Wu, Huishan The complexity of decomposability of computable rings. (English) Zbl 07690431 Notre Dame J. Formal Logic 64, No. 1, 1-14 (2023). MSC: 03B30 03D15 03D80 PDF BibTeX XML Cite \textit{H. Wu}, Notre Dame J. Formal Logic 64, No. 1, 1--14 (2023; Zbl 07690431) Full Text: DOI OpenURL
Maïnassara, Yacouba Boubacar; Esstafa, Youssef; Saussereau, Bruno Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 07690322 Electron. J. Stat. 17, No. 1, 1160-1239 (2023). MSC: 62M10 62F03 62F05 91B84 62P05 PDF BibTeX XML Cite \textit{Y. B. Maïnassara} et al., Electron. J. Stat. 17, No. 1, 1160--1239 (2023; Zbl 07690322) Full Text: DOI arXiv Link OpenURL
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 PDF BibTeX XML Cite \textit{Z. Chen} et al., RAIRO, Oper. Res. 57, No. 2, 881--903 (2023; Zbl 07689352) Full Text: DOI OpenURL
Sebu, Cristiana; Amaira, Andrei; Curmi, Jeremy A linearized integral equation reconstruction method of admittivity distributions using electrical impedance tomography. (English) Zbl 07688901 Eng. Anal. Bound. Elem. 150, 103-110 (2023). MSC: 00A69 35C15 35J05 35Q80 35R25 35R30 PDF BibTeX XML Cite \textit{C. Sebu} et al., Eng. Anal. Bound. Elem. 150, 103--110 (2023; Zbl 07688901) Full Text: DOI OpenURL
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Continuous scaled phase-type distributions. (English) Zbl 07686815 Stoch. Models 39, No. 2, 293-322 (2023). MSC: 60E05 60G70 60J22 62F10 62N01 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Stoch. Models 39, No. 2, 293--322 (2023; Zbl 07686815) Full Text: DOI arXiv OpenURL
Pojer, Simon; Thonhauser, Stefan Ruin probabilities in a Markovian shot-noise environment. (English) Zbl 07682998 J. Appl. Probab. 60, No. 2, 542-556 (2023). MSC: 91G05 60K10 60G55 PDF BibTeX XML Cite \textit{S. Pojer} and \textit{S. Thonhauser}, J. Appl. Probab. 60, No. 2, 542--556 (2023; Zbl 07682998) Full Text: DOI arXiv OpenURL
Boxma, Onno; Frostig, Esther; Palmowski, Zbigniew A dual risk model with additive and proportional gains: ruin probability and dividends. (English) Zbl 07682792 Adv. Appl. Probab. 55, No. 2, 549-580 (2023). MSC: 91G05 60K10 60G55 PDF BibTeX XML Cite \textit{O. Boxma} et al., Adv. Appl. Probab. 55, No. 2, 549--580 (2023; Zbl 07682792) Full Text: DOI arXiv OpenURL
Inci, Ahmet Can Contemporary issues in quantitative finance. (English) Zbl 07681152 Routledge Advanced Texts in Economics and Finance. Milton Park, Abingdon: Routledge (ISBN 978-1-032-10115-6/hbk; 978-1-032-10112-5/pbk). (2023). MSC: 91-01 91G10 91G15 91G20 91G30 91G45 62P05 PDF BibTeX XML OpenURL
Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity. (English) Zbl 07677509 Commun. Nonlinear Sci. Numer. Simul. 121, Article ID 107204, 12 p. (2023). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{M. Frezza} et al., Commun. Nonlinear Sci. Numer. Simul. 121, Article ID 107204, 12 p. (2023; Zbl 07677509) Full Text: DOI OpenURL
Deng, Geng; Xu, Guangning; Fu, Qiang; Wang, Xindong; Qin, Jing Active-set algorithm-based statistical inference for shape-restricted generalized additive Cox regression models. (English) Zbl 07677424 J. Stat. Comput. Simulation 93, No. 3, 416-441 (2023). MSC: 62N02 62P05 65K99 PDF BibTeX XML Cite \textit{G. Deng} et al., J. Stat. Comput. Simulation 93, No. 3, 416--441 (2023; Zbl 07677424) Full Text: DOI arXiv OpenURL
Ascione, Giacomo; Mehrdoust, Farshid; Orlando, Giuseppe; Samimi, Oldouz Foreign exchange options on Heston-CIR model under Lévy process framework. (English) Zbl 07677275 Appl. Math. Comput. 446, Article ID 127851, 31 p. (2023). MSC: 60G51 60G40 62P05 PDF BibTeX XML Cite \textit{G. Ascione} et al., Appl. Math. Comput. 446, Article ID 127851, 31 p. (2023; Zbl 07677275) Full Text: DOI arXiv OpenURL
Mi, Hui; Xu, Zuo Quan Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory. (English) Zbl 07676623 Insur. Math. Econ. 110, 82-105 (2023). MSC: 91G10 62P05 91B16 PDF BibTeX XML Cite \textit{H. Mi} and \textit{Z. Q. Xu}, Insur. Math. Econ. 110, 82--105 (2023; Zbl 07676623) Full Text: DOI OpenURL
Brown, Hayden Dollar cost averaging returns estimation. (English) Zbl 07676570 Int. J. Theor. Appl. Finance 26, No. 1, Article ID 2350003, 26 p. (2023). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{H. Brown}, Int. J. Theor. Appl. Finance 26, No. 1, Article ID 2350003, 26 p. (2023; Zbl 07676570) Full Text: DOI arXiv OpenURL
Xu, Zuo Quan Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory. (English) Zbl 07675710 Scand. Actuar. J. 2023, No. 3, 269-289 (2023). MSC: 91G05 91B41 91B16 49N90 62P05 PDF BibTeX XML Cite \textit{Z. Q. Xu}, Scand. Actuar. J. 2023, No. 3, 269--289 (2023; Zbl 07675710) Full Text: DOI arXiv OpenURL
Boyer, Kirk; Horn, Paul; Lopez, Mario A. Extremal problems on ray sensor configurations. (English) Zbl 07675082 Discrete Appl. Math. 332, 87-100 (2023). MSC: 68Uxx 68Qxx 68Rxx PDF BibTeX XML Cite \textit{K. Boyer} et al., Discrete Appl. Math. 332, 87--100 (2023; Zbl 07675082) Full Text: DOI OpenURL
Birghila, Corina; Boonen, Tim J.; Ghossoub, Mario Optimal insurance under maxmin expected utility. (English) Zbl 07673721 Finance Stoch. 27, No. 2, 467-501 (2023). MSC: 91G05 90C90 PDF BibTeX XML Cite \textit{C. Birghila} et al., Finance Stoch. 27, No. 2, 467--501 (2023; Zbl 07673721) Full Text: DOI arXiv OpenURL
Külekci, Bükre Yildirim; Karabey, Uğur; Selcuk-Kestel, Sevtap Assessment of dependent risk using extreme value theory in a time-varying framework. (English) Zbl 07673119 Hacet. J. Math. Stat. 52, No. 1, 248-267 (2023). MSC: 91G70 60G70 62P05 PDF BibTeX XML Cite \textit{B. Y. Külekci} et al., Hacet. J. Math. Stat. 52, No. 1, 248--267 (2023; Zbl 07673119) Full Text: DOI OpenURL
Yu, Deshui; Chen, Li; Li, Luyang Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (English) Zbl 07672540 Econ. Lett. 224, Article ID 111033, 6 p. (2023). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{D. Yu} et al., Econ. Lett. 224, Article ID 111033, 6 p. (2023; Zbl 07672540) Full Text: DOI OpenURL
Boungou, Whelsy; Urom, Christian Climate change-related risks and bank stock returns. (English) Zbl 07672529 Econ. Lett. 224, Article ID 111011, 5 p. (2023). MSC: 91G15 91B76 62P05 PDF BibTeX XML Cite \textit{W. Boungou} and \textit{C. Urom}, Econ. Lett. 224, Article ID 111011, 5 p. (2023; Zbl 07672529) Full Text: DOI OpenURL
Chen, Fenge; He, Zhiqiang; Peng, Xingchun A non-zero-sum stochastic differential game between two mean-variance insurers with inside information. (English) Zbl 07669003 J. Ind. Manag. Optim. 19, No. 8, 6130-6158 (2023). MSC: 97M30 91G80 93E20 60H30 PDF BibTeX XML Cite \textit{F. Chen} et al., J. Ind. Manag. Optim. 19, No. 8, 6130--6158 (2023; Zbl 07669003) Full Text: DOI OpenURL
Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 07668954 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 07668954) Full Text: DOI OpenURL
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 07668906 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 07668906) Full Text: DOI OpenURL
Mhlanga, Farai Julius; Galane, Lesiba Charles; Mwareya, Nicholas; Chikodza, Eriyoti; Guambe, Calisto Stochastic differential game strategies in the presence of reinsurance and dividend payout. (English) Zbl 07668893 J. Ind. Manag. Optim. 19, No. 5, 3589-3609 (2023). MSC: 91G80 93E20 91G10 60G40 91G05 62P05 PDF BibTeX XML Cite \textit{F. J. Mhlanga} et al., J. Ind. Manag. Optim. 19, No. 5, 3589--3609 (2023; Zbl 07668893) Full Text: DOI OpenURL
Li, Sheng; Yuan, Wei; Chen, Peimin Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market. (English) Zbl 07668862 J. Ind. Manag. Optim. 19, No. 4, 2855-2888 (2023). MSC: 91B30 93E20 62P05 PDF BibTeX XML Cite \textit{S. Li} et al., J. Ind. Manag. Optim. 19, No. 4, 2855--2888 (2023; Zbl 07668862) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{T.-H. Lee} et al., J. Econom. Methods 12, No. 1, 57--83 (2023; Zbl 1507.62326) Full Text: DOI OpenURL
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung Finite-time ruin probabilities using bivariate Laguerre series. (English) Zbl 07662329 Scand. Actuar. J. 2023, No. 2, 153-190 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 45K05 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2023, No. 2, 153--190 (2023; Zbl 07662329) Full Text: DOI OpenURL
Sengoku, Masakazu Graph theory and mobile communications. (English) Zbl 1506.90002 Advanced Series in Electrical and Computer Engineering 23. Singapore: World Scientific (ISBN 978-981-12-5529-8/hbk; 978-981-12-5531-1/ebook). xv, 392 p. (2023). MSC: 90-01 90B18 05C90 05-01 00A06 PDF BibTeX XML Cite \textit{M. Sengoku}, Graph theory and mobile communications. Singapore: World Scientific (2023; Zbl 1506.90002) Full Text: DOI OpenURL
Vannucci, Paolo Tensor algebra and analysis for engineers. With applications to differential geometry of curves and surfaces. (English) Zbl 1508.15002 Contemporary Mathematics and Its Applications: Monographs, Expositions and Lecture Notes 5. Singapore: World Scientific (ISBN 978-981-12-6480-1/hbk; 978-981-12-6482-5/ebook). xviii, 211 p. (2023). MSC: 15-01 53-01 00A06 15A69 15A72 53A45 PDF BibTeX XML Cite \textit{P. Vannucci}, Tensor algebra and analysis for engineers. With applications to differential geometry of curves and surfaces. Singapore: World Scientific (2023; Zbl 1508.15002) Full Text: DOI OpenURL
Gonzalez de Freitas Pinto, Mateus; de Oliveira Lima C. Marques, Guilherme; Chiann, Chang Jump detection in high-frequency financial data using wavelets. (English) Zbl 1508.91531 Int. J. Wavelets Multiresolut. Inf. Process. 21, No. 2, Article ID 2250056, 20 p. (2023). MSC: 91G15 62P05 62M10 42C40 PDF BibTeX XML Cite \textit{M. Gonzalez de Freitas Pinto} et al., Int. J. Wavelets Multiresolut. Inf. Process. 21, No. 2, Article ID 2250056, 20 p. (2023; Zbl 1508.91531) Full Text: DOI OpenURL
Tse, Yu-Kuen Nonlife actuarial models. Theory, methods and evaluation (to appear). 2nd expanded edition. (English) Zbl 07658214 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-00-931507-4/hbk). (2023). MSC: 91-02 62-02 91G05 62P05 65C05 PDF BibTeX XML OpenURL
Capponi, Agostino; Lehalle, Charles-Albert Machine learning and data sciences for financial markets. A guide to contemporary practices (to appear). (English) Zbl 07658212 Cambridge: Cambridge University Press (ISBN 978-1-316-51619-5/hbk). (2023). MSC: 91-01 91G15 91G20 91G10 62P05 68T05 PDF BibTeX XML OpenURL
Fissler, Tobias; Merz, Michael; Wüthrich, Mario V. Deep quantile and deep composite triplet regression. (English) Zbl 1508.91470 Insur. Math. Econ. 109, 94-112 (2023). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{T. Fissler} et al., Insur. Math. Econ. 109, 94--112 (2023; Zbl 1508.91470) Full Text: DOI arXiv OpenURL
Gao, Guangyuan; Li, Jiahong Dependence modeling of frequency-severity of insurance claims using waiting time. (English) Zbl 1508.91471 Insur. Math. Econ. 109, 29-51 (2023). MSC: 91G05 62P05 62H05 60G55 PDF BibTeX XML Cite \textit{G. Gao} and \textit{J. Li}, Insur. Math. Econ. 109, 29--51 (2023; Zbl 1508.91471) Full Text: DOI OpenURL
He, Yue; Kawai, Reiichiro; Shimizu, Yasutaka; Yamazaki, Kazutoshi The Gerber-Shiu discounted penalty function: a review from practical perspectives. (English) Zbl 1508.91474 Insur. Math. Econ. 109, 1-28 (2023). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{Y. He} et al., Insur. Math. Econ. 109, 1--28 (2023; Zbl 1508.91474) Full Text: DOI arXiv OpenURL
Kato, Kensuke; Nakamura, Nobuhiro Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy. (English) Zbl 1508.91563 Physica A 612, Article ID 128489, 24 p. (2023). MSC: 91G20 91G40 62P05 91G60 65L99 PDF BibTeX XML Cite \textit{K. Kato} and \textit{N. Nakamura}, Physica A 612, Article ID 128489, 24 p. (2023; Zbl 1508.91563) Full Text: DOI OpenURL
Lupton, Greg; Oprea, John; Scoville, Nicholas A. The digital Hopf construction. (English) Zbl 07653705 Topology Appl. 326, Article ID 108405, 19 p. (2023). Reviewer: Christopher Staecker (Fairfield) MSC: 55Q99 54A99 55R10 68R99 54H30 PDF BibTeX XML Cite \textit{G. Lupton} et al., Topology Appl. 326, Article ID 108405, 19 p. (2023; Zbl 07653705) Full Text: DOI arXiv OpenURL
Fox, William P.; Sturdivant, Rodney X. Probability and statistics for engineering and the sciences with modeling using R. (English) Zbl 1505.62001 Textbooks in Mathematics. Boca Raton, FL: CRC Press (ISBN 978-1-032-33047-1/hbk; 978-1-032-33050-1/pbk; 978-1-003-31790-6/ebook). xvii, 410 p. (2023). MSC: 62-01 60-01 62P30 62-04 00A06 PDF BibTeX XML Cite \textit{W. P. Fox} and \textit{R. X. Sturdivant}, Probability and statistics for engineering and the sciences with modeling using R. Boca Raton, FL: CRC Press (2023; Zbl 1505.62001) Full Text: DOI OpenURL
Oishi, Takayuki; van der Laan, Gerard; van den Brink, René Axiomatic analysis of liability problems with rooted-tree networks in tort law. (English) Zbl 1507.91190 Econ. Theory 75, No. 1, 229-258 (2023). MSC: 91G05 91A12 91A80 PDF BibTeX XML Cite \textit{T. Oishi} et al., Econ. Theory 75, No. 1, 229--258 (2023; Zbl 1507.91190) Full Text: DOI OpenURL
Ra, Prasanth Kumar; Kumar, Santosh; Singh, Vikas Data modeling in finance challenges. (English) Zbl 1506.91190 Irfan, Mohammad (ed.) et al., Advanced machine learning algorithms for complex financial applications. Hershey, PA: IGI Global. 183-198 (2023). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{P. K. Ra} et al., in: Advanced machine learning algorithms for complex financial applications. Hershey, PA: IGI Global. 183--198 (2023; Zbl 1506.91190) Full Text: DOI OpenURL
Castellani, Marco; Giuli, Massimiliano A modified Michael’s selection theorem with application to generalized Nash equilibrium problem. (English) Zbl 07644270 J. Optim. Theory Appl. 196, No. 1, 199-211 (2023). Reviewer: Stefan Cobzaş (Cluj-Napoca) MSC: 46N10 49J53 54C60 54C65 91B02 91B50 PDF BibTeX XML Cite \textit{M. Castellani} and \textit{M. Giuli}, J. Optim. Theory Appl. 196, No. 1, 199--211 (2023; Zbl 07644270) Full Text: DOI OpenURL
Wharton, Ken; Liu, Raylor Entanglement and the path integral. (English) Zbl 07643614 Found. Phys. 53, No. 1, Paper No. 23, 23 p. (2023). MSC: 81Pxx 01Axx 81Vxx PDF BibTeX XML Cite \textit{K. Wharton} and \textit{R. Liu}, Found. Phys. 53, No. 1, Paper No. 23, 23 p. (2023; Zbl 07643614) Full Text: DOI arXiv OpenURL
Kim, Hwi; Lee, Jaegun; Ahn, Hee-Kap Rectangular partitions of a rectilinear polygon. (English) Zbl 07639690 Comput. Geom. 110, Article ID 101965, 22 p. (2023). MSC: 68Qxx 68Rxx 68Uxx PDF BibTeX XML Cite \textit{H. Kim} et al., Comput. Geom. 110, Article ID 101965, 22 p. (2023; Zbl 07639690) Full Text: DOI arXiv OpenURL
Alexopoulos, Angelos; Dellaportas, Petros; Titsias, Michalis K. Variance reduction for Metropolis-Hastings samplers. (English) Zbl 1499.62009 Stat. Comput. 33, No. 1, Paper No. 6, 20 p. (2023). MSC: 62-08 62F15 62J12 62P05 65C05 PDF BibTeX XML Cite \textit{A. Alexopoulos} et al., Stat. Comput. 33, No. 1, Paper No. 6, 20 p. (2023; Zbl 1499.62009) Full Text: DOI arXiv OpenURL
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 07616048 J. Ind. Manag. Optim. 19, No. 3, 2140-2155 (2023). MSC: 62P05 62E10 PDF BibTeX XML Cite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 07616048) Full Text: DOI OpenURL
Xie, Pengxu; Bai, Lihua; Zhang, Huayue Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer. (English) Zbl 07616032 J. Ind. Manag. Optim. 19, No. 3, 1827-1845 (2023). MSC: 91G05 93E20 60J70 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Ind. Manag. Optim. 19, No. 3, 1827--1845 (2023; Zbl 07616032) Full Text: DOI OpenURL
Ai, Meiqiao; Zhang, Zhimin; Yu, Wenguang Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model. (English) Zbl 07616019 J. Ind. Manag. Optim. 19, No. 3, 1573-1594 (2023). MSC: 91G05 60J28 91G60 60G51 PDF BibTeX XML Cite \textit{M. Ai} et al., J. Ind. Manag. Optim. 19, No. 3, 1573--1594 (2023; Zbl 07616019) Full Text: DOI OpenURL
Hironaka, Tomohiko; Goda, Takashi An efficient estimation of nested expectations without conditional sampling. (English) Zbl 07614129 J. Comput. Appl. Math. 421, Article ID 114811, 12 p. (2023). MSC: 65C05 91G10 91G70 62P05 91G60 PDF BibTeX XML Cite \textit{T. Hironaka} and \textit{T. Goda}, J. Comput. Appl. Math. 421, Article ID 114811, 12 p. (2023; Zbl 07614129) Full Text: DOI arXiv OpenURL
Ravishanker, Nalini; Raman, Balaji; Soyer, Refik Dynamic time series models using R-INLA. An applied perspective. (English) Zbl 1499.62006 Boca Raton, FL: CRC Press (ISBN 978-0-367-65427-6/hbk; 978-0-367-68062-6/pbk; 978-1-003-13403-9/ebook). xiii, 282 p. (2023). MSC: 62-01 62M10 62F15 62P05 62-04 PDF BibTeX XML Cite \textit{N. Ravishanker} et al., Dynamic time series models using R-INLA. An applied perspective. Boca Raton, FL: CRC Press (2023; Zbl 1499.62006) Full Text: DOI OpenURL
Bunde, Armin (ed.); Caro, Jürgen (ed.); Chmelik, Christian (ed.); Kärger, Jörg (ed.); Vogl, Gero (ed.) Diffusive spreading in nature, technology and society (to appear). 2nd edition. (English) Zbl 07569170 Cham: Springer (ISBN 978-3-031-05945-2/hbk). xx, 530 p. (2023). MSC: 00A69 35-06 60-06 35Qxx 35K57 60J60 60J65 60J70 60K35 65C20 92D30 92D40 76R50 65C05 91D10 PDF BibTeX XML Cite \textit{A. Bunde} (ed.) et al., Diffusive spreading in nature, technology and society (to appear). 2nd edition. Cham: Springer (2023; Zbl 07569170) OpenURL
Kouassi, Ben Célestin; Hili, Ouagnina; Katchekpele, Edoh On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process. (English. French summary) Zbl 07685942 Afr. Stat. 17, No. 3, 3293-3319 (2022). MSC: 62M10 62G05 62E20 62G20 62P05 PDF BibTeX XML Cite \textit{B. C. Kouassi} et al., Afr. Stat. 17, No. 3, 3293--3319 (2022; Zbl 07685942) Full Text: DOI Link OpenURL
Ataeva, O. M.; Serebryakov, V. A.; Tuchkova, N. P. Development of the semantic space “mathematics” by integrating a subspace of its applied area. (English) Zbl 07676582 Lobachevskii J. Math. 43, No. 12, 3435-3446 (2022). MSC: 01A99 68T99 68U99 PDF BibTeX XML Cite \textit{O. M. Ataeva} et al., Lobachevskii J. Math. 43, No. 12, 3435--3446 (2022; Zbl 07676582) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{S. Kavungal} and \textit{R. Thekkedath}, Stoch. Qual. Control 37, No. 2, 127--136 (2022; Zbl 1507.62321) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. B. Kock} et al., J. Am. Stat. Assoc. 117, No. 539, 1311--1323 (2022; Zbl 1506.62409) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{P. Shi} and \textit{G. Y. Lee}, J. Am. Stat. Assoc. 117, No. 539, 1094--1109 (2022; Zbl 1506.62417) Full Text: DOI OpenURL
James, Gareth M.; Radchenko, Peter; Rava, Bradley Irrational exuberance: correcting bias in probability estimates. (English) Zbl 1506.62266 J. Am. Stat. Assoc. 117, No. 537, 455-468 (2022). MSC: 62F15 62P05 PDF BibTeX XML Cite \textit{G. M. James} et al., J. Am. Stat. Assoc. 117, No. 537, 455--468 (2022; Zbl 1506.62266) Full Text: DOI arXiv OpenURL
Zerbib, Olivier David A sustainable capital asset pricing model (S-CAPM): evidence from environmental integration and sin stock exclusion. (English) Zbl 1506.91172 Rev. Finance 26, No. 6, 1345-1388 (2022). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{O. D. Zerbib}, Rev. Finance 26, No. 6, 1345--1388 (2022; Zbl 1506.91172) Full Text: DOI OpenURL
Riad, Fathy H.; Hussam, Eslam; Gemeay, Ahmed M.; Aldallal, Ramy A.; Afify, Ahmed Z. Classical and Bayesian inference of the weighted-exponential distribution with an application to insurance data. (English) Zbl 1508.91484 Math. Biosci. Eng. 19, No. 7, 6551-6581 (2022). MSC: 91G05 62P05 62F15 PDF BibTeX XML Cite \textit{F. H. Riad} et al., Math. Biosci. Eng. 19, No. 7, 6551--6581 (2022; Zbl 1508.91484) Full Text: DOI OpenURL
Huang, Tai-Hsin; Lin, Yi-Chun; Huang, Kuo-Jui; Liao, Yu-Wei Comparing cost efficiency between financial and non-financial holding banks and insurers in Taiwan under the framework of copula methods and metafrontier. (English) Zbl 1508.91597 Asia-Pac. Financ. Mark. 29, No. 4, 735-766 (2022). MSC: 91G45 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{T.-H. Huang} et al., Asia-Pac. Financ. Mark. 29, No. 4, 735--766 (2022; Zbl 1508.91597) Full Text: DOI OpenURL
Alshubiri, Faris The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries. (English) Zbl 1508.91573 Asia-Pac. Financ. Mark. 29, No. 3, 569-603 (2022). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{F. Alshubiri}, Asia-Pac. Financ. Mark. 29, No. 3, 569--603 (2022; Zbl 1508.91573) Full Text: DOI OpenURL
Oya, Sakae A Bayesian graphical approach for large-scale portfolio management with fewer historical data. (English) Zbl 1508.91510 Asia-Pac. Financ. Mark. 29, No. 3, 507-526 (2022). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{S. Oya}, Asia-Pac. Financ. Mark. 29, No. 3, 507--526 (2022; Zbl 1508.91510) Full Text: DOI arXiv OpenURL
Elangovan, Rajesh; Irudayasamy, Francis Gnanasekar; Parayitam, Satyanarayana Month-of-the-year effect: empirical evidence from Indian stock market. (English) Zbl 1508.91526 Asia-Pac. Financ. Mark. 29, No. 3, 449-476 (2022). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{R. Elangovan} et al., Asia-Pac. Financ. Mark. 29, No. 3, 449--476 (2022; Zbl 1508.91526) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Lu} and \textit{M. Yuan}, Methodol. Comput. Appl. Probab. 24, No. 4, 2265--2286 (2022; Zbl 1505.62512) Full Text: DOI OpenURL
Clemente, G. P.; Savelli, N.; Spedicato, G. A.; Zappa, D. Modeling general practitioners’ total drug costs through GAMLSS and collective risk models. (English) Zbl 1507.91172 N. Am. Actuar. J. 26, No. 4, 610-625 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. P. Clemente} et al., N. Am. Actuar. J. 26, No. 4, 610--625 (2022; Zbl 1507.91172) Full Text: DOI OpenURL
Chang, Le; Shi, Yanlin Age-coherent mortality modeling and forecasting using a constrained sparse vector-autoregressive model. (English) Zbl 1507.91169 N. Am. Actuar. J. 26, No. 4, 591-609 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Chang} and \textit{Y. Shi}, N. Am. Actuar. J. 26, No. 4, 591--609 (2022; Zbl 1507.91169) Full Text: DOI OpenURL
Duval, Francis; Boucher, Jean-Philippe; Pigeon, Mathieu How much telematics information do insurers need for claim classification? (English) Zbl 1507.91175 N. Am. Actuar. J. 26, No. 4, 570-590 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{F. Duval} et al., N. Am. Actuar. J. 26, No. 4, 570--590 (2022; Zbl 1507.91175) Full Text: DOI arXiv OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Fitting censored and truncated regression data using the mixture of experts models. (English) Zbl 1507.91176 N. Am. Actuar. J. 26, No. 4, 496-520 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., N. Am. Actuar. J. 26, No. 4, 496--520 (2022; Zbl 1507.91176) Full Text: DOI OpenURL
Hong, Liang Sample size determination for credibility estimation. (English) Zbl 1507.91183 N. Am. Actuar. J. 26, No. 4, 485-495 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Hong}, N. Am. Actuar. J. 26, No. 4, 485--495 (2022; Zbl 1507.91183) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{W. O. Onchere} et al., Afr. Stat. 17, No. 2, 3199--3216 (2022; Zbl 1504.62160) Full Text: DOI Link OpenURL
Verschuren, Robert Matthijs Frequency-severity experience rating based on latent Markovian risk profiles. (English) Zbl 1507.91192 Insur. Math. Econ. 107, 379-392 (2022). MSC: 91G05 62P05 62M05 PDF BibTeX XML Cite \textit{R. M. Verschuren}, Insur. Math. Econ. 107, 379--392 (2022; Zbl 1507.91192) Full Text: DOI arXiv OpenURL
Christiansen, Marcus C.; Furrer, Christian Extension of as-if-Markov modeling to scaled payments. (English) Zbl 1507.91171 Insur. Math. Econ. 107, 288-306 (2022). MSC: 91G05 62N02 62G05 62P05 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{C. Furrer}, Insur. Math. Econ. 107, 288--306 (2022; Zbl 1507.91171) Full Text: DOI OpenURL
Gribkova, N. V.; Su, J.; Zitikis, R. Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants. (English) Zbl 1507.91179 Insur. Math. Econ. 107, 199-222 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{N. V. Gribkova} et al., Insur. Math. Econ. 107, 199--222 (2022; Zbl 1507.91179) Full Text: DOI OpenURL
Fung, Tsz Chai Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (English) Zbl 07648741 Insur. Math. Econ. 107, 180-198 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{T. C. Fung}, Insur. Math. Econ. 107, 180--198 (2022; Zbl 07648741) Full Text: DOI arXiv OpenURL
Goegebeur, Yuri; Guillou, Armelle; Pedersen, Tine; Qin, Jing Extreme-value based estimation of the conditional tail moment with application to reinsurance rating. (English) Zbl 07648737 Insur. Math. Econ. 107, 102-122 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Insur. Math. Econ. 107, 102--122 (2022; Zbl 07648737) Full Text: DOI OpenURL
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Mortality modeling and regression with matrix distributions. (English) Zbl 07648735 Insur. Math. Econ. 107, 68-87 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62N02 60J28 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 107, 68--87 (2022; Zbl 07648735) Full Text: DOI arXiv OpenURL
Li, Jinzhu Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model. (English) Zbl 1508.91477 Insur. Math. Econ. 107, 38-56 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{J. Li}, Insur. Math. Econ. 107, 38--56 (2022; Zbl 1508.91477) Full Text: DOI OpenURL
Deresa, N. W.; Van Keilegom, I.; Antonio, K. Copula-based inference for bivariate survival data with left truncation and dependent censoring. (English) Zbl 07648731 Insur. Math. Econ. 107, 1-21 (2022). MSC: 91G05 62P05 62N02 62H05 PDF BibTeX XML Cite \textit{N. W. Deresa} et al., Insur. Math. Econ. 107, 1--21 (2022; Zbl 07648731) Full Text: DOI OpenURL
Mu, Sixu; Huang, Guangdong; Li, Ping; Hou, Yun A study on volatility spillovers among international stock markets during the Russia-Ukraine conflict. (English) Zbl 1505.91415 Discrete Dyn. Nat. Soc. 2022, Article ID 4948444, 8 p. (2022). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{S. Mu} et al., Discrete Dyn. Nat. Soc. 2022, Article ID 4948444, 8 p. (2022; Zbl 1505.91415) Full Text: DOI OpenURL
Milunovich, George; Lee, Seung Ah Measuring the impact of digital exchange cyberattacks on bitcoin returns. (English) Zbl 1506.91189 Econ. Lett. 221, Article ID 110893, 4 p. (2022). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{G. Milunovich} and \textit{S. A. Lee}, Econ. Lett. 221, Article ID 110893, 4 p. (2022; Zbl 1506.91189) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
Kononovicius, Aleksejus; Kazakevičius, Rytis; Kaulakys, Bronislovas Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes. (English) Zbl 1506.60052 Chaos Solitons Fractals 162, Article ID 112508, 6 p. (2022). MSC: 60G55 62M10 62P05 60G22 62P20 PDF BibTeX XML Cite \textit{A. Kononovicius} et al., Chaos Solitons Fractals 162, Article ID 112508, 6 p. (2022; Zbl 1506.60052) Full Text: DOI arXiv OpenURL
Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano Measuring market efficiency: the Shannon entropy of high-frequency financial time series. (English) Zbl 1506.91129 Chaos Solitons Fractals 162, Article ID 112403, 16 p. (2022). MSC: 91B84 62M10 62P05 94A17 91B26 PDF BibTeX XML Cite \textit{A. Shternshis} et al., Chaos Solitons Fractals 162, Article ID 112403, 16 p. (2022; Zbl 1506.91129) Full Text: DOI OpenURL
Nikolaidis, Dimitrios; Doumpos, Michalis Credit scoring with drift adaptation using local regions of competence. (English) Zbl 1505.91401 SN Oper. Res. Forum 3, No. 4, Paper No. 67, 28 p. (2022). MSC: 91G40 62P05 PDF BibTeX XML Cite \textit{D. Nikolaidis} and \textit{M. Doumpos}, SN Oper. Res. Forum 3, No. 4, Paper No. 67, 28 p. (2022; Zbl 1505.91401) Full Text: DOI OpenURL
Kasozi, Juma Numerical ultimate survival probabilities in an insurance portfolio compounded by risky investments. (English) Zbl 1505.91331 Appl. Appl. Math. 17, No. 1, 54-67 (2022). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{J. Kasozi}, Appl. Appl. Math. 17, No. 1, 54--67 (2022; Zbl 1505.91331) Full Text: Link OpenURL
Bermúdez, Lluís; Karlis, Dimitris Copula-based bivariate finite mixture regression models with an application for insurance claim count data. (English) Zbl 1502.62058 Test 31, No. 4, 1082-1099 (2022). MSC: 62H05 62H12 62J05 62P05 PDF BibTeX XML Cite \textit{L. Bermúdez} and \textit{D. Karlis}, Test 31, No. 4, 1082--1099 (2022; Zbl 1502.62058) Full Text: DOI OpenURL
López, Rafael A dome subjected to compression forces: a comparison study between the mathematical model, the catenary rotation surface and the paraboloid. (English) Zbl 1504.53111 Chaos Solitons Fractals 161, Article ID 112350, 10 p. (2022). MSC: 53Z99 53A10 53A05 00A67 PDF BibTeX XML Cite \textit{R. López}, Chaos Solitons Fractals 161, Article ID 112350, 10 p. (2022; Zbl 1504.53111) Full Text: DOI OpenURL
Manski, Scott; Yang, Kaixu; Lee, Gee Y.; Maiti, Tapabrata Loss amount prediction from textual data using a double GLM with shrinkage and selection. (English) Zbl 1505.91335 Eur. Actuar. J. 12, No. 2, 503-528 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Manski} et al., Eur. Actuar. J. 12, No. 2, 503--528 (2022; Zbl 1505.91335) Full Text: DOI OpenURL
Hu, Jun; Hong, Liang A nonparametric sequential learning procedure for estimating the pure premium. (English) Zbl 1505.91329 Eur. Actuar. J. 12, No. 2, 485-502 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. Hu} and \textit{L. Hong}, Eur. Actuar. J. 12, No. 2, 485--502 (2022; Zbl 1505.91329) Full Text: DOI OpenURL
Delcaillau, Dimitri; Ly, Antoine; Papp, Alize; Vermet, Franck Model transparency and interpretability: survey and application to the insurance industry. (English) Zbl 1505.91324 Eur. Actuar. J. 12, No. 2, 443-484 (2022). MSC: 91G05 91A80 68T05 PDF BibTeX XML Cite \textit{D. Delcaillau} et al., Eur. Actuar. J. 12, No. 2, 443--484 (2022; Zbl 1505.91324) Full Text: DOI arXiv OpenURL
Harris, Richard D. F.; Mazibas, Murat A component Markov regime-switching autoregressive conditional range model. (English) Zbl 1503.91113 Bull. Econ. Res. 74, No. 2, 650-683 (2022). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{R. D. F. Harris} and \textit{M. Mazibas}, Bull. Econ. Res. 74, No. 2, 650--683 (2022; Zbl 1503.91113) Full Text: DOI OpenURL
Charles, Amélie; Darné, Olivier; Kim, Jae H. Stock return predictability: evaluation based on interval forecasts. (English) Zbl 1503.91112 Bull. Econ. Res. 74, No. 2, 363-385 (2022). MSC: 91G15 62P05 62M20 PDF BibTeX XML Cite \textit{A. Charles} et al., Bull. Econ. Res. 74, No. 2, 363--385 (2022; Zbl 1503.91112) Full Text: DOI OpenURL
Chaffai, Mohamed E. New evidence on islamic and conventional bank efficiency: a meta-regression analysis. (English) Zbl 1504.91326 Bull. Econ. Res. 74, No. 1, 221-246 (2022). MSC: 91G45 62P05 PDF BibTeX XML Cite \textit{M. E. Chaffai}, Bull. Econ. Res. 74, No. 1, 221--246 (2022; Zbl 1504.91326) Full Text: DOI OpenURL
Arnerić, Josip; Šitum, Antoni PVAR model with collapsed instruments in the real exchange rates misalignment’s analysis. (English) Zbl 07638569 Croat. Oper. Res. Rev. (CRORR) 13, No. 2, 203-215 (2022). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{J. Arnerić} and \textit{A. Šitum}, Croat. Oper. Res. Rev. (CRORR) 13, No. 2, 203--215 (2022; Zbl 07638569) Full Text: DOI OpenURL
Sinha, Ram Pratap; Cvetkovska, Violeta; Peovski, Filip Efficiency of Indian general insurance companies: a convex nonparametric least squares approach. (English) Zbl 07638568 Croat. Oper. Res. Rev. (CRORR) 13, No. 2, 187-201 (2022). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{R. P. Sinha} et al., Croat. Oper. Res. Rev. (CRORR) 13, No. 2, 187--201 (2022; Zbl 07638568) Full Text: DOI OpenURL
Wang, Zhigao; Liu, Wenchen Stochastic reserving using policyholder information via EM algorithm. (English) Zbl 1505.62513 Appl. Math. Modelling 112, 199-214 (2022). MSC: 62P20 65C99 91G05 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{W. Liu}, Appl. Math. Modelling 112, 199--214 (2022; Zbl 1505.62513) Full Text: DOI OpenURL
Kato, Shogo; Yoshiba, Toshinao; Eguchi, Shinto Copula-based measures of asymmetry between the lower and upper tail probabilities. (English) Zbl 1502.62059 Stat. Pap. 63, No. 6, 1907-1929 (2022). MSC: 62H05 62G32 62P05 PDF BibTeX XML Cite \textit{S. Kato} et al., Stat. Pap. 63, No. 6, 1907--1929 (2022; Zbl 1502.62059) Full Text: DOI arXiv OpenURL
Ghazali, Mohd Fahmi; Ussdek, Nurul Fasyah Mohd; Lean, Hooi Hooi; Taunson, Jude W. Does gold still shelter inflation, and, if so, when? Evidence from four countries. (English) Zbl 1505.91397 Asia-Pac. J. Oper. Res. 39, No. 4, Article ID 2240003, 32 p. (2022). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{M. F. Ghazali} et al., Asia-Pac. J. Oper. Res. 39, No. 4, Article ID 2240003, 32 p. (2022; Zbl 1505.91397) Full Text: DOI OpenURL
Yousaf, Imran; Ali, Shoaib; Wong, Wing-Keung Return and volatility transmissions between metals and stocks: a study of the emerging Asian markets by using the VAR-AGARCH approach. (English) Zbl 1505.91374 Asia-Pac. J. Oper. Res. 39, No. 4, Article ID 2040020, 25 p. (2022). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{I. Yousaf} et al., Asia-Pac. J. Oper. Res. 39, No. 4, Article ID 2040020, 25 p. (2022; Zbl 1505.91374) Full Text: DOI OpenURL
Severini, Thomas A. Some properties of portfolios constructed from principal components of asset returns. (English) Zbl 1505.91355 Ann. Finance 18, No. 4, 457-483 (2022). MSC: 91G10 62P05 62H25 PDF BibTeX XML Cite \textit{T. A. Severini}, Ann. Finance 18, No. 4, 457--483 (2022; Zbl 1505.91355) Full Text: DOI OpenURL
Biagini, Francesca; Zhang, Yinglin Extended reduced-form framework for non-life insurance. (English) Zbl 1505.91321 Adv. Appl. Probab. 54, No. 3, 945-973 (2022). MSC: 91G05 91G40 60H30 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{Y. Zhang}, Adv. Appl. Probab. 54, No. 3, 945--973 (2022; Zbl 1505.91321) Full Text: DOI arXiv OpenURL
Knopova, Victoria; Palmowski, Zbigniew Subexponential potential asymptotics with applications. (English) Zbl 1499.60313 Adv. Appl. Probab. 54, No. 3, 783-807 (2022). MSC: 60K20 60K05 91G05 PDF BibTeX XML Cite \textit{V. Knopova} and \textit{Z. Palmowski}, Adv. Appl. Probab. 54, No. 3, 783--807 (2022; Zbl 1499.60313) Full Text: DOI arXiv OpenURL