Li, Jingwei; Liu, Guoxin Optimal dividend and stopping problems for two-dimensional compound Poisson risk model. (English) Zbl 07880528 Commun. Stat., Theory Methods 53, No. 12, 4515-4530 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Clément, Frédérique; Olayé, Jules A stochastic model for neural progenitor dynamics in the mouse cerebral cortex. (English) Zbl 07875662 Math. Biosci. 372, Article ID 109185, 23 p. (2024). MSC: 92B20 60G55 92C20 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Yang; Siu, Tak Kuen; Zhu, Jinxia Optimal payout strategies when Bruno de Finetti meets model uncertainty. (English) Zbl 1537.91245 Insur. Math. Econ. 116, 148-164 (2024). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Syuhada, Khreshna; Tjahjono, Venansius; Hakim, Arief Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting. (English) Zbl 07834035 Appl. Math. Comput. 467, Article ID 128492, 18 p. (2024). MSC: 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xinyu; Li, Dong; Tong, Howell On the least squares estimation of multiple-threshold-variable autoregressive models. (English) Zbl 1531.62210 J. Bus. Econ. Stat. 42, No. 1, 215-228 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Bazyari, Abouzar On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property. (English) Zbl 07808593 Commun. Stat., Theory Methods 53, No. 4, 1162-1187 (2024). MSC: 60J99 93E20 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Guangyuan Fitting Tweedie’s compound Poisson model to pure premium with the EM algorithm. (English) Zbl 1532.91089 Insur. Math. Econ. 114, 29-42 (2024). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhikun; Dai, Min; Wang, Xiangjun Statistical inference for mixed jump processes by Markov switching model with application to identify seismicity levels. (English) Zbl 07832484 Physica A 632, Part 1, Article ID 129291, 22 p. (2023). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Bo; Liu, Chaolin; Yu, Wenguang; Li, Jing Nonparametric estimation of ruin probability by a new method in the perturbed compound Poisson model. (Chinese. English summary) Zbl 07809946 Chin. J. Appl. Probab. Stat. 39, No. 5, 643-658 (2023). MSC: 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Jiayi; Zhang, Zhimin Estimating the discounted density function of the deficit at ruin in a risk model with barrier dividend strategy. (English) Zbl 1538.91066 Chin. J. Appl. Probab. Stat. 39, No. 2, 197-217 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: Link
Satheesh Kumar, C.; Satheenthar, A. S. A new class of lifetime distribution with decreasing failure rate: properties and applications. (English) Zbl 07739078 Commun. Stat., Simulation Comput. 52, No. 7, 3343-3364 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kongjiw, Hattacha; Rattanawong, Petcharat; Neammanee, Kritsana Local limit theorems for collective risk models. (English) Zbl 1521.60013 Stat. Probab. Lett. 201, Article ID 109867, 11 p. (2023). MSC: 60F05 91B05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Hanagal, David D. Compound Poisson shared frailty models based on additive hazards. (English) Zbl 07720158 Commun. Stat., Theory Methods 52, No. 17, 6287-6309 (2023). MSC: 62F15 62N01 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Azcue, Pablo; Frostig, Esther; Muler, Nora Optimal strategies in a production inventory control model. (English) Zbl 1520.91211 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 43, 43 p. (2023). MSC: 91B38 90B05 90B30 49L25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gómez, Yolanda M.; Gallardo, Diego I.; Bourguignon, Marcelo; Bertolli, Eduardo; Calsavara, Vinicius F. A general class of promotion time cure rate models with a new biological interpretation. (English) Zbl 07698195 Lifetime Data Anal. 29, No. 1, 66-86 (2023). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yang; Xie, Jiayi; Zhang, Zhimin Nonparametric estimation of some dividend problems in the perturbed compound Poisson model. (English) Zbl 07697090 Probab. Eng. Inf. Sci. 37, No. 2, 418-441 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Dechen; Sendova, Kristina P. Applications of the classical compound Poisson model with claim sizes following a compound distribution. (English) Zbl 1518.91220 Probab. Eng. Inf. Sci. 37, No. 2, 357-386 (2023). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Jiayi; Yu, Wenguang; Zhang, Zhimin; Cui, Zhenyu Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times. (English) Zbl 07697087 Probab. Eng. Inf. Sci. 37, No. 2, 324-356 (2023). MSC: 82-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Baringhaus, Ludwig; Gaigall, Daniel A goodness-of-fit test for the compound Poisson exponential model. (English) Zbl 1520.62062 J. Multivariate Anal. 195, Article ID 105154, 22 p. (2023). MSC: 62H15 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung Finite-time ruin probabilities using bivariate Laguerre series. (English) Zbl 1511.91114 Scand. Actuar. J. 2023, No. 2, 153-190 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 45K05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Lopes de Oliveira, Guilherme; Argiento, Raffaele; Loschi, Rosangela Helena; Assunção, Renato Martins; Ruggeri, Fabrizio; Branco, Márcia D’Elia Bias correction in clustered underreported data. (English) Zbl 1531.62017 Bayesian Anal. 17, No. 1, 95-126 (2022). MSC: 62F15 62J12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jiang, Wuyuan; Yang, Zhaojun The equilibrium analysis on the insurance, reinsurance and investment in an Ornstein-Uhlenbeck model. (Chinese. English summary) Zbl 07801237 Acta Math. Appl. Sin. 45, No. 6, 905-920 (2022). MSC: 91G05 91A23 60G10 49L20 × Cite Format Result Cite Review PDF Full Text: Link
Xie, Jiayi; Zhang, Zhimin; Yu, Wenguang Solving the finite-time ruin problems by Laguerre series expansion. (English) Zbl 1524.91093 Chin. J. Appl. Probab. Stat. 38, No. 6, 867-886 (2022). MSC: 91G05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Altinisik, Yasin; Cankaya, Emel New zero-inflated regression models with a variant of censoring. (English) Zbl 07644486 Braz. J. Probab. Stat. 36, No. 4, 641-674 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Boxma, Onno; Perry, David; Stadje, Wolfgang; Zacks, Shelley A compound Poisson EOQ model for perishable items with intermittent high and low demand periods. (English) Zbl 1501.90001 Ann. Oper. Res. 317, No. 2, 439-459 (2022). MSC: 90B05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Rahmati, Maryam; Rezanejad Asl, Parisa; Mikaeli, Javad; Zeraati, Hojjat; Rasekhi, Aliakbar Compound Poisson frailty model with a gamma process prior for the baseline hazard: accounting for a cured fraction. (English) Zbl 07611107 J. Appl. Stat. 49, No. 13, 3377-3391 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Gu, Ailing; Chen, Shumin; Li, Zhongfei; Viens, Frederi G. Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model. (English) Zbl 1501.91153 Scand. Actuar. J. 2022, No. 9, 749-774 (2022). MSC: 91G05 91B43 49L20 91A65 × Cite Format Result Cite Review PDF Full Text: DOI
Meraou, M. A.; Al-Kandari, N. M.; Raqab, M. Z. Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data. (English) Zbl 1495.62022 J. Stat. Theory Pract. 16, No. 4, Paper No. 56, 30 p. (2022). MSC: 62E15 62H10 62F10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhou, Hong-Bing; Liang, Han-Ying Change point estimation in regression model with response missing at random. (English) Zbl 07585040 Commun. Stat., Theory Methods 51, No. 20, 7101-7119 (2022). MSC: 62G08 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Dibu, A. S.; Jacob, M. J. On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income. (English) Zbl 1498.91356 Ann. Oper. Res. 315, No. 2, 969-984 (2022). MSC: 91G05 45D05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Jing; Yu, Wenguang; Liu, Chaolin Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model. (English) Zbl 07565477 Commun. Stat., Theory Methods 51, No. 15, 5048-5063 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gankhuu, Battulga; Kleinow, Jacob; Lkhamsuren, Altangerel; Horsch, Andreas Dividends and compound Poisson processes: a new stochastic stock price model. (English) Zbl 1496.91099 Int. J. Theor. Appl. Finance 25, No. 3, Article ID 2250014, 36 p. (2022). MSC: 91G50 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Akyildirim, Erdinc; Fabozzi, Frank J.; Goncu, Ahmet; Sensoy, Ahmet Statistical arbitrage in jump-diffusion models with compound Poisson processes. (English) Zbl 1494.91166 Ann. Oper. Res. 313, No. 2, 1357-1371 (2022). MSC: 91G30 60J74 60G55 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gao, Zhongqin; He, Jingmin; Zhao, Zhifeng; Wang, Bingbing Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy. (English) Zbl 1487.62136 Methodol. Comput. Appl. Probab. 24, No. 1, 233-258 (2022). MSC: 62P05 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Yu, Wenguang; Guo, Peng; Wang, Qi; Guan, Guofeng; Huang, Yujuan; Yu, Xinliang Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend. (English) Zbl 1494.91035 Adv. Difference Equ. 2021, Paper No. 220, 24 p. (2021). MSC: 91B05 91G40 91G70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Long, Yang; Guohe, Deng A perturbed risk model with constant interest and periodic barrier dividend strategy. (English) Zbl 1497.91077 Commun. Stat., Simulation Comput. 50, No. 8, 2467-2481 (2021). MSC: 91B05 62P05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Ai, The Jin; Astanti, Ririn Diar; Luong, Huynh Trung A periodic review decision model for an inventory system with two demand types. (English) Zbl 1486.90006 Int. J. Math. Oper. Res. 20, No. 3, 402-417 (2021). MSC: 90B05 × Cite Format Result Cite Review PDF Full Text: DOI
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. Making Tweedie’s compound Poisson model more accessible. (English) Zbl 1485.91208 Eur. Actuar. J. 11, No. 1, 185-226 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gonçalves, Esmeralda; Mendes-Lopes, Nazaré Signed compound Poisson integer-valued GARCH processes. (English) Zbl 07529967 Commun. Stat., Theory Methods 49, No. 22, 5468-5492 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Rao, P. Mallikharjuna; Srinivasa Rao, K. On three-graded manpower model with non-homogeneous Poisson recruitment in first and second grades. (English) Zbl 1479.90129 Int. J. Oper. Res., Taichung 17, No. 3, 65-92 (2020). MSC: 90B70 × Cite Format Result Cite Review PDF Full Text: Link
Liu, Weiqiang; Zhan, Mengya Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates. (English) Zbl 1474.62368 Chin. J. Appl. Probab. Stat. 36, No. 6, 627-655 (2020). MSC: 62P05 91G05 91G30 × Cite Format Result Cite Review PDF Full Text: DOI
Behme, Anita; Klüppelberg, Claudia; Reinert, Gesine Ruin probabilities for risk processes in a bipartite network. (English) Zbl 1468.60058 Stoch. Models 36, No. 4, 548-573 (2020). MSC: 60G51 05C80 91B05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Yanguo; Song, Chunyan; Li, Shilong Net premium reserve in life insurance under Vasicek model with jumps. (Chinese. English summary) Zbl 1474.91169 J. Shandong Univ., Nat. Sci. 55, No. 9, 81-88 (2020). MSC: 91G05 91G30 60G55 60J60 × Cite Format Result Cite Review PDF
Zhang, Aili; Liu, Zhang On occupation times for compound Poisson risk model with two-step premium rate. (English) Zbl 1463.60065 Chin. J. Appl. Probab. Stat. 36, No. 3, 261-276 (2020). MSC: 60G40 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Jiayi; Zhang, Zhimin Statistical estimation for some dividend problems under the compound Poisson risk model. (English) Zbl 1452.91284 Insur. Math. Econ. 95, 101-115 (2020). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Dolera, Emanuele; Favaro, Stefano A Berry-Esseen theorem for Pitman’s \(\alpha\)-diversity. (English) Zbl 1459.60070 Ann. Appl. Probab. 30, No. 2, 847-869 (2020). MSC: 60F15 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gao, Zhongqin; He, Jingmin The Gerber-Shiu function for the compound Poisson omega model with a three-step premium rate. (English) Zbl 07529905 Commun. Stat., Theory Methods 48, No. 24, 6019-6037 (2019). MSC: 62P20 91B30 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Jingbin; Wang, Xiulian; Zou, Hua Discounted penalty function of generalized compound Poisson model of two type insurance when funds fall to initial surplus. (Chinese. English summary) Zbl 1449.91104 J. Tianjin Norm. Univ., Nat. Sci. Ed. 39, No. 6, 7-11 (2019). MSC: 91G05 44A10 60J74 45K05 × Cite Format Result Cite Review PDF Full Text: DOI
Lu, Y. H.; Li, Y. F. Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest. (English) Zbl 1435.91159 Ukr. Math. J. 71, No. 5, 718-734 (2019) and Ukr. Mat. Zh. 71, No. 5, 631-644 (2019). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Burnecki, Krzysztof; Giuricich, Mario Nicoló; Palmowski, Zbigniew Valuation of contingent convertible catastrophe bonds – the case for equity conversion. (English) Zbl 1425.91215 Insur. Math. Econ. 88, 238-254 (2019). MSC: 91B30 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bi, Junna; Chen, Kailing Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. (English) Zbl 1418.62373 RAIRO, Oper. Res. 53, No. 1, 179-206 (2019). MSC: 62P05 91B30 93E20 62P20 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Luo, Ming; Wu, Shaomin A comprehensive analysis of warranty claims and optimal policies. (English) Zbl 1430.90215 Eur. J. Oper. Res. 276, No. 1, 144-159 (2019). MSC: 90B25 90B30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cheung, Eric C. K.; Zhang, Zhimin Periodic threshold-type dividend strategy in the compound Poisson risk model. (English) Zbl 1418.91232 Scand. Actuar. J. 2019, No. 1, 1-31 (2019). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Su, Wen; Yong, Yaodi; Zhang, Zhimin Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion. (English) Zbl 1402.91216 J. Math. Anal. Appl. 469, No. 2, 705-729 (2019). MSC: 91B30 62P05 62G05 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Matsuda, Yasumasa; Yajima, Yoshihiro Locally stationary spatio-temporal processes. (English) Zbl 1430.62202 Jpn. J. Stat. Data Sci. 1, No. 1, 41-57 (2018). MSC: 62M10 62M15 62M30 62P12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Liaudanskaitė, Gabija; Čekanavičius, Vydas Asymptotics for the sum of three state Markov dependent random variables. (English) Zbl 1426.60098 Mod. Stoch., Theory Appl. 6, No. 1, 109-131 (2019). MSC: 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hess, Markus Cliquet option pricing in a jump-diffusion Lévy model. (English) Zbl 1412.60055 Mod. Stoch., Theory Appl. 5, No. 3, 317-336 (2018). MSC: 60G10 60G51 60H10 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
D’Onofrio, Giuseppe; Macci, Claudio; Pirozzi, Enrica Asymptotic results for first-passage times of some exponential processes. (English) Zbl 1422.60041 Methodol. Comput. Appl. Probab. 20, No. 4, 1453-1476 (2018). MSC: 60F10 60G51 60K20 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI Link
Meng, Shengwang; Gao, Guangyuan Compound Poisson claims reserving models: extensions and inference. (English) Zbl 1404.91144 ASTIN Bull. 48, No. 3, 1137-1156 (2018). MSC: 91B30 62P05 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen Optimal reinsurance in a compound Poisson risk model with dependence. (English) Zbl 1397.91294 J. Appl. Math. Comput. 58, No. 1-2, 389-412 (2018). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Reis, Matthias; Kromer, Justus A.; Klipp, Edda General solution of the chemical master equation and modality of marginal distributions for hierarchic first-order reaction networks. (English) Zbl 1397.92784 J. Math. Biol. 77, No. 2, 377-419 (2018). MSC: 92E20 62E10 34A30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Puig, Pedro; Kokonendji, Célestin C. Non-parametric estimation of the number of zeros in truncated count distributions. (English) Zbl 1407.62125 Scand. J. Stat. 45, No. 2, 347-365 (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62G07 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano A mixture model for payments and payment numbers in claims reserving. (English) Zbl 1390.91184 ASTIN Bull. 48, No. 1, 25-53 (2018). MSC: 91B30 62J12 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhang, Zhimin; Han, Xiao The compound Poisson risk model under a mixed dividend strategy. (English) Zbl 1427.91080 Appl. Math. Comput. 315, 1-12 (2017). MSC: 91B05 62P05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
An, Yang; Chan, Ngai Hang Short-term stock price prediction based on limit order book dynamics. (English) Zbl 1397.91581 J. Forecast. 36, No. 5, 541-556 (2017). MSC: 91G30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Albrecher, Hansjörg; Cani, Arian Risk theory with affine dividend payment strategies. (English) Zbl 1415.91147 Elsholtz, Christian (ed.) et al., Number theory – Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy’s 60th birthday. Cham: Springer. 25-60 (2017). MSC: 91B30 60H30 44A10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui A class of nonzero-sum investment and reinsurance games subject to systematic risks. (English) Zbl 1402.91215 Scand. Actuar. J. 2017, No. 8, 670-707 (2017). MSC: 91B30 91A15 91A23 49L20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Schmidli, Hanspeter Risk theory. (English) Zbl 1422.91009 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-319-72004-3/pbk; 978-3-319-72005-0/ebook). xii, 242 p. (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 91B16 60J75 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhimin; Liu, Chaolin Moments of discounted dividend payments in a risk model with randomized dividend-decision times. (English) Zbl 1405.91269 Front. Math. China 12, No. 2, 493-513 (2017). MSC: 91B30 45K05 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Clément, Dombry; Landy, Rabehasaina High order expansions for renewal functions and applications to ruin theory. (English) Zbl 1373.60150 Ann. Appl. Probab. 27, No. 4, 2342-2382 (2017). MSC: 60K05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Weiß, Christian H.; Gonçalves, Esmeralda; Mendes Lopes, Nazaré Testing the compounding structure of the CP-INARCH model. (English) Zbl 1386.60255 Metrika 80, No. 5, 571-603 (2017). MSC: 60J10 62M02 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhao, Lei; Mi, Dong; Sun, Yeqing A novel multitarget model of radiation-induced cell killing based on the Gaussian distribution. (English) Zbl 1370.92078 J. Theor. Biol. 420, 135-143 (2017). MSC: 92C50 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1360.62505 Commun. Stat., Theory Methods 46, No. 4, 1898-1915 (2017). MSC: 62P05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
He, Xiaoli; Yu, Guosheng Duration of negative surplus for the multi-compound Poisson-geometric risk model of multi-type-insurance with a constant interest rate. (Chinese. English summary) Zbl 1363.91034 J. Hubei Univ., Nat. Sci. 38, No. 1, 18-24 (2016). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Mercier, Sophie; Pham, Hai Ha A random shock model with mixed effect, including competing soft and sudden failures, and dependence. (English) Zbl 1339.60131 Methodol. Comput. Appl. Probab. 18, No. 2, 377-400 (2016). MSC: 60K10 60G55 60G57 60G51 90B25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. (English) Zbl 1355.60117 J. Comput. Appl. Math. 296, 499-511 (2016). MSC: 60K10 62E17 91B30 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Feng, Runhuan; Volkmer, Hans W.; Zhang, Shuaiqi; Zhu, Chao Optimal dividend policies for piecewise-deterministic compound Poisson risk models. (English) Zbl 1401.91136 Scand. Actuar. J. 2015, No. 5, 423-454 (2015). MSC: 91B30 93E20 60J75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Yuanyuan; Wang, Wensheng The perturbed compound Poisson risk model with constant interest. (English) Zbl 1349.91170 Chin. J. Appl. Probab. Stat. 31, No. 4, 375-383 (2015). MSC: 91B30 62P05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Hanagal, David D.; Dabade, Alok D. Comparison of shared frailty models for kidney infection data under exponential power baseline distribution. (English) Zbl 1337.62338 Commun. Stat., Theory Methods 44, No. 23, 5091-5108 (2015). MSC: 62P10 62F15 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Peng, Xingchun; Wang, Wenyuan; Hu, Yijun On the Markov-dependent risk model with tax. (English) Zbl 1340.91052 Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187-196 (2015). MSC: 91B30 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Yemo; Wang, Xiulian The discounted penalty function of compound Poisson risk model with observation interval being mixed exponential distribution. (Chinese. English summary) Zbl 1340.91050 J. Tianjin Norm. Univ., Nat. Sci. Ed. 35, No. 2, 17-20 (2015). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF
Coen, Arrigo; Mena, Ramsés H. Ruin probabilities for Bayesian exchangeable claims processes. (English) Zbl 1394.62139 J. Stat. Plann. Inference 166, 102-115 (2015). MSC: 62P05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Schweer, Sebastian; Wichelhaus, Cornelia Queueing systems of INAR(1) processes with compound Poisson arrivals. (English) Zbl 1329.60323 Stoch. Models 31, No. 4, 618-635 (2015). MSC: 60K25 60J10 60G55 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel Asymptotic inference in multiple-threshold double autoregressive models. (English) Zbl 1337.62272 J. Econom. 189, No. 2, 415-427 (2015). MSC: 62M10 62F12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Yu, Ping Adaptive estimation of the threshold point in threshold regression. (English) Zbl 1337.62066 J. Econom. 189, No. 1, 83-100 (2015). MSC: 62G05 62F12 62C12 62P20 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Gonçalves, Esmeralda; Mendes Lopes, Nazaré; Silva, Filipa A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model. (English) Zbl 1320.62200 Lith. Math. J. 55, No. 2, 231-242 (2015). MSC: 62M10 60G10 60G12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Xie, Jie-hua; Zou, Wei On the expected discounted penalty function for a risk model with two classes of claims and random incomes. (English) Zbl 1322.60061 Hacet. J. Math. Stat. 44, No. 2, 485-501 (2015). MSC: 60G55 60K05 91B30 62P05 × Cite Format Result Cite Review PDF
Liu, Xiao; Chen, Zhenlong; Ming, Ruixing The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time. (English) Zbl 1349.91148 J. Syst. Sci. Complex. 28, No. 2, 451-470 (2015). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Gonçalves, E.; Mendes-Lopes, N.; Silva, F. Infinitely divisible distributions in integer-valued GARCH models. (English) Zbl 1325.62165 J. Time Ser. Anal. 36, No. 4, 503-527 (2015). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Boxma, Onno; Perry, David; Zacks, Shelley A fluid EOQ model of perishable items with intermittent high and low demand rates. (English) Zbl 1318.90005 Math. Oper. Res. 40, No. 2, 390-402 (2015). MSC: 90B05 90B30 60K30 90C40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yang, Long; He, Chuanjiang Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves. (English) Zbl 07879454 Appl. Stoch. Models Bus. Ind. 30, No. 2, 157-171 (2014). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier. (English) Zbl 07879449 Appl. Stoch. Models Bus. Ind. 30, No. 2, 82-98 (2014). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Schweer, Sebastian; Weiß, Christian H. Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion. (English) Zbl 1506.62162 Comput. Stat. Data Anal. 77, 267-284 (2014). MSC: 62-08 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Terui, Nobuhiko; Ban, Masataka Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes. (English) Zbl 1397.62241 J. Forecast. 33, No. 5, 376-390 (2014). MSC: 62H86 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Schmidli, Hanspeter A note on Gerber-Shiu functions with an application. (English) Zbl 1411.91315 Silvestrov, Dmitrii (ed.) et al., Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11–14, 2013. Cham: Springer. EAA Series, 21-36 (2014). MSC: 91B30 60K10 44A10 × Cite Format Result Cite Review PDF Full Text: DOI
Hanagal, David D.; Dabade, Alok D. Comparisons of frailty models for kidney infection data under Weibull baseline distribution. (English) Zbl 1317.92051 Int. J. Math. Model. Numer. Optim. 5, No. 4, 342-373 (2014). MSC: 92C60 92C50 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Zhifu; Tian, Feng; Jin, Shu; Pan, Xu; Wang, Yan The probability of ruin in double-type insurance generalized compound Poisson risk models. (Chinese. English summary) Zbl 1313.91085 J. Bohai Univ., Nat. Sci. 35, No. 1, 1-4, 60 (2014). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF