Chen, Zhangting; Li, Mingjun; Cheng, Dongya Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns. (English) Zbl 07953388 Stochastics 96, No. 2, 947-967 (2024). MSC: 62P05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Bagyan, Armine; Richards, Donald Complete asymptotic expansions for the normalizing constants of high-dimensional matrix Bingham and matrix Langevin distributions. (English) Zbl 07951888 SIGMA, Symmetry Integrability Geom. Methods Appl. 20, Paper 94, 22 p. (2024). MSC: 62R30 60E05 62E20 33C90 33C50 33C70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Dawei; Li, Ting; Yuan, Meng; Shen, Xinmei Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims. (English) Zbl 07949652 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 35, 28 p. (2024). MSC: 62P05 91G05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. Corrigendum to: “Shannon entropy and mutual information for multivariate skew-elliptical distributions”. (English) Zbl 07947018 Scand. J. Stat. 51, No. 4, 1816 (2024). MSC: 62B10 94A17 62H05 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Bercu, Bernard; Bigot, Jérémie; Thurin, Gauthier Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements. (English) Zbl 07941317 Electron. J. Stat. 18, No. 2, 3461-3496 (2024). MSC: 62H05 62P99 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Akbas, Kubra Elif; Isik, Mahmut \(\rho\)-statistical convergence of order \(\alpha\) in probability. (English) Zbl 07938531 J. Nonlinear Convex Anal. 25, No. 9, 2239-2248 (2024). MSC: 47N30 60B10 46A45 × Cite Format Result Cite Review PDF Full Text: Link
Bagdonavičius, Vilijandas; Čekanavičius, Vydas; Levulienė, Rūta; Vaitkus, Pranas Julius Kruopis: pioneer of the applications of mathematical statistics in Lithuania. (English) Zbl 07930041 Lith. Math. J. 64, No. 3, 255-266 (2024). MSC: 01A70 60E05 62F10 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Cox, Sonja; Cuchiero, Christa; Khedher, Asma Infinite-dimensional Wishart processes. (English) Zbl 07927510 Electron. J. Probab. 29, Paper No. 123, 46 p. (2024). MSC: 60J25 46N30 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Landolfi, Nicholas C.; Lall, Sanjay Optimal Dorfman group testing for symmetric distributions. (English) Zbl 07924690 SIAM J. Math. Data Sci. 6, No. 3, 731-760 (2024). MSC: 62P10 62E10 62H05 60G09 90-08 90C39 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wei, Xiao Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model. (English) Zbl 07922862 Chin. J. Appl. Probab. Stat. 40, No. 3, 378-397 (2024). MSC: 60J70 62P05 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu Some mathematical properties of the premium function and ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. (English) Zbl 07922752 Japan J. Ind. Appl. Math. 41, No. 3, 1389-1412 (2024). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Frühwirth, Lorenz; Juhos, Michael; Prochno, Joscha The Maclaurin inequality through the probabilistic lens. (English) Zbl 07922273 Electron. J. Probab. 29, Paper No. 105, 33 p. (2024). MSC: 60F99 60D05 46N30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Farbod, D. A new regularly varying discrete distribution generated by Waring-type probability. (English) Zbl 07911063 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 2, 96-109 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 2, 16-34 (2024). MSC: 62E10 62F10 62P10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Waghmare, Kartik G.; Panaretos, Victor M. The positive-definite completion problem. (English) Zbl 07906006 Trans. Am. Math. Soc. 377, No. 9, 6549-6594 (2024). MSC: 47A57 15A83 46N30 47B32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Santoro, Leonardo V.; Waghmare, Kartik G.; Panaretos, Victor M. A Karhunen-Loève theorem for random flows in Hilbert spaces. (English) Zbl 1544.60014 Electron. Commun. Probab. 