ. Pekin. 54, No. 6, 1283-1289 (2018). MSC: 91B82 62P20 PDF BibTeX XML Cite \textit{Y. Chen}, Acta Sci. Nat. Univ. Pekin. 54, No. 6, 1283--1289 (2018; Zbl 1424.91088) Full Text: DOI
Rylov, Alexander Constant curvature connections on statistical models. (English) Zbl 1414.62055 Ay, Nihat (ed.) et al., Information geometry and its applications. On the occasion of Shun-ichi Amari’s 80th birthday, IGAIA IV, Liblice, Czech Republic, June 12–17, 2016. Proceedings of the 4th international conference. Cham: Springer. Springer Proc. Math. Stat. 252, 349-361 (2018). MSC: 62E15 53Z05 PDF BibTeX XML Cite \textit{A. Rylov}, Springer Proc. Math. Stat. 252, 349--361 (2018; Zbl 1414.62055) Full Text: DOI
Hashimoto, Naoki; Wu, Qi; Zhu, Limei; Inui, Koji; Kishimoto, Kazuo The Pareto distribution (type III) gives a good first approximation to the transaction intervals of Nikkei 225 futures in the OSE. (English) Zbl 1419.91617 JSIAM Lett. 10, 9-12 (2018). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{N. Hashimoto} et al., JSIAM Lett. 10, 9--12 (2018; Zbl 1419.91617) Full Text: DOI
Long, Bing Parameter estimation of Pareto distribution under type-I doubly censored sample. (Chinese. English summary) Zbl 1424.62032 J. Cent. China Norm. Univ., Nat. Sci. 52, No. 3, 310-315 (2018). MSC: 62F10 62F25 62N02 62N01 PDF BibTeX XML Cite \textit{B. Long}, J. Cent. China Norm. Univ., Nat. Sci. 52, No. 3, 310--315 (2018; Zbl 1424.62032) Full Text: DOI
Hambuckers, J.; Kneib, T.; Langrock, R.; Silbersdorff, A. A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models. (English) Zbl 1406.91499 Quant. Finance 18, No. 10, 1679-1698 (2018). MSC: 91G80 PDF BibTeX XML Cite \textit{J. Hambuckers} et al., Quant. Finance 18, No. 10, 1679--1698 (2018; Zbl 1406.91499) Full Text: DOI
Zhu, Yi; Guergachi, Aziz; Huang, Huaxiong The impacts of entrepreneurship on wealth distribution. (English) Zbl 1418.91409 J. Stat. Phys. 173, No. 6, 1734-1754 (2018). MSC: 91B82 91B52 91B69 62P20 PDF BibTeX XML Cite \textit{Y. Zhu} et al., J. Stat. Phys. 173, No. 6, 1734--1754 (2018; Zbl 1418.91409) Full Text: DOI
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K. A bivariate distribution with Lomax and geometric margins. (English) Zbl 1402.60019 J. Korean Stat. Soc. 47, No. 4, 405-422 (2018). MSC: 60E05 60G50 62E15 62F10 62H05 62H12 62P05 PDF BibTeX XML Cite \textit{M. Arendarczyk} et al., J. Korean Stat. Soc. 47, No. 4, 405--422 (2018; Zbl 1402.60019) Full Text: DOI
Pires, Juliana F.; Cysneiros, Audrey H. M. A.; Cribari-Neto, Francisco Improved inference for the generalized Pareto distribution. (English) Zbl 1404.62020 Braz. J. Probab. Stat. 32, No. 1, 69-85 (2018). MSC: 62E15 62F10 62F03 60E05 62P12 PDF BibTeX XML Cite \textit{J. F. Pires} et al., Braz. J. Probab. Stat. 32, No. 1, 69--85 (2018; Zbl 1404.62020) Full Text: DOI Euclid
Bao, Zhenhua; Song, Xiaolin On the mixtures of exponentiated exponential-Pareto (IV) model. (Chinese. English summary) Zbl 1413.62065 J. Liaoning Norm. Univ., Nat. Sci. 41, No. 1, 10-16 (2018). MSC: 62H10 62H12 62H30 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{X. Song}, J. Liaoning Norm. Univ., Nat. Sci. 41, No. 1, 10--16 (2018; Zbl 1413.62065) Full Text: DOI
Opitz, Thomas; Huser, Raphaël; Bakka, Haakon; Rue, Håvard INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles. (English) Zbl 1407.62167 Extremes 21, No. 3, 441-462 (2018). MSC: 62G32 62F15 62M30 62P12 PDF BibTeX XML Cite \textit{T. Opitz} et al., Extremes 21, No. 3, 441--462 (2018; Zbl 1407.62167) Full Text: DOI
Rootzén, Holger; Zholud, Dmitrii Rejoinder to discussion of the paper “Human life is unlimited – but short”. (English) Zbl 1402.62286 Extremes 21, No. 3, 415-424 (2018). MSC: 62P10 62N05 60G70 62G32 PDF BibTeX XML Cite \textit{H. Rootzén} and \textit{D. Zholud}, Extremes 21, No. 3, 415--424 (2018; Zbl 1402.62286) Full Text: DOI
Segers, Johan Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud. (English) Zbl 1402.62288 Extremes 21, No. 3, 387-390 (2018). MSC: 62P10 62N05 62G32 60G70 PDF BibTeX XML Cite \textit{J. Segers}, Extremes 21, No. 3, 387--390 (2018; Zbl 1402.62288) Full Text: DOI
Gupta, Srikant; Ali, Irfan; Ahmed, Aquil Multi-objective capacitated transportation problem with mixed constraint: a case study of certain and uncertain environment. (English) Zbl 1396.90007 Opsearch 55, No. 2, 447-477 (2018). MSC: 90B06 90C05 90C29 90C32 90C70 PDF BibTeX XML Cite \textit{S. Gupta} et al., Opsearch 55, No. 2, 447--477 (2018; Zbl 1396.90007) Full Text: DOI
Shah, Imtiyaz A.; Barakat, Haroon M.; Khan, Abdul H. Characterization of Pareto and power function distributions by conditional variance of order statistics. (English) Zbl 1413.62012 C. R. Acad. Bulg. Sci. 71, No. 3, 311-316 (2018). Reviewer: Angela Slavova (Sofia) MSC: 62E10 62E15 62G30 PDF BibTeX XML Cite \textit{I. A. Shah} et al., C. R. Acad. Bulg. Sci. 71, No. 3, 311--316 (2018; Zbl 1413.62012) Full Text: DOI
Grabchak, Michael A random variable that does not belong to a domain of attraction, but its absolute value does. (English) Zbl 1414.60015 Math. Sci. 43, No. 1, 56-59 (2018). MSC: 60F05 60E07 PDF BibTeX XML Cite \textit{M. Grabchak}, Math. Sci. 43, No. 1, 56--59 (2018; Zbl 1414.60015)
Alai, Daniel H.; Landsman, Zinoviy Lifetime dependence models generated by multiply monotone functions. (English) Zbl 1398.62127 Scand. Actuar. J. 2018, No. 7, 576-604 (2018). MSC: 62H05 62N05 60E05 91B30 PDF BibTeX XML Cite \textit{D. H. Alai} and \textit{Z. Landsman}, Scand. Actuar. J. 2018, No. 7, 576--604 (2018; Zbl 1398.62127) Full Text: DOI
Mdziniso, Nonhle Channon; Cooray, Kahadawala Odd Pareto families of distributions for modeling loss payment data. (English) Zbl 1416.91208 Scand. Actuar. J. 2018, No. 1, 42-63 (2018). MSC: 91B30 62P05 62E15 PDF BibTeX XML Cite \textit{N. C. Mdziniso} and \textit{K. Cooray}, Scand. Actuar. J. 2018, No. 1, 42--63 (2018; Zbl 1416.91208) Full Text: DOI
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K. The joint distribution of the sum and maximum of dependent Pareto risks. (English) Zbl 1410.60019 J. Multivariate Anal. 167, 136-156 (2018). MSC: 60E05 60G50 60G70 62E15 62F10 PDF BibTeX XML Cite \textit{M. Arendarczyk} et al., J. Multivariate Anal. 167, 136--156 (2018; Zbl 1410.60019) Full Text: DOI
Bieniek, Mariusz; Szpak, Maria Sharp bounds for the mean of the total time on test for distributions with increasing generalized failure rate. (English) Zbl 1402.62083 Statistics 52, No. 4, 818-828 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G30 62N05 PDF BibTeX XML Cite \textit{M. Bieniek} and \textit{M. Szpak}, Statistics 52, No. 4, 818--828 (2018; Zbl 1402.62083) Full Text: DOI
Tahir, Areeb; Akhter, Ahmad Saeed; ul Haq, Muhammad Ahsan Transmuted new Weibull-Pareto distribution and its applications. (English) Zbl 1395.62025 Appl. Appl. Math. 13, No. 1, 30-46 (2018). MSC: 62E15 60E05 PDF BibTeX XML Cite \textit{A. Tahir} et al., Appl. Appl. Math. 13, No. 1, 30--46 (2018; Zbl 1395.62025) Full Text: Link
Kozubowski, Tomasz J.; Podgórski, Krzysztof Certain bivariate distributions and random processes connected with maxima and minima. (English) Zbl 1396.60060 Extremes 21, No. 2, 315-342 (2018). MSC: 60G70 60E05 PDF BibTeX XML Cite \textit{T. J. Kozubowski} and \textit{K. Podgórski}, Extremes 21, No. 2, 315--342 (2018; Zbl 1396.60060) Full Text: DOI
Gunasekera, Sumith Inference for the reliability function based on progressively type II censored data from the Pareto model: the generalized variable approach. (English) Zbl 06892269 J. Comput. Appl. Math. 343, 275-288 (2018). MSC: 62 65 PDF BibTeX XML Cite \textit{S. Gunasekera}, J. Comput. Appl. Math. 343, 275--288 (2018; Zbl 06892269) Full Text: DOI
Mehrali, Yaser; Asadi, Majid; Kharazmi, Omid A Jensen-Gini measure of divergence with application in parameter estimation. (English) Zbl 1416.62053 Metron 76, No. 1, 115-131 (2018). MSC: 62B10 62F10 62F12 PDF BibTeX XML Cite \textit{Y. Mehrali} et al., Metron 76, No. 1, 115--131 (2018; Zbl 1416.62053) Full Text: DOI
Prakash, Gyan Empirical estimation based on progressive first failure censored generalized Pareto data. (English. French summary) Zbl 06885667 Afr. Stat. 13, No. 2, 1683-1697 (2018). MSC: 62F15 65C05 62N01 PDF BibTeX XML Cite \textit{G. Prakash}, Afr. Stat. 13, No. 2, 1683--1697 (2018; Zbl 06885667) Full Text: DOI Euclid
Tamraz, Maissa; Vernic, Raluca On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov’s counting distribution. (English) Zbl 1390.62096 ASTIN Bull. 48, No. 2, 841-870 (2018). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{M. Tamraz} and \textit{R. Vernic}, ASTIN Bull. 48, No. 2, 841--870 (2018; Zbl 1390.62096) Full Text: DOI
Ghosh, I.; Hamedani, G. G.; Bansal, N.; Maadooliat, M. On the mixtures of Weibull and Pareto (IV) distribution: an alternative to Pareto distribution. (English) Zbl 1434.60061 Commun. Stat., Theory Methods 47, No. 9, 2073-2084 (2018). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{I. Ghosh} et al., Commun. Stat., Theory Methods 47, No. 9, 2073--2084 (2018; Zbl 1434.60061) Full Text: DOI
Mansoor, M.; Tahir, M. H.; Cordeiro, Gauss; Alzaatreh, Ayman; Zuabir, M. The Poisson Weibull-\(X\) family of distributions. (English) Zbl 1390.60060 ProbStat Forum 11, Article No. 03, 19-35 (2018). MSC: 60E05 62E15 62N05 PDF BibTeX XML Cite \textit{M. Mansoor} et al., ProbStat Forum 11, Article No. 03, 19--35 (2018; Zbl 1390.60060) Full Text: Link
Hu, Chin-Yuan; Lin, Gwo Dong Characterizations of the logistic and related distributions. (English) Zbl 1396.60020 J. Math. Anal. Appl. 463, No. 1, 79-92 (2018). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{C.-Y. Hu} and \textit{G. D. Lin}, J. Math. Anal. Appl. 463, No. 1, 79--92 (2018; Zbl 1396.60020) Full Text: DOI
Patra, Lakshmi Kanta; Kayal, Suchandan; Nanda, Phalguni Some stochastic comparison results for series and parallel systems with heterogeneous Pareto type components. (English) Zbl 06861542 Appl. Math., Praha 63, No. 1, 55-77 (2018). MSC: 60E15 60K10 PDF BibTeX XML Cite \textit{L. K. Patra} et al., Appl. Math., Praha 63, No. 1, 55--77 (2018; Zbl 06861542) Full Text: DOI
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate peaks over thresholds models. (English) Zbl 1390.62083 Extremes 21, No. 1, 115-145 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G32 60G70 62E10 PDF BibTeX XML Cite \textit{H. Rootzén} et al., Extremes 21, No. 1, 115--145 (2018; Zbl 1390.62083) Full Text: DOI
Martig, Lukas; Hüsler, Jürg Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations. (English) Zbl 1392.62143 Extremes 21, No. 1, 1-26 (2018). MSC: 62G32 62F12 60G70 PDF BibTeX XML Cite \textit{L. Martig} and \textit{J. Hüsler}, Extremes 21, No. 1, 1--26 (2018; Zbl 1392.62143) Full Text: DOI
Kemaloglu, Sibel Acik; Shapiro, Arnold F.; Tank, Fatih; Apaydin, Aysen Using fuzzy logic to interpret dependent risks. (English) Zbl 1401.91155 Insur. Math. Econ. 79, 101-106 (2018). MSC: 91B30 62P05 90C05 90C70 PDF BibTeX XML Cite \textit{S. A. Kemaloglu} et al., Insur. Math. Econ. 79, 101--106 (2018; Zbl 1401.91155) Full Text: DOI
Al-Mosawi, Riyadh Rustam; Khan, Shahjahan Estimating moments of a selected Pareto population under asymmetric scale invariant loss function. (English) Zbl 1393.62010 Stat. Pap. 59, No. 1, 183-198 (2018). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62F10 62F07 62C15 PDF BibTeX XML Cite \textit{R. R. Al-Mosawi} and \textit{S. Khan}, Stat. Pap. 59, No. 1, 183--198 (2018; Zbl 1393.62010) Full Text: DOI
Grahovac, Danijel Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims. (English) Zbl 1407.91136 Methodol. Comput. Appl. Probab. 20, No. 1, 273-288 (2018). MSC: 91B30 60G51 62G32 62P05 PDF BibTeX XML Cite \textit{D. Grahovac}, Methodol. Comput. Appl. Probab. 20, No. 1, 273--288 (2018; Zbl 1407.91136) Full Text: DOI
Ma, Yaolan; Jiang, Yuexiang; Huang, Wei Empirical likelihood based inference for conditional Pareto-type tail index. (English) Zbl 1436.62062 Stat. Probab. Lett. 134, 114-121 (2018). MSC: 62E15 62F25 62J02 PDF BibTeX XML Cite \textit{Y. Ma} et al., Stat. Probab. Lett. 134, 114--121 (2018; Zbl 1436.62062) Full Text: DOI
Mohie El-Din, M. M.; Shafay, A. R.; Nagy, M. Statistical inference under adaptive progressive censoring scheme. (English) Zbl 1417.62050 Comput. Stat. 33, No. 1, 31-74 (2018). MSC: 62F15 62G30 62N01 62N05 PDF BibTeX XML Cite \textit{M. M. Mohie El-Din} et al., Comput. Stat. 33, No. 1, 31--74 (2018; Zbl 1417.62050) Full Text: DOI
Peng, Chen; Xu, Maochao; Xu, Shouhuai; Hu, Taizhong Modeling and predicting extreme cyber attack rates via marked point processes. (English) Zbl 07282168 J. Appl. Stat. 44, No. 14, 2534-2563 (2017). MSC: 62 PDF BibTeX XML Cite \textit{C. Peng} et al., J. Appl. Stat. 44, No. 14, 2534--2563 (2017; Zbl 07282168) Full Text: DOI
Noughabi, Hadi Alizadeh Goodness-of-fit tests for lifetime distributions based on type II censored data. (English) Zbl 07192030 J. Stat. Comput. Simulation 87, No. 9, 1787-1798 (2017). MSC: 62 PDF BibTeX XML Cite \textit{H. A. Noughabi}, J. Stat. Comput. Simulation 87, No. 9, 1787--1798 (2017; Zbl 07192030) Full Text: DOI
Ghosh, Indranil; Balakrishnan, N. On the hidden truncated bivariate Pareto (IV) model and associated inferential issues. (English) Zbl 07192012 J. Stat. Comput. Simulation 87, No. 7, 1467-1487 (2017). MSC: 62 PDF BibTeX XML Cite \textit{I. Ghosh} and \textit{N. Balakrishnan}, J. Stat. Comput. Simulation 87, No. 7, 1467--1487 (2017; Zbl 07192012) Full Text: DOI
Chen, Jinyuan; Cheng, Conghua Reliability of stress-strength model for exponentiated Pareto distributions. (English) Zbl 07191971 J. Stat. Comput. Simulation 87, No. 4, 791-805 (2017). MSC: 62 PDF BibTeX XML Cite \textit{J. Chen} and \textit{C. Cheng}, J. Stat. Comput. Simulation 87, No. 4, 791--805 (2017; Zbl 07191971) Full Text: DOI