Homann, Jonathan; Kuo, Wen-Chi; Watson, Bruce A. A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces. (English) Zbl 07326422 Proc. Am. Math. Soc., Ser. B 8, 75-85 (2021). MSC: 46A40 47A35 37A25 60F05 PDF BibTeX XML Cite \textit{J. Homann} et al., Proc. Am. Math. Soc., Ser. B 8, 75--85 (2021; Zbl 07326422) Full Text: DOI
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 07324190 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 07324190) Full Text: DOI
Cho, Dong Hyun An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths. (English) Zbl 07311092 Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203-222 (2021). MSC: 28C20 60G05 60G15 PDF BibTeX XML Cite \textit{D. H. Cho}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203--222 (2021; Zbl 07311092) Full Text: DOI
Lala Bouali, Dalal; Benatia, Fatah; Brahimi, Brahim; Chesneau, Christophe Robust estimator of conditional tail expectation of Pareto-type distribution. (English) Zbl 07303004 J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021). MSC: 62H12 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{D. Lala Bouali} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021; Zbl 07303004) Full Text: DOI
El Allali, M.; Ezzaki, F. Conditional expectation of Pettis integrable random sets: existence and convergence theorems. (English) Zbl 07286945 Adv. Oper. Theory 6, No. 1, Paper No. 5, 18 p. (2021). MSC: 46G12 60G42 60G46 PDF BibTeX XML Cite \textit{M. El Allali} and \textit{F. Ezzaki}, Adv. Oper. Theory 6, No. 1, Paper No. 5, 18 p. (2021; Zbl 07286945) Full Text: DOI
Tsai, Henghsiu; Ho, Hwai-Chung; Chen, Hung-Yin Non-parametric inference on risk measures for integrated returns. (English) Zbl 1451.91232 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485-2497 (2021). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{H. Tsai} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485--2497 (2021; Zbl 1451.91232) Full Text: DOI
Blecher, David P.; Neal, Matthew Contractive projections and real positive maps on operator algebras. (English) Zbl 07282480 Stud. Math. 256, No. 1, 21-60 (2021). MSC: 17C65 46L05 46L70 47L05 47L07 47L30 47L70 46H10 46B40 46L07 46L30 47L75 PDF BibTeX XML Cite \textit{D. P. Blecher} and \textit{M. Neal}, Stud. Math. 256, No. 1, 21--60 (2021; Zbl 07282480) Full Text: DOI
Estaremi, Y. On a class of bounded operators and their ascent and descent. (English) Zbl 07321737 Rend. Circ. Mat. Palermo (2) 69, No. 3, 1393-1399 (2020). MSC: 46E30 47A05 PDF BibTeX XML Cite \textit{Y. Estaremi}, Rend. Circ. Mat. Palermo (2) 69, No. 3, 1393--1399 (2020; Zbl 07321737) Full Text: DOI
Denuit, Michel Investing in your own and peers’ risks: the simple analytics of P2P insurance. (English) Zbl 1455.91218 Eur. Actuar. J. 10, No. 2, 335-359 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Denuit}, Eur. Actuar. J. 10, No. 2, 335--359 (2020; Zbl 1455.91218) Full Text: DOI
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. (English) Zbl 07297553 Methodol. Comput. Appl. Probab. 22, No. 3, 1169-1191 (2020). MSC: 62H12 62F10 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Methodol. Comput. Appl. Probab. 22, No. 3, 1169--1191 (2020; Zbl 07297553) Full Text: DOI
Denuit, Michel; Robert, Christian Y. Large-loss behavior of conditional mean risk sharing. (English) Zbl 1454.91178 ASTIN Bull. 50, No. 3, 1093-1122 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Y. Robert}, ASTIN Bull. 50, No. 3, 1093--1122 (2020; Zbl 1454.91178) Full Text: DOI
Wang, Jindong; Xu, Wei Risk-based capital for variable annuity under stochastic interest rate. (English) Zbl 1454.91207 ASTIN Bull. 50, No. 3, 959-999 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{J. Wang} and \textit{W. Xu}, ASTIN Bull. 50, No. 3, 959--999 (2020; Zbl 1454.91207) Full Text: DOI
Dang, Ou; Feng, Mingbin; Hardy, Mary R. Efficient nested simulation for conditional tail expectation of variable annuities. (English) Zbl 1454.91176 N. Am. Actuar. J. 24, No. 2, 187-210 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{O. Dang} et al., N. Am. Actuar. J. 24, No. 2, 187--210 (2020; Zbl 1454.91176) Full Text: DOI
Bogachev, V. I. Approximations of nonlinear integral functionals of entropy type. (English. Russian original) Zbl 07282918 Proc. Steklov Inst. Math. 310, 1-11 (2020); translation from Tr. Mat. Inst. Steklova 310, 7-18 (2020). MSC: 82B05 62B10 PDF BibTeX XML Cite \textit{V. I. Bogachev}, Proc. Steklov Inst. Math. 310, 1--11 (2020; Zbl 07282918); translation from Tr. Mat. Inst. Steklova 310, 7--18 (2020) Full Text: DOI
Gardes, Laurent; Girard, Stéphane; Stupfler, Gilles Beyond tail median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization. (English) Zbl 1454.62143 Scand. J. Stat. 47, No. 3, 922-949 (2020). MSC: 62G32 60F17 62P20 PDF BibTeX XML Cite \textit{L. Gardes} et al., Scand. J. Stat. 47, No. 3, 922--949 (2020; Zbl 1454.62143) Full Text: DOI
Peng, Bo; Guo, Jingjun Asset pricing and simulation under the environment of jumping and mixed Gaussian process. (Chinese. English summary) Zbl 07267035 J. Shandong Univ., Nat. Sci. 55, No. 5, 105-113 (2020). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{B. Peng} and \textit{J. Guo}, J. Shandong Univ., Nat. Sci. 55, No. 5, 105--113 (2020; Zbl 07267035) Full Text: DOI
Emamalipour, H.; Jabbarzadeh, M. R.; Shahi, A. Generalized inverses of conditional type operators. (English) Zbl 07262168 Complex Anal. Oper. Theory 14, No. 7, Paper No. 71, 17 p. (2020). MSC: 47B20 47B25 PDF BibTeX XML Cite \textit{H. Emamalipour} et al., Complex Anal. Oper. Theory 14, No. 7, Paper No. 71, 17 p. (2020; Zbl 07262168) Full Text: DOI
Klenke, Achim Probability theory. A comprehensive course. 3rd revised and expanded edition. (English) Zbl 1451.60003 Universitext. Cham: Springer (ISBN 978-3-030-56401-8/pbk; 978-3-030-56402-5/ebook). xiv, 716 p. (2020). MSC: 60-01 28-01 60G05 60J10 60H05 PDF BibTeX XML Cite \textit{A. Klenke}, Probability theory. A comprehensive course. 3rd revised and expanded edition. Cham: Springer (2020; Zbl 1451.60003) Full Text: DOI
Klenke, Achim Probability theory. 4th revised and supplemented edition. (Wahrscheinlichkeitstheorie.) (German) Zbl 1443.60001 Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-62088-5/pbk; 978-3-662-62089-2/ebook). xiv, 703 p. (2020). MSC: 60-01 28-01 60G05 60J10 60H05 PDF BibTeX XML Cite \textit{A. Klenke}, Wahrscheinlichkeitstheorie. Berlin: Springer Spektrum (2020; Zbl 1443.60001) Full Text: DOI
Hartmann, Carsten; Neureither, Lara; Sharma, Upanshu Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging. (English) Zbl 1447.35028 SIAM J. Math. Anal. 52, No. 3, 2689-2733 (2020). MSC: 35B25 35R60 35B40 35K10 60J60 60H10 82C31 PDF BibTeX XML Cite \textit{C. Hartmann} et al., SIAM J. Math. Anal. 52, No. 3, 2689--2733 (2020; Zbl 1447.35028) Full Text: DOI
Krajewska, Elżbieta On (in)dependence measures in Riesz spaces. (English) Zbl 07244638 J. Math. Anal. Appl. 491, No. 1, Article ID 124266, 12 p. (2020). MSC: 47B60 47B65 46A40 46B42 60G48 PDF BibTeX XML Cite \textit{E. Krajewska}, J. Math. Anal. Appl. 491, No. 1, Article ID 124266, 12 p. (2020; Zbl 07244638) Full Text: DOI
Rezaei, Amir; Yousefzadeh, Fatemeh; Arellano-Valle, Reinaldo B. Scale and shape mixtures of matrix variate extended skew normal distributions. (English) Zbl 1448.62066 J. Multivariate Anal. 179, Article ID 104649, 16 p. (2020). MSC: 62H05 62H12 PDF BibTeX XML Cite \textit{A. Rezaei} et al., J. Multivariate Anal. 179, Article ID 104649, 16 p. (2020; Zbl 1448.62066) Full Text: DOI
El-Louh, M’hamed; Ezzaki, Fatima; Tahri, Khalid Set valued Aumann-Pettis integrable martingale representation theorem and convergence. (English) Zbl 07238103 Ann. Funct. Anal. 11, No. 4, 1236-1256 (2020). MSC: 60 28A05 46B25 60B12 60G42 PDF BibTeX XML Cite \textit{M. El-Louh} et al., Ann. Funct. Anal. 11, No. 4, 1236--1256 (2020; Zbl 07238103) Full Text: DOI
Choi, Byoung Jin Inequalities for martingales with respect to positive module operators. (English) Zbl 07236546 Adv. Oper. Theory 5, No. 4, 1455-1467 (2020). MSC: 46L53 47A63 PDF BibTeX XML Cite \textit{B. J. Choi}, Adv. Oper. Theory 5, No. 4, 1455--1467 (2020; Zbl 07236546) Full Text: DOI
Maleki, Mohsen; Hajrajabi, Arezo; Arellano-Valle, Reinaldo B. Symmetrical and asymmetrical mixture autoregressive processes. (English) Zbl 1445.62233 Braz. J. Probab. Stat. 34, No. 2, 273-290 (2020). MSC: 62M10 62H30 62P20 PDF BibTeX XML Cite \textit{M. Maleki} et al., Braz. J. Probab. Stat. 34, No. 2, 273--290 (2020; Zbl 1445.62233) Full Text: DOI Euclid
Shushi, Tomer; Yao, Jing Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models. (English) Zbl 1446.91073 Insur. Math. Econ. 93, 178-186 (2020). MSC: 91G05 91G70 91G45 PDF BibTeX XML Cite \textit{T. Shushi} and \textit{J. Yao}, Insur. Math. Econ. 93, 178--186 (2020; Zbl 1446.91073) Full Text: DOI
Chekroun, Mickaël D.; Tantet, Alexis; Dijkstra, Henk A.; Neelin, J. David Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory. (English) Zbl 07222537 J. Stat. Phys. 179, No. 5-6, 1366-1402 (2020). MSC: 60H10 35Q84 35R60 60J35 82C31 PDF BibTeX XML Cite \textit{M. D. Chekroun} et al., J. Stat. Phys. 179, No. 5--6, 1366--1402 (2020; Zbl 07222537) Full Text: DOI
Dauitbek, D.; Tulenov, K. Conditional expectation on non-commutative \(H^{(r,s)}_p(\mathcal{A};\ell_{\infty})\) and \(H_p(\mathcal{A};\ell_1)\) spaces: semifinite case. (English) Zbl 07222414 Ann. Funct. Anal. 11, No. 3, 617-625 (2020). MSC: 46L51 46L52 PDF BibTeX XML Cite \textit{D. Dauitbek} and \textit{K. Tulenov}, Ann. Funct. Anal. 11, No. 3, 617--625 (2020; Zbl 07222414) Full Text: DOI
Mushambi, Nyasha; Watson, Bruce A.; Zinsou, Bertin Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces. (English) Zbl 1445.46004 Positivity 24, No. 3, 753-760 (2020). Reviewer: S. S. Kutateladze (Novosibirsk) MSC: 46A40 60F15 PDF BibTeX XML Cite \textit{N. Mushambi} et al., Positivity 24, No. 3, 753--760 (2020; Zbl 1445.46004) Full Text: DOI
Fima, Pierre; Germain, Emmanuel The KK-theory of amalgamated free products. (English) Zbl 1455.46074 Adv. Math. 369, Article ID 107174, 34 p. (2020). Reviewer: Ralf Meyer (Göttingen) MSC: 46L80 19K35 PDF BibTeX XML Cite \textit{P. Fima} and \textit{E. Germain}, Adv. Math. 369, Article ID 107174, 34 p. (2020; Zbl 1455.46074) Full Text: DOI
El Harami, Mohamed Conditional expectation of Pettis integrable unbounded random sets. (English) Zbl 1455.60010 J. Korean Math. Soc. 57, No. 2, 359-381 (2020). MSC: 60B11 28C20 PDF BibTeX XML Cite \textit{M. El Harami}, J. Korean Math. Soc. 57, No. 2, 359--381 (2020; Zbl 1455.60010) Full Text: DOI
Stabile, Giovanni; Rosic, Bojana Bayesian identification of a projection-based reduced order model for computational fluid dynamics. (English) Zbl 07196721 Comput. Fluids 201, Article ID 104477, 10 p. (2020). MSC: 76 PDF BibTeX XML Cite \textit{G. Stabile} and \textit{B. Rosic}, Comput. Fluids 201, Article ID 104477, 10 p. (2020; Zbl 07196721) Full Text: DOI
Chan, Lok Hang; Chen, Kun; Li, Chunxue; Wong, Chung Wang; Yau, Chun Yip On higher-order moment and cumulant estimation. (English) Zbl 07194310 J. Stat. Comput. Simulation 90, No. 4, 747-771 (2020). MSC: 62 PDF BibTeX XML Cite \textit{L. H. Chan} et al., J. Stat. Comput. Simulation 90, No. 4, 747--771 (2020; Zbl 07194310) Full Text: DOI
Blecher, David P.; Labuschagne, Louis E. On vector-valued characters for noncommutative function algebras. (English) Zbl 1446.46042 Complex Anal. Oper. Theory 14, No. 2, Paper No. 31, 30 p. (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 46L52 47L30 46L10 PDF BibTeX XML Cite \textit{D. P. Blecher} and \textit{L. E. Labuschagne}, Complex Anal. Oper. Theory 14, No. 2, Paper No. 31, 30 p. (2020; Zbl 1446.46042) Full Text: DOI
Nogales, A. G. Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis. (English) Zbl 1435.60015 Statistics 54, No. 2, 239-256 (2020). MSC: 60E05 62F10 62P10 62B05 PDF BibTeX XML Cite \textit{A. G. Nogales}, Statistics 54, No. 2, 239--256 (2020; Zbl 1435.60015) Full Text: DOI
Kalantar, Mehrdad; Kasprzak, Paweł; Skalski, Adam; Sołtan, Piotr M. Induction for locally compact quantum groups revisited. (English) Zbl 1446.46050 Proc. R. Soc. Edinb., Sect. A, Math. 150, No. 2, 1071-1093 (2020). Reviewer: Ralf Meyer (Göttingen) MSC: 46L67 20G42 22D30 22D25 PDF BibTeX XML Cite \textit{M. Kalantar} et al., Proc. R. Soc. Edinb., Sect. A, Math. 150, No. 2, 1071--1093 (2020; Zbl 1446.46050) Full Text: DOI
Roozegar, Roohollah; Balakrishnan, Narayanaswamy; Jamalizadeh, Ahad On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation. (English) Zbl 1435.62180 J. Multivariate Anal. 177, Article ID 104586, 15 p. (2020). MSC: 62H05 62E10 91B05 PDF BibTeX XML Cite \textit{R. Roozegar} et al., J. Multivariate Anal. 177, Article ID 104586, 15 p. (2020; Zbl 1435.62180) Full Text: DOI
Emamalipour, Hossain; Jabbarzadeh, Mohammad Reza Lambert conditional operators on \(L^2(\Sigma )\). (English) Zbl 1441.47026 Complex Anal. Oper. Theory 14, No. 1, Paper No. 18, 21 p. (2020). Reviewer: Hamza El Azhar (El Jadida) MSC: 47B20 47B25 PDF BibTeX XML Cite \textit{H. Emamalipour} and \textit{M. R. Jabbarzadeh}, Complex Anal. Oper. Theory 14, No. 1, Paper No. 18, 21 p. (2020; Zbl 1441.47026) Full Text: DOI
Mousavi, Seyedjavad Ahmadi; Amirzadeh, Vahid; Rezapour, Mohsen; Sheikhy, Ayob Multivariate tail conditional expectation for scale mixtures of skew-normal distribution. (English) Zbl 07193890 J. Stat. Comput. Simulation 89, No. 17, 3167-3181 (2019). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. A. Mousavi} et al., J. Stat. Comput. Simulation 89, No. 17, 3167--3181 (2019; Zbl 07193890) Full Text: DOI
Cascone, Marcos H.; Hotta, Luiz K. Quasi-maximum likelihood estimation of GARCH models in the presence of missing values. (English) Zbl 07193725 J. Stat. Comput. Simulation 89, No. 2, 292-314 (2019). MSC: 62M10 91B70 91B84 PDF BibTeX XML Cite \textit{M. H. Cascone} and \textit{L. K. Hotta}, J. Stat. Comput. Simulation 89, No. 2, 292--314 (2019; Zbl 07193725) Full Text: DOI
Vondřejc, Jaroslav; Matthies, Hermann G. Accurate computation of conditional expectation for highly nonlinear problems. (English) Zbl 1436.62101 SIAM/ASA J. Uncertain. Quantif. 7, 1349-1368 (2019). MSC: 62F15 60H35 35R30 PDF BibTeX XML Cite \textit{J. Vondřejc} and \textit{H. G. Matthies}, SIAM/ASA J. Uncertain. Quantif. 7, 1349--1368 (2019; Zbl 1436.62101) Full Text: DOI
Hiai, Fumio; Lim, Yongdo Convergence theorems for barycentric maps. (English) Zbl 1436.60011 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22, No. 3, Article ID 1950016, 40 p. (2019). MSC: 60B05 47A64 37A30 60F10 PDF BibTeX XML Cite \textit{F. Hiai} and \textit{Y. Lim}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22, No. 3, Article ID 1950016, 40 p. (2019; Zbl 1436.60011) Full Text: DOI
Jorgensen, Palle; Tian, Feng Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations. (English) Zbl 1447.81147 Discrete Contin. Dyn. Syst., Ser. S 12, No. 8, 2307-2348 (2019). MSC: 81S20 81S40 60H07 47L60 46N30 65R10 58J65 81S25 PDF BibTeX XML Cite \textit{P. Jorgensen} and \textit{F. Tian}, Discrete Contin. Dyn. Syst., Ser. S 12, No. 8, 2307--2348 (2019; Zbl 1447.81147) Full Text: DOI
Jabbarzadeh, M. R.; Sharifi, M. H. Operators whose ranges are contained in the null space of conditional expectations. (English) Zbl 07150864 Math. Nachr. 292, No. 11, 2427-2440 (2019). MSC: 47B20 47B38 PDF BibTeX XML Cite \textit{M. R. Jabbarzadeh} and \textit{M. H. Sharifi}, Math. Nachr. 292, No. 11, 2427--2440 (2019; Zbl 07150864) Full Text: DOI
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien Bounds on concordance-based validation statistics in regression models for binary responses. (English) Zbl 1428.62342 Methodol. Comput. Appl. Probab. 21, No. 2, 491-509 (2019). MSC: 62J12 62P05 62P15 PDF BibTeX XML Cite \textit{M. Denuit} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 491--509 (2019; Zbl 1428.62342) Full Text: DOI
Sarkar, Kaushik; Colbourn, Charles J. Two-stage algorithms for covering array construction. (English) Zbl 1429.05026 J. Comb. Des. 27, No. 8, 475-505 (2019). MSC: 05B15 05B40 68P10 68W20 PDF BibTeX XML Cite \textit{K. Sarkar} and \textit{C. J. Colbourn}, J. Comb. Des. 27, No. 8, 475--505 (2019; Zbl 1429.05026) Full Text: DOI arXiv
Imanfar, M.; Pourabbas, A. A conditional expectation on the tensor product of Exel-Laca algebras. (English) Zbl 1441.46039 Note Mat. 39, No. 1, 25-32 (2019). MSC: 46L05 46L55 PDF BibTeX XML Cite \textit{M. Imanfar} and \textit{A. Pourabbas}, Note Mat. 39, No. 1, 25--32 (2019; Zbl 1441.46039) Full Text: DOI
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: application to correlated claim frequencies. (English) Zbl 1427.91227 ASTIN Bull. 49, No. 3, 647-688 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., ASTIN Bull. 49, No. 3, 647--688 (2019; Zbl 1427.91227) Full Text: DOI
Denuit, Michel Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. (English) Zbl 1427.91225 ASTIN Bull. 49, No. 3, 591-617 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Denuit}, ASTIN Bull. 49, No. 3, 591--617 (2019; Zbl 1427.91225) Full Text: DOI
Jabbarzadeh, M. R.; Shakeri, Z. The compressions of the weighted conditional expectation operators. (English) Zbl 07132629 Oper. Matrices 13, No. 2, 333-342 (2019). MSC: 47B20 47B38 PDF BibTeX XML Cite \textit{M. R. Jabbarzadeh} and \textit{Z. Shakeri}, Oper. Matrices 13, No. 2, 333--342 (2019; Zbl 07132629) Full Text: DOI
Adachi, Takanori; Ryu, Yoshihiro A category of probability spaces. (English) Zbl 07131310 J. Math. Sci., Tokyo 26, No. 2, 201-221 (2019). MSC: 18B99 60A99 16B50 60G20 PDF BibTeX XML Cite \textit{T. Adachi} and \textit{Y. Ryu}, J. Math. Sci., Tokyo 26, No. 2, 201--221 (2019; Zbl 07131310) Full Text: Link arXiv
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung On additivity of tail comonotonic risks. (English) Zbl 1426.91210 Scand. Actuar. J. 2019, No. 10, 837-866 (2019). MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 10, 837--866 (2019; Zbl 1426.91210) Full Text: DOI
Jabbarzadeh, M. R.; Sharifi, M. H. Lambert conditional type operators on \(L^2(\Sigma)\). (English) Zbl 07120183 Linear Multilinear Algebra 67, No. 10, 2030-2047 (2019). MSC: 47B20 47B38 PDF BibTeX XML Cite \textit{M. R. Jabbarzadeh} and \textit{M. H. Sharifi}, Linear Multilinear Algebra 67, No. 10, 2030--2047 (2019; Zbl 07120183) Full Text: DOI
Estaremi, Y. Reducibility of WCE operators on \(L^2({\mathcal{F}})\). (English) Zbl 07118397 Positivity 23, No. 5, 1165-1172 (2019). MSC: 47A15 PDF BibTeX XML Cite \textit{Y. Estaremi}, Positivity 23, No. 5, 1165--1172 (2019; Zbl 07118397) Full Text: DOI
Fries, Christian P. Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations. (English) Zbl 1420.91507 Quant. Finance 19, No. 6, 1043-1059 (2019). MSC: 91G60 65C05 60H15 PDF BibTeX XML Cite \textit{C. P. Fries}, Quant. Finance 19, No. 6, 1043--1059 (2019; Zbl 1420.91507) Full Text: DOI
Hua, Lei; Polansky, Alan; Pramanik, Paramahansa Assessing bivariate tail non-exchangeable dependence. (English) Zbl 07109988 Stat. Probab. Lett. 155, Article ID 108556, 8 p. (2019). MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{L. Hua} et al., Stat. Probab. Lett. 155, Article ID 108556, 8 p. (2019; Zbl 07109988) Full Text: DOI
Ezzaki, Fatima; Tahri, Khalid Representation theorem of set valued regular martingale: application to the convergence of set valued martingale. (English) Zbl 1454.60057 Stat. Probab. Lett. 154, Article ID 108548, 7 p. (2019). MSC: 60G42 PDF BibTeX XML Cite \textit{F. Ezzaki} and \textit{K. Tahri}, Stat. Probab. Lett. 154, Article ID 108548, 7 p. (2019; Zbl 1454.60057) Full Text: DOI
Toumi, Mohamed Ali Averaging operators and continuous projections on \(f\)-algebras. (English) Zbl 07107906 Bull. Malays. Math. Sci. Soc. (2) 42, No. 5, 2927-2945 (2019). MSC: 06F25 47B65 PDF BibTeX XML Cite \textit{M. A. Toumi}, Bull. Malays. Math. Sci. Soc. (2) 42, No. 5, 2927--2945 (2019; Zbl 07107906) Full Text: DOI
Aliyan, A.; Estaremi, Y.; Ebadian, A. Conditional Carleson measures and related operators on Bergman spaces. (English) Zbl 1428.47010 Bull. Iran. Math. Soc. 45, No. 4, 997-1010 (2019). MSC: 47B38 30H20 46E15 PDF BibTeX XML Cite \textit{A. Aliyan} et al., Bull. Iran. Math. Soc. 45, No. 4, 997--1010 (2019; Zbl 1428.47010) Full Text: DOI arXiv
Kharrat, Mohamed Pricing American put options under stochastic volatility using the Malliavin derivative. (English) Zbl 1422.91709 Rev. Unión Mat. Argent. 60, No. 1, 137-147 (2019). MSC: 91G20 60G40 91G60 60H07 PDF BibTeX XML Cite \textit{M. Kharrat}, Rev. Unión Mat. Argent. 60, No. 1, 137--147 (2019; Zbl 1422.91709) Full Text: Link
Baron, Michael Probability and statistics for computer scientists. 3rd edition. (English) Zbl 1431.62001 Boca Raton, FL: CRC Press (ISBN 978-1-138-04448-7/hbk; 978-1-315-17228-6/ebook). xix, 465 p. (2019). Reviewer: Irina Ioana Mohorianu (Oxford) MSC: 62-01 60-01 68-01 00A06 PDF BibTeX XML Cite \textit{M. Baron}, Probability and statistics for computer scientists. 3rd edition. Boca Raton, FL: CRC Press (2019; Zbl 1431.62001) Full Text: DOI
Blecher, David P.; Flores, Luis C.; Zimmer, Beate G. The Hoffman-Rossi theorem for operator algebras. (English) Zbl 1426.46039 Integral Equations Oper. Theory 91, No. 2, Paper No. 17, 7 p. (2019). MSC: 46L10 47L30 47L45 47L50 PDF BibTeX XML Cite \textit{D. P. Blecher} et al., Integral Equations Oper. Theory 91, No. 2, Paper No. 17, 7 p. (2019; Zbl 1426.46039) Full Text: DOI arXiv
Löffler, Andreas; Kruschwitz, Lutz The Brownian motion. A rigorous but gentle introduction for economists. (English) Zbl 1426.91005 Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-20102-9/hbk; 978-3-030-20103-6/ebook). x, 125 p., open access (2019). Reviewer: Weiping Li (Stillwater) MSC: 91-02 91G99 60J70 26A42 PDF BibTeX XML Cite \textit{A. Löffler} and \textit{L. Kruschwitz}, The Brownian motion. A rigorous but gentle introduction for economists. Cham: Springer (2019; Zbl 1426.91005) Full Text: DOI
Kim, Joseph H. T.; Kim, So-Yeun Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English) Zbl 1411.91293 Insur. Math. Econ. 86, 145-157 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{J. H. T. Kim} and \textit{S.-Y. Kim}, Insur. Math. Econ. 86, 145--157 (2019; Zbl 1411.91293) Full Text: DOI
Ignatieva, Katja; Landsman, Zinoviy Conditional tail risk measures for the skewed generalised hyperbolic family. (English) Zbl 1411.91510 Insur. Math. Econ. 86, 98-114 (2019). MSC: 91G10 91G70 62P05 62E10 PDF BibTeX XML Cite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 86, 98--114 (2019; Zbl 1411.91510) Full Text: DOI
Daveloose, Catherine; Khedher, Asma; Vanmaele, Michèle Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting. (English) Zbl 07054775 Stochastic Anal. Appl. 37, No. 2, 281-319 (2019). MSC: 65C05 60H07 60H35 60H30 PDF BibTeX XML Cite \textit{C. Daveloose} et al., Stochastic Anal. Appl. 37, No. 2, 281--319 (2019; Zbl 07054775) Full Text: DOI
Moslehian, Mohammad Sal; Talebi, Ali A variance bound for a general function of independent noncommutative random variables. (English) Zbl 1421.46043 Quaest. Math. 42, No. 3, 307-318 (2019). MSC: 46L53 60E15 PDF BibTeX XML Cite \textit{M. S. Moslehian} and \textit{A. Talebi}, Quaest. Math. 42, No. 3, 307--318 (2019; Zbl 1421.46043) Full Text: DOI
Kim, Joseph H. T.; Jang, Jiwook; Pyun, Chaehyun Capital allocation for a sum of dependent compound mixed Poisson variables: a recursive algorithm approach. (English) Zbl 1417.62300 N. Am. Actuar. J. 23, No. 1, 82-97 (2019). MSC: 62P05 91B30 62E15 PDF BibTeX XML Cite \textit{J. H. T. Kim} et al., N. Am. Actuar. J. 23, No. 1, 82--97 (2019; Zbl 1417.62300) Full Text: DOI
Zarikian, Vrej Unique expectations for discrete crossed products. (English) Zbl 07045485 Ann. Funct. Anal. 10, No. 1, 60-71 (2019). MSC: 47L65 46L07 46M10 PDF BibTeX XML Cite \textit{V. Zarikian}, Ann. Funct. Anal. 10, No. 1, 60--71 (2019; Zbl 07045485) Full Text: DOI Euclid
Ortobelli, Sergio; Kouaissah, Noureddine; Tichý, Tomáš On the use of conditional expectation in portfolio selection problems. (English) Zbl 1419.91590 Ann. Oper. Res. 274, No. 1-2, 501-530 (2019). MSC: 91G10 62P05 62G32 PDF BibTeX XML Cite \textit{S. Ortobelli} et al., Ann. Oper. Res. 274, No. 1--2, 501--530 (2019; Zbl 1419.91590) Full Text: DOI
Kuo, Wen-Chi; Rodda, David F.; Watson, Bruce A. Strong sequential completeness of the natural domain of a conditional expectation operator in Riesz spaces. (English) Zbl 1419.46005 Proc. Am. Math. Soc. 147, No. 4, 1597-1603 (2019). MSC: 46A40 PDF BibTeX XML Cite \textit{W.-C. Kuo} et al., Proc. Am. Math. Soc. 147, No. 4, 1597--1603 (2019; Zbl 1419.46005) Full Text: DOI
Hashorva, Enkelejd Approximation of some multivariate risk measures for Gaussian risks. (English) Zbl 1404.60050 J. Multivariate Anal. 169, 330-340 (2019). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, J. Multivariate Anal. 169, 330--340 (2019; Zbl 1404.60050) Full Text: DOI
Chen, Fangqing; Wang, Jinghai Pricing of convertible bonds with double risk in the model. (Chinese. English summary) Zbl 1424.91119 J. Fuzhou Univ., Nat. Sci. 46, No. 5, 620-625 (2018). MSC: 91G20 60H10 PDF BibTeX XML Cite \textit{F. Chen} and \textit{J. Wang}, J. Fuzhou Univ., Nat. Sci. 46, No. 5, 620--625 (2018; Zbl 1424.91119) Full Text: DOI
Ji, Ronglin; Zhou, Jinming Convexity of \(g\)-expectations and its application. (Chinese. English summary) Zbl 1424.60071 Acta Sci. Nat. Univ. Sunyatseni 57, No. 5, 127-131 (2018). MSC: 60H10 91B30 62P05 PDF BibTeX XML Cite \textit{R. Ji} and \textit{J. Zhou}, Acta Sci. Nat. Univ. Sunyatseni 57, No. 5, 127--131 (2018; Zbl 1424.60071) Full Text: DOI
Lee, Jaeha; Tsutsui, Izumi A general framework of quasi-probabilities and the statistical behaviour of non-commuting quantum observables. (English) Zbl 1414.81029 Ozawa, Masanao (ed.) et al., Reality and measurement in algebraic quantum theory. NWW 2015, Nagoya, Japan, March 9–13, 2015. Selected papers based on presentations at the Nagoya winter workshop 2015: reality and measurement in algebraic quantum theory. Singapore: Springer. Springer Proc. Math. Stat. 261, 195-228 (2018). MSC: 81P05 81S30 81P15 81P40 81S05 PDF BibTeX XML Cite \textit{J. Lee} and \textit{I. Tsutsui}, Springer Proc. Math. Stat. 261, 195--228 (2018; Zbl 1414.81029) Full Text: DOI
Luor, Dah-Chin Conditional expectation type operators and modular inequalities. (English) Zbl 1424.47079 Turk. J. Math. 42, No. 6, 3117-3122 (2018). MSC: 47B38 26D15 PDF BibTeX XML Cite \textit{D.-C. Luor}, Turk. J. Math. 42, No. 6, 3117--3122 (2018; Zbl 1424.47079) Full Text: DOI
Arzumanian, V.; Grigoryan, S. Functional description of \({C}^\ast\)-algebras associated with group graded systems. (English) Zbl 1417.46040 Lobachevskii J. Math. 39, No. 9, 1300-1304 (2018). MSC: 46L05 46L08 46K10 PDF BibTeX XML Cite \textit{V. Arzumanian} and \textit{S. Grigoryan}, Lobachevskii J. Math. 39, No. 9, 1300--1304 (2018; Zbl 1417.46040) Full Text: DOI
Wu, Jiao; Li, Yuan Inequalities in the Heisenberg and Schrödinger uncertainty relations. (Chinese. English summary) Zbl 1424.46095 Adv. Math., Beijing 47, No. 4, 595-602 (2018). MSC: 46L60 46L05 PDF BibTeX XML Cite \textit{J. Wu} and \textit{Y. Li}, Adv. Math., Beijing 47, No. 4, 595--602 (2018; Zbl 1424.46095) Full Text: DOI
Jaunė, Eglė; Ragulina, Olena; Šiaulys, Jonas Expectation of the truncated randomly weighted sums with dominatedly varying summands. (English) Zbl 1412.62029 Lith. Math. J. 58, No. 4, 421-440 (2018). MSC: 62E20 60E15 91G10 91B30 PDF BibTeX XML Cite \textit{E. Jaunė} et al., Lith. Math. J. 58, No. 4, 421--440 (2018; Zbl 1412.62029) Full Text: DOI
Wittenburg, Dörte; Liebscher, Volkmar An approximate Bayesian significance test for genomic evaluations. (English) Zbl 1412.62185 Biom. J. 60, No. 6, 1096-1109 (2018). MSC: 62P10 92D20 62F15 PDF BibTeX XML Cite \textit{D. Wittenburg} and \textit{V. Liebscher}, Biom. J. 60, No. 6, 1096--1109 (2018; Zbl 1412.62185) Full Text: DOI
Krumscheid, Sebastian; Nobile, Fabio Multilevel Monte Carlo approximation of functions. (English) Zbl 07003636 SIAM/ASA J. Uncertain. Quantif. 6, 1256-1293 (2018). MSC: 65C05 60H35 65C20 65Y20 60E10 PDF BibTeX XML Cite \textit{S. Krumscheid} and \textit{F. Nobile}, SIAM/ASA J. Uncertain. Quantif. 6, 1256--1293 (2018; Zbl 07003636) Full Text: DOI
Zhang, Junying; Zhang, Riquan; Zhang, Jiajia Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates. (English) Zbl 1409.62093 J. Syst. Sci. Complex. 31, No. 5, 1350-1361 (2018). MSC: 62G08 62G07 62H12 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Syst. Sci. Complex. 31, No. 5, 1350--1361 (2018; Zbl 1409.62093) Full Text: DOI
Bekjan, Turdebek N.; Sageman, Bolathan K. A property of conditional expectation. (English) Zbl 1411.46047 Positivity 22, No. 5, 1359-1369 (2018). MSC: 46L52 46L10 47L05 PDF BibTeX XML Cite \textit{T. N. Bekjan} and \textit{B. K. Sageman}, Positivity 22, No. 5, 1359--1369 (2018; Zbl 1411.46047) Full Text: DOI
He, Wei; Sun, Yeneng Conditional expectation of correspondences and economic applications. (English) Zbl 1416.91028 Econ. Theory 66, No. 2, 265-299 (2018). MSC: 91A13 91A15 91B54 PDF BibTeX XML Cite \textit{W. He} and \textit{Y. Sun}, Econ. Theory 66, No. 2, 265--299 (2018; Zbl 1416.91028) Full Text: DOI
Wiart, Jaspar The Jacobson radical of certain semicrossed products. (English) Zbl 1449.47132 J. Oper. Theory 79, No. 2, 403-418 (2018). MSC: 47L65 46L40 PDF BibTeX XML Cite \textit{J. Wiart}, J. Oper. Theory 79, No. 2, 403--418 (2018; Zbl 1449.47132) Full Text: DOI
Pluta, Robert; Russo, Bernard Projections on von Neumann algebras as limits of elementary operators. (English) Zbl 1407.46051 Linear Algebra Appl. 557, 188-200 (2018). MSC: 46L10 47L30 17C65 PDF BibTeX XML Cite \textit{R. Pluta} and \textit{B. Russo}, Linear Algebra Appl. 557, 188--200 (2018; Zbl 1407.46051) Full Text: DOI
Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine Conditional risk measures in a bipartite market structure. (English) Zbl 1416.91194 Scand. Actuar. J. 2018, No. 4, 328-355 (2018). MSC: 91B30 91G70 62G32 90B10 05C90 PDF BibTeX XML Cite \textit{O. Kley} et al., Scand. Actuar. J. 2018, No. 4, 328--355 (2018; Zbl 1416.91194) Full Text: DOI
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer A multivariate tail covariance measure for elliptical distributions. (English) Zbl 1398.62132 Insur. Math. Econ. 81, 27-35 (2018). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Landsman} et al., Insur. Math. Econ. 81, 27--35 (2018; Zbl 1398.62132) Full Text: DOI
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K. The joint distribution of the sum and maximum of dependent Pareto risks. (English) Zbl 1410.60019 J. Multivariate Anal. 167, 136-156 (2018). MSC: 60E05 60G50 60G70 62E15 62F10 PDF BibTeX XML Cite \textit{M. Arendarczyk} et al., J. Multivariate Anal. 167, 136--156 (2018; Zbl 1410.60019) Full Text: DOI
Kuo, Wen-Chi; Rogans, Michael J.; Watson, Bruce A. Near-epoch dependence in Riesz spaces. (English) Zbl 1405.60057 J. Math. Anal. Appl. 467, No. 1, 462-479 (2018). MSC: 60G48 60G46 46A40 47B60 PDF BibTeX XML Cite \textit{W.-C. Kuo} et al., J. Math. Anal. Appl. 467, No. 1, 462--479 (2018; Zbl 1405.60057) Full Text: DOI
Akhiat, Fattah; Harami, Mohamed El; Ezzaki, Fatima Pettis conditional expectation of closed convex random sets in a Banach space without \(RNP\). (English) Zbl 1402.52007 J. Korean Math. Soc. 55, No. 4, 833-848 (2018). Reviewer: Florian Pausinger (Belfast) MSC: 52A22 60H05 60H25 PDF BibTeX XML Cite \textit{F. Akhiat} et al., J. Korean Math. Soc. 55, No. 4, 833--848 (2018; Zbl 1402.52007) Full Text: Link
Klimek, Maciej; Pitera, Marcin The least squares method for option pricing revisited. (English) Zbl 1411.91624 Appl. Math. 45, No. 1, 5-29 (2018). MSC: 91G60 91G20 93E24 60G40 65C05 PDF BibTeX XML Cite \textit{M. Klimek} and \textit{M. Pitera}, Appl. Math. 45, No. 1, 5--29 (2018; Zbl 1411.91624) Full Text: DOI arXiv
Madan, Dilip B. Financial equilibrium with non-linear valuations. (English) Zbl 1397.91228 Ann. Finance 14, No. 2, 211-221 (2018). MSC: 91B24 PDF BibTeX XML Cite \textit{D. B. Madan}, Ann. Finance 14, No. 2, 211--221 (2018; Zbl 1397.91228) Full Text: DOI
Jabbarzadeh, Mohammad Reza; Jafari Bakhshkandi, Mehri Centered weighted composition operators via measure theory. (English) Zbl 06890410 Math. Bohem. 143, No. 2, 123-134 (2018). MSC: 47B20 47B38 PDF BibTeX XML Cite \textit{M. R. Jabbarzadeh} and \textit{M. Jafari Bakhshkandi}, Math. Bohem. 143, No. 2, 123--134 (2018; Zbl 06890410) Full Text: DOI
Estaremi, Yousef On the algebra of WCE operators. (English) Zbl 06883478 Rocky Mt. J. Math. 48, No. 2, 501-517 (2018). MSC: 47L80 PDF BibTeX XML Cite \textit{Y. Estaremi}, Rocky Mt. J. Math. 48, No. 2, 501--517 (2018; Zbl 06883478) Full Text: DOI Euclid
Jabbarzadeh, M. R.; Moradi, M. Complex symmetric weighted composition Lambert type operators on \(L^2(\Sigma)\). (English) Zbl 06882577 Oper. Matrices 12, No. 1, 271-285 (2018). MSC: 47B20 47B38 PDF BibTeX XML Cite \textit{M. R. Jabbarzadeh} and \textit{M. Moradi}, Oper. Matrices 12, No. 1, 271--285 (2018; Zbl 06882577) Full Text: DOI
Jabbarzadeh, M. R.; Moayyerizadeh, Z. Weighted composition and block shift matrix operators on \(\ell^2(\mathbb{N})\) space. (English) Zbl 06882571 Oper. Matrices 12, No. 1, 189-203 (2018). MSC: 47B20 47B38 PDF BibTeX XML Cite \textit{M. R. Jabbarzadeh} and \textit{Z. Moayyerizadeh}, Oper. Matrices 12, No. 1, 189--203 (2018; Zbl 06882571) Full Text: DOI
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. Modelling insurance losses using contaminated generalised beta type-II distribution. (English) Zbl 1390.62204 ASTIN Bull. 48, No. 2, 871-904 (2018). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{J. S. K. Chan} et al., ASTIN Bull. 48, No. 2, 871--904 (2018; Zbl 1390.62204) Full Text: DOI
Stupfler, Gilles; Yang, Fan Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling. (English) Zbl 1390.62222 ASTIN Bull. 48, No. 1, 375-411 (2018). MSC: 62P05 62G32 91B30 91G70 PDF BibTeX XML Cite \textit{G. Stupfler} and \textit{F. Yang}, ASTIN Bull. 48, No. 1, 375--411 (2018; Zbl 1390.62222) Full Text: DOI
Privault, Nicolas; Wei, Xiao Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching. (English) Zbl 1390.91206 ASTIN Bull. 48, No. 1, 171-196 (2018). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{N. Privault} and \textit{X. Wei}, ASTIN Bull. 48, No. 1, 171--196 (2018; Zbl 1390.91206) Full Text: DOI