29, Paper No. 30, 12 p. (2024). MSC: 60B12 47N30 62H25 62R10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Cui, Hengxin; Tan, Ken Seng; Yang, Fan Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. (English) Zbl 1544.91345 Ann. Oper. Res. 332, No. 1-3, 55-84 (2024). MSC: 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Yılmaz, Fikriye; Öz Bakan, Hacer; Weber, Gerhard-Wilhelm Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems. (English) Zbl 07904938 J. Optim. Theory Appl. 202, No. 1, 497-517 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 49J55 49K99 62P05 37A50 49J45 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Xijun; Gao, Qingwu; Kan, Linmin Uniform asymptotics for a renewal risk model with a random number of delayed claims. (English) Zbl 07901709 J. Ind. Manag. Optim. 20, No. 11, 3415-3431 (2024). MSC: 62E20 62P05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Trivellato, Barbara Sub-exponentiality in statistical exponential models. (English) Zbl 07900842 J. Theor. Probab. 37, No. 3, 2076-2096 (2024). MSC: 62B10 46E30 46N30 × Cite Format Result Cite Review PDF Full Text: DOI
Benth, Fred Espen; Schroers, Dennis; Veraart, Almut E. D. A feasible central limit theorem for realised covariation of SPDEs in the context of functional data. (English) Zbl 07899444 Ann. Appl. Probab. 34, No. 2, 2208-2242 (2024). MSC: 62E20 46N30 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Qiu, Yanqi; Wang, Zipeng Branching-Toeplitz operators on rooted homogeneous trees. (English) Zbl 07898882 Tôhoku Math. J. (2) 76, No. 2, 153-174 (2024). MSC: 47B35 47B65 15B05 47D03 46N30 × Cite Format Result Cite Review PDF Full Text: DOI
Mu, Wanrong; Chiu, Sung Nok; Wang, Guojing Pricing CDS index tranches under thinning-dependence structure with regime switching. (English) Zbl 07890911 J. Comput. Appl. Math. 451, Article ID 116080, 21 p. (2024). MSC: 91G20 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Vardaki, Maria; Papageorgiou, H. On multivariate discrete Poisson-Lindley distributions. (English) Zbl 1544.60026 J. Stat. Theory Pract. 18, No. 3, Paper No. 33, 35 p. (2024). MSC: 60E05 62E15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Baladezaei, Seyedeh Mahbubeh Hoseini; Deiri, Einolah; Baloui Jamkhaneh, Ezzatallah The balanced discrete Burr-Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications. (English) Zbl 07887831 J. Appl. Stat. 51, No. 7, 1227-1250 (2024). MSC: 62-XX 60E05 60-02 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
El-Hadidy, Mohamed Abd Allah; Alzulaibani, Alaa A.; Alamri, Faten S. On reducing the collision time between a nanosensor and a randomly moving particle in the fluid. (English) Zbl 07886003 J. Comput. Theor. Transp. 53, No. 3, 207-222 (2024). MSC: 82-XX 46N30 90B40 × Cite Format Result Cite Review PDF Full Text: DOI
Swanepoel, Jan W. H. Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions. (English) Zbl 07881567 Commun. Stat., Theory Methods 53, No. 14, 5280-5296 (2024). MSC: 60E05 62H20 62G32 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Siriwardhana, Chathura; Kulasekera, K. B.; Datta, Somnath Selection of the optimal personalized treatment from multiple treatments with right-censored multivariate outcome measures. (English) Zbl 07880706 J. Appl. Stat. 51, No. 5, 891-912 (2024). MSC: 62-XX 92B15 05D40 42A61 46N30 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pandiyan, P.; Jothika, R. A new generalization of Samade distribution with properties and its application to lung cancer data. (English) Zbl 07877105 J. Appl. Math. Stat. Inform. 20, No. 1, 17-32 (2024). MSC: 60E05 62E15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Bourguin, Solesne; Campese, Simon; Dang, Thanh Functional Gaussian approximations on Hilbert-Poisson spaces. (English) Zbl 1543.60040 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 517-553 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F17 60B12 46G12 46N30 05C80 60G55 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Alexandr, Yulia; Duarte, Eliana; Vill, Julian Decomposable context-specific models. (English) Zbl 07871665 SIAM J. Appl. Algebra Geom. 8, No. 2, 363-393 (2024). MSC: 62R01 62A09 13P10 13P25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rademacher, Daniel; Kreiß, Jens-Peter; Paparoditis, Efstathios Asymptotic normality of spectral means of Hilbert space valued random processes. (English) Zbl 07869137 Stochastic Processes Appl. 173, Article ID 104357, 13 p. (2024). MSC: 62M15 62M10 62R10 47N30 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
Jorgensen, Palle; Tian, James The operators of stochastic calculus. (English) Zbl 07864363 Random Oper. Stoch. Equ. 32, No. 2, 185-205 (2024). MSC: 81S20 81S40 60H07 47L60 46N30 65R10 58J65 81S25 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zezhun; Dassios, Angelos; Tzougas, George EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects. (English) Zbl 1537.91242 Eur. Actuar. J. 14, No. 1, 225-255 (2024). MSC: 91G05 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Berton, Edoardo; Mercuri, Lorenzo An efficient unified approach for spread option pricing in a copula market model. (English) Zbl 1537.91310 Ann. Oper. Res. 336, No. 1-2, 307-329 (2024). MSC: 91G20 62P05 62H05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tsuji, Hiroshi Analytic aspects of the dilation inequality for symmetric convex sets in Euclidean spaces. (English) Zbl 1540.52013 Electron. J. Probab. 29, Paper No. 64, 31 p. (2024). MSC: 52A40 28A75 60E15 46N30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dimitriou, Ioannis; Fiems, Dieter Some reflected autoregressive processes with dependencies. (English) Zbl 1540.60201 Queueing Syst. 106, No. 1-2, 67-127 (2024). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 62M10 60K10 60J05 90B22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 × Cite Format Result Cite Review PDF Full Text: DOI
Fulman, Jason Beta approximation for the two alleles Moran model by Stein’s method. (English) Zbl 1537.92063 Stat. Probab. Lett. 208, Article ID 110051, 5 p. (2024). MSC: 92D10 60E05 60F05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vila, Roberto; Balakrishnan, Narayanaswamy; Saulo, Helton An upper bound and a characterization for Gini’s mean difference based on correlated random variables. (English) Zbl 1537.62048 Stat. Probab. Lett. 207, Article ID 110032, 7 p. (2024). MSC: 62P20 62E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Górecki, Jan; Okhrin, Ostap Hierarchical Archimedean copulas. (English) Zbl 1541.62001 SpringerBriefs in Applied Statistics and Econometrics. Cham: Springer (ISBN 978-3-031-56336-2/pbk; 978-3-031-56337-9/ebook). xii, 120 p. (2024). MSC: 62-01 62H05 62P20 62-04 × Cite Format Result Cite Review PDF Full Text: DOI
Ciosmak, Krzysztof J. Corrigendum to: “Applications of Strassen’s theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions”. (English) Zbl 07846395 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 244, Article ID 113542, 5 p. (2024). MSC: 46A55 49N15 26B25 60G42 90C46 49N05 47H05 46N30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 1541.62287 Japan J. Ind. Appl. Math. 41, No. 2, 1189-1205 (2024). MSC: 62P05 60K10 62E10 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Jorgensen, Palle E. T.; Tian, James F. Polymorphisms, their associated operator theory, self-similar fractals, and harmonic analysis. (English) Zbl 07840357 Jha, Sangita (ed.) et al., Recent developments in fractal geometry and dynamical systems. AMS special session. Fractal geometry and dynamical systems, virtual, May 14–15, 2022. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 797, 37-59 (2024). MSC: 46N30 47N30 28A50 28A80 28D05 37A30 60G15 60G60 60H05 46N50 × Cite Format Result Cite Review PDF Full Text: DOI
Bening, Vladimir; Korolev, Victor; Sukhareva, Natalia; Hong, Xiaoyang; Khaydarpashich, Ruslan The Burr distribution as an asymptotic law for extreme order statistics and its application to the analysis of statistical regularities in the interplanetary magnetic field. (English) Zbl 07835220 Russ. J. Numer. Anal. Math. Model. 39, No. 2, 61-74 (2024). MSC: 62G30 62E15 62G32 62N05 62P35 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
Roozegar, Rasool; Toghdori, Abdolsaleh; Nadarajah, Saralees The distribution of the sum of two dependent randomly weighted random variables with applications. (English) Zbl 07833913 Commun. Stat., Theory Methods 53, No. 6, 1985-2002 (2024). MSC: 62E10 60E05 62P05 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Ye, Wuyi; Gao, Lingbo; Liu, Xiaoquan Bubbles and dependence between international equity markets. (English) Zbl 1536.91343 Quant. Finance 24, No. 1, 119-138 (2024). MSC: 91G45 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Mohamed, Heba Soltan; Cordeiro, Gauss M.; Minkah, R.; Yousof, Haitham M.; Ibrahim, Mohamed A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting. (English) Zbl 07831701 J. Appl. Stat. 51, No. 2, 348-369 (2024). MSC: 62-XX 60E05 62H05 62E10 62F10 62F15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yang; Fan, Yahui; Chuen Yuen, Kam Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors. (English) Zbl 1536.91292 Scand. Actuar. J. 2024, No. 4, 361-382 (2024). MSC: 91G05 62P05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Niknami, Behrooz Stochastic matching models. (Abstract of thesis). (English) Zbl 1534.60003 Bull. Aust. Math. Soc. 109, No. 2, 407-408 (2024). MSC: 60-02 60K30 62P05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Ansari, Jonathan; Rüschendorf, Ludger Supermodular and directionally convex comparison results for general factor models. (English) Zbl 07823261 J. Multivariate Anal. 201, Article ID 105264, 20 p. (2024). MSC: 62Hxx 60E15 62H05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Cruz-Orive, Luis Manuel Stereology. Theory and applications. (English) Zbl 1539.62001 Interdisciplinary Applied Mathematics 59. Cham: Springer (ISBN 978-3-031-52450-9/hbk; 978-3-031-52453-0/pbk; 978-3-031-52451-6/ebook). xvi, 486 p. (2024). MSC: 62-01 62D05 62H35 62P10 60D05 92C55 × Cite Format Result Cite Review PDF Full Text: DOI
Kukulski, Ryszard; Wojewódka-Ściążko, Hanna The e-property of asymptotically stable Markov semigroups. (English) Zbl 1534.60099 Result. Math. 79, No. 3, Paper No. 112, 22 p. (2024). MSC: 60J25 37A30 46N30 46E27 60B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Górska, Katarzyna; Horzela, Andrzej; Maširević, Dragana Jankov; Pogány, Tibor K. On distribution of Rice-Middleton model. (English) Zbl 1535.33015 Result. Math. 79, No. 3, Paper No. 106, 22 p. (2024). Reviewer: Thomas Ernst (Uppsala) MSC: 33C90 33C10 33B20 40A30 40H05 60E05 60E10 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Crismale, Vitonofrio; Del Vecchio, Simone; Monni, Tommaso; Rossi, Stefano Freedman’s theorem for unitarily invariant states on the CCR algebra. (English) Zbl 1544.46049 Commun. Math. Phys. 405, No. 2, Paper No. 40, 17 p. (2024). MSC: 46L30 46A55 46L60 46L53 60G09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ansari, Jonathan; Shushi, Tomer; Vanduffel, Steven Up- and down-correlations in normal variance mixture models. (English) Zbl 1533.91499 Stat. Probab. Lett. 205, Article ID 109949, 7 p. (2024). MSC: 91G70 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Xijun; Gao, Qingwu; Dong, Zimai Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims. (English) Zbl 07803299 Stoch. Models 40, No. 1, 97-122 (2024). MSC: 62E20 62P05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Chétrite, R.; Patras, F. Algebraic structures underlying quantum independences: theory and applications. (English) Zbl 1540.81005 Ann. Henri Poincaré 25, No. 1, 253-296 (2024). MSC: 81P05 60A05 46N30 46L53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baraket, Sami; Jeribi, Aref Lower characteristic, weakly quasi-compact and application. (English) Zbl 07802382 Result. Math. 79, No. 2, Paper No. 86, 10 p. (2024). MSC: 47B07 47A10 47A55 47A53 47N30 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Mao, Yuan; Shi, Lei; Guo, Zheng-Chu Coefficient-based regularized distribution regression. (English) Zbl 1539.62117 J. Approx. Theory 297, Article ID 105995, 37 p. (2024). MSC: 62G08 46N30 65M70 90C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Newton, Nigel J. A two-parameter family of non-parametric, deformed exponential manifolds. (English) Zbl 1542.46062 Inf. Geom. 7, Suppl. 1, 171-186 (2024). MSC: 46T05 46N30 60D05 60H15 62B10 62B11 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Yao, Luming; Zhang, Lun Asymptotics of the hard edge Pearcey determinant. (English) Zbl 07785714 SIAM J. Math. Anal. 56, No. 1, 137-172 (2024). MSC: 47N30 60B20 30E25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 × Cite Format Result Cite Review PDF Full Text: DOI
Monmarché, Pierre; Spacek, Renato; Stoltz, Gabriel Transient subtraction: A control variate method for computing transport coefficients. arXiv:2410.00212 Preprint, arXiv:2410.00212 [math.NA] (2024). MSC: 82C31 65C40 46N30 × Cite Format Result Cite Full Text: arXiv
Melnikov, Vasily Risk measures on incomplete markets: a new non-solid paradigm. arXiv:2409.05194 Preprint, arXiv:2409.05194 [q-fin.RM] (2024). MSC: 46E30 46N30 91G70 × Cite Format Result Cite Full Text: arXiv
Barman, Kalyan; Upadhye, Neelesh S; Vellaisamy, Palaniappan Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications. arXiv:2408.01237 Preprint, arXiv:2408.01237 [math.PR] (2024). MSC: 60E05 60E07 62F15 62P05 × Cite Format Result Cite Full Text: arXiv
Bernád, J. Z.; Frigyik, A. B. Chernoff’s product formula: Semigroup approximations with non-uniform time intervals. arXiv:2407.04357 Preprint, arXiv:2407.04357 [math-ph] (2024). MSC: 47D06 47N50 47N30 × Cite Format Result Cite Full Text: arXiv OA License
Keller, Matthias; Muranova, Anna Recurrence and transience for non-Archimedean and directed graphs. arXiv:2406.17344 Preprint, arXiv:2406.17344 [math.CO] (2024). MSC: 60J10 05C22 31C20 47S10 05C50 12J15 47N30 × Cite Format Result Cite Full Text: arXiv
Lokin, Felix; Yu, Fenghui Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows. arXiv:2403.02572 Preprint, arXiv:2403.02572 [q-fin.TR] (2024). MSC: 60K30 60G55 60J27 65C20 × Cite Format Result Cite Full Text: arXiv
Zhang, Shao-Qin A Local Bifurcation Theorem for McKean-Vlasov Diffusions. arXiv:2401.14784 Preprint, arXiv:2401.14784 [math.PR] (2024). MSC: 60J60 37G10 82B26 46N30 × Cite Format Result Cite Full Text: arXiv
Li, Lei; Wang, Yuliang On uniform-in-time diffusion approximation for stochastic gradient descent. (English) Zbl 07946755 Methods Appl. Anal. 30, No. 3, 95-112 (2023). MSC: 60J20 65C20 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mohsin, Russul; Rezaeitabar, Vahid Practical learning directed acyclic graphs with general noise assumptions. (English) Zbl 07946452 J. Iran. Stat. Soc. JIRSS 22, No. 2, 77-96 (2023). MSC: 60B99 05C99 62P99 × Cite Format Result Cite Review PDF Full Text: DOI
Miranda, Enrique (ed.); Montes, Ignacio (ed.); Quaeghebeur, Erik (ed.); Vantaggi, Barbara (ed.) International symposium on imprecise probability: theories and applications, ISIPTA 2023. Proceedings of the 13th symposium, Oviedo, Spain, July 11–14, 2023. (English) Zbl 07917550 Proceedings of Machine Learning Research (PMLR) 215. [s.l.]: Proceedings of Machine Learning Research PMLR. 471 p., electronic only, open access (2023). MSC: 60-06 03-06 62-06 68-06 60K20 × Cite Format Result Cite Review PDF Full Text: Link
Bhunia, Shreya; Banerjee, Proloy; Goswami, Anirban Transmuted inverse Xgamma distribution: statistical properties, classical estimation methods and data modeling. (English) Zbl 07907427 Statistica 83, No. 1, 123-149 (2023). MSC: 62N02 62N05 62F10 60E05 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Lagno, A. O.; Kuz’min, I. S. Applying the separation of probability distribution mixtures to problems of financial analysis. (English. Russian original) Zbl 07879524 Mosc. Univ. Comput. Math. Cybern. 47, No. 3, 145-159 (2023); translation from Vestn. Mosk. Univ., Ser. XV 2023, No. 3, 41-55 (2023). MSC: 62Gxx 62Pxx 60-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bazyari, Abouzar Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions. (English) Zbl 1537.91237 Lobachevskii J. Math. 44, No. 11, 4610-4629 (2023). MSC: 91G05 62P05 62G32 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Haines, Linda M.; Altwegg, Res; Borchers, D. L. Exact likelihoods for N-mixture models with time-to-detection data. (English) Zbl 07837335 Aust. N. Z. J. Stat. 65, No. 4, 327-343 (2023). MSC: 62Pxx 60-XX 92Dxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ta, Bao Quoc; Khai, Nguyen H. Q. Portfolio optimization based on artificial neural network and GARCH-EVT-copula models. (English) Zbl 07816870 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 31, Suppl. 2, 289-306 (2023). MSC: 62P05 62H05 62M10 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Yamaka, Woraphon; Maneejuk, Paravee; Chimprang, Namchok Nonlinear effects in the asymmetric copula-based stochastic frontier model. (English) Zbl 07816869 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 31, Suppl. 2, 273-287 (2023). MSC: 62P20 62H05 62J02 × Cite Format Result Cite Review PDF Full Text: DOI
Sambale, Holger Some notes on concentration for \(\alpha\)-subexponential random variables. (English) Zbl 1534.60028 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 167-192 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60F10 46E30 46N30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gonçalves, Sílvia; Hounyo, Ulrich; Patton, Andrew J.; Sheppard, Kevin Bootstrapping two-stage quasi-maximum likelihood estimators of time series models. (English) Zbl 1531.62131 J. Bus. Econ. Stat. 41, No. 3, 683-694 (2023). MSC: 62P20 62H05 62H12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cruz-Reyes, Danna L.; Assunção, Renato M.; Loschi, Rosangela H. Inducing high spatial correlation with randomly edge-weighted neighborhood graphs. (English) Zbl 07810216 Bayesian Anal. 18, No. 4, 1247-1281 (2023). MSC: 62-XX 05C75 62H11 46N30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chadjiconstantinidis, Stathis; Eryilmaz, Serkan Distributions of random variables involved in discrete censored \(\delta\)-shock models. (English) Zbl 1533.60018 Adv. Appl. Probab. 55, No. 4, 1144-1170 (2023). MSC: 60E05 62N05 60J10 62E15 60K30 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Grigutis, Andrius Determining exact survival probability by setting discrete random variables in E. Sparre Andersen’s model. (English) Zbl 1533.60060 Probab. Uncertain. Quant. Risk 8, No. 4, 445-462 (2023). MSC: 60G50 62P05 60K10 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Abbas Naqvi, Syed Yasir; Iqbal, Zahid To improve the performance of genetic algorithms by using a novel selection operator. (English) Zbl 07792805 J. Stat. Comput. Simulation 93, No. 17, 3067-3081 (2023). MSC: 62-XX 62-11 47N30 × Cite Format Result Cite Review PDF Full Text: DOI
Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen Folded bivariate distributions as models for magnitude correlation. (English) Zbl 1538.62172 REVSTAT 21, No. 1, 21-38 (2023). MSC: 62H10 62H05 62P05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Derumigny, Alexis; Fermanian, Jean-David; Min, Aleksey Testing for equality between conditional copulas given discretized conditioning events. (English. French summary) Zbl 1538.62169 Can. J. Stat. 51, No. 4, 1084-1110 (2023). MSC: 62H05 62G10 62H20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Luschgy, Harald; Pagès, Gilles Marginal and functional quantization of stochastic processes. (English) Zbl 1534.60002 Probability Theory and Stochastic Modelling 105. Cham: Springer (ISBN 978-3-031-45463-9/hbk; 978-3-031-45466-0/pbk; 978-3-031-45464-6/ebook). xviii, 912 p. (2023). MSC: 60-02 60B11 60G15 65C30 46N30 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Shixiao; Han, Peisong; Wu, Changbao Calibration techniques encompassing survey sampling, missing data analysis and causal inference. (English) Zbl 07779064 Int. Stat. Rev. 91, No. 2, 165-192 (2023). MSC: 62Gxx 62Dxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Spacek, Renato; Stoltz, Gabriel Extending the regime of linear response with synthetic forcings. (English) Zbl 1527.82044 Multiscale Model. Simul. 21, No. 4, 1602-1643 (2023). MSC: 82C31 65C40 65N06 46N30 82C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dommel, Paul; Pichler, Alois Stochastic optimization with estimated objectives. (English) Zbl 1538.62112 Pure Appl. Funct. Anal. 8, No. 5, 1377-1399 (2023). MSC: 62G05 62G08 46N30 62G20 × Cite Format Result Cite Review PDF Full Text: Link
Lopushansky, Oleh Bernstein-Jackson inequalities on Gaussian Hilbert spaces. (English) Zbl 1543.46057 J. Fourier Anal. Appl. 29, No. 5, Paper No. 58, 21 p. (2023). MSC: 46N30 41A44 41A17 × Cite Format Result Cite Review PDF Full Text: DOI
Ferreira, Alexsandro A.; Cordeiro, Gauss M. The exponentiated power Ishita distribution: properties, simulations, regression, and applications. (English) Zbl 1527.62010 Chil. J. Stat. 14, No. 1, 65-81 (2023). MSC: 62E10 60E05 62F10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI