Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi Diagnostic tests before modeling longitudinal actuarial data. (English) Zbl 07804014 Insur. Math. Econ. 113, 310-325 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{Y. Li} et al., Insur. Math. Econ. 113, 310--325 (2023; Zbl 07804014) Full Text: DOI arXiv
Yashina, Marina; Tatashev, Alexander; de Alencar, Marcelo Sampaio Loss probability in priority limited processing queueing system. (English) Zbl 1528.60091 Math. Methods Appl. Sci. 46, No. 12, 13279-13288 (2023). MSC: 60K25 62M05 90B22 PDFBibTeX XMLCite \textit{M. Yashina} et al., Math. Methods Appl. Sci. 46, No. 12, 13279--13288 (2023; Zbl 1528.60091) Full Text: DOI
Cao, Jian; Guo, Yongjiang; Hu, Zhongxin The effect of loss preference on queueing with information disclosure policy. (English) Zbl 1526.60050 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 75, 25 p. (2023). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 90B22 91A30 PDFBibTeX XMLCite \textit{J. Cao} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 75, 25 p. (2023; Zbl 1526.60050) Full Text: DOI
Gullo, F.; Mandaglio, D.; Tagarelli, A. A combinatorial multi-armed bandit approach to correlation clustering. (English) Zbl 1528.68340 Data Min. Knowl. Discov. 37, No. 4, 1630-1691 (2023). MSC: 68T05 05C22 62H30 91A46 PDFBibTeX XMLCite \textit{F. Gullo} et al., Data Min. Knowl. Discov. 37, No. 4, 1630--1691 (2023; Zbl 1528.68340) Full Text: DOI
Barczy, Mátyás; Dudás, Ádám; Gáll, József On approximations of value at risk and expected shortfall involving kurtosis. (English) Zbl 07713653 Commun. Stat., Simulation Comput. 52, No. 3, 770-794 (2023). MSC: 91G70 60E05 62E17 PDFBibTeX XMLCite \textit{M. Barczy} et al., Commun. Stat., Simulation Comput. 52, No. 3, 770--794 (2023; Zbl 07713653) Full Text: DOI arXiv
Yu, Han; Zhang, Yu; Wang, Xikui Minimization of ruin probability with joint strategies of investment and reinsurance. (English) Zbl 07711325 Commun. Stat., Theory Methods 52, No. 15, 5451-5469 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{H. Yu} et al., Commun. Stat., Theory Methods 52, No. 15, 5451--5469 (2023; Zbl 07711325) Full Text: DOI
Chai, Jichong; Nayak, Tapan K. Minimax randomized response methods for protecting respondent’s privacy. (English) Zbl 07706248 Commun. Stat., Theory Methods 52, No. 10, 3429-3451 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Chai} and \textit{T. K. Nayak}, Commun. Stat., Theory Methods 52, No. 10, 3429--3451 (2023; Zbl 07706248) Full Text: DOI
Jang, Jiwook; Qu, Yan; Zhao, Hongbiao; Dassios, Angelos A Cox model for gradually disappearing events. (English) Zbl 1518.91042 Probab. Eng. Inf. Sci. 37, No. 1, 214-231 (2023). MSC: 91B05 60G55 91G05 PDFBibTeX XMLCite \textit{J. Jang} et al., Probab. Eng. Inf. Sci. 37, No. 1, 214--231 (2023; Zbl 1518.91042) Full Text: DOI
Huang, Xianfeng; Zhan, Jianming; Sun, Bingzhen A three-way decision method with pre-order relations. (English) Zbl 07810531 Inf. Sci. 595, 231-256 (2022). MSC: 68-XX 91-XX PDFBibTeX XMLCite \textit{X. Huang} et al., Inf. Sci. 595, 231--256 (2022; Zbl 07810531) Full Text: DOI
Wang, Jiajia; Ma, Xueling; Xu, Zeshui; Zhan, Jianming A three-way decision approach with risk strategies in hesitant fuzzy decision information systems. (English) Zbl 07805409 Inf. Sci. 588, 293-314 (2022). MSC: 91B06 91B86 PDFBibTeX XMLCite \textit{J. Wang} et al., Inf. Sci. 588, 293--314 (2022; Zbl 07805409) Full Text: DOI
Anily, Shoshana; Haviv, Moshe The price of anarchy in loss systems. (English) Zbl 1523.90079 Nav. Res. Logist. 69, No. 5, 689-701 (2022). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{S. Anily} and \textit{M. Haviv}, Nav. Res. Logist. 69, No. 5, 689--701 (2022; Zbl 1523.90079) Full Text: DOI
Pepelyaev, V. A.; Golodnikov, A. N.; Golodnikova, N. A. A new method of reliability optimization in the classical problem statement. (English. Ukrainian original) Zbl 1512.90152 Cybern. Syst. Anal. 58, No. 6, 917-922 (2022); translation from Kibern. Sist. Anal. 58, No. 6, 74-79 (2022). MSC: 90C15 PDFBibTeX XMLCite \textit{V. A. Pepelyaev} et al., Cybern. Syst. Anal. 58, No. 6, 917--922 (2022; Zbl 1512.90152); translation from Kibern. Sist. Anal. 58, No. 6, 74--79 (2022) Full Text: DOI
Hintz, Erik; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro Single-index importance sampling with stratification. (English) Zbl 1524.62036 Methodol. Comput. Appl. Probab. 24, No. 4, 3049-3073 (2022). MSC: 62D05 62H05 65C05 91G10 PDFBibTeX XMLCite \textit{E. Hintz} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3049--3073 (2022; Zbl 1524.62036) Full Text: DOI arXiv
Pepelyaev, V. A.; Golodnikov, A. N.; Golodnikova, N. A. Reliability optimization method alternative to bPOE. (English. Ukrainian original) Zbl 1508.90040 Cybern. Syst. Anal. 58, No. 4, 593-597 (2022); translation from Kibern. Sist. Anal. 58, No. 4, 112-116 (2022). MSC: 90C15 PDFBibTeX XMLCite \textit{V. A. Pepelyaev} et al., Cybern. Syst. Anal. 58, No. 4, 593--597 (2022; Zbl 1508.90040); translation from Kibern. Sist. Anal. 58, No. 4, 112--116 (2022) Full Text: DOI
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI
Alharbi, Talal; Ninh, Anh; Subasi, Ersoy; Subasi, Munevver Mine The value of shape constraints in discrete moment problems: a review and extension. (English) Zbl 1507.90104 Ann. Oper. Res. 318, No. 1, 1-31 (2022). MSC: 90C08 PDFBibTeX XMLCite \textit{T. Alharbi} et al., Ann. Oper. Res. 318, No. 1, 1--31 (2022; Zbl 1507.90104) Full Text: DOI
Van Houdt, Benny Simple analytical solutions for the \(\mathrm{M}^b/\mathrm{E}_k/1/m, \mathrm{E}_k/\mathrm{M}^b/1/m\), and related queues. (English) Zbl 1498.60375 J. Appl. Probab. 59, No. 4, 1129-1143 (2022). MSC: 60K25 68M20 PDFBibTeX XMLCite \textit{B. Van Houdt}, J. Appl. Probab. 59, No. 4, 1129--1143 (2022; Zbl 1498.60375) Full Text: DOI
Mukhopadhyay, Nitis; Li, Jing Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients. (English) Zbl 1495.62061 J. Stat. Theory Pract. 16, No. 3, Paper No. 50, 29 p. (2022). MSC: 62L12 62L10 62P10 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} and \textit{J. Li}, J. Stat. Theory Pract. 16, No. 3, Paper No. 50, 29 p. (2022; Zbl 1495.62061) Full Text: DOI
Lykouris, Thodoris; Sridharan, Karthik; Tardos, Éva Small-loss bounds for online learning with partial information. (English) Zbl 07592374 Math. Oper. Res. 47, No. 3, 2186-2218 (2022). MSC: 68Q32 PDFBibTeX XMLCite \textit{T. Lykouris} et al., Math. Oper. Res. 47, No. 3, 2186--2218 (2022; Zbl 07592374) Full Text: DOI arXiv
Han, Xia; Liang, Zhibin; Yuan, Yu; Zhang, Caibin Optimal per-loss reinsurance and investment to minimize the probability of drawdown. (English) Zbl 1513.91060 J. Ind. Manag. Optim. 18, No. 6, 4011-4041 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Han} et al., J. Ind. Manag. Optim. 18, No. 6, 4011--4041 (2022; Zbl 1513.91060) Full Text: DOI arXiv
Bickel, David R. Moderating probability distributions for unrepresented uncertainty: application to sentiment analysis via deep learning. (English) Zbl 07585008 Commun. Stat., Theory Methods 51, No. 19, 6559-6572 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. R. Bickel}, Commun. Stat., Theory Methods 51, No. 19, 6559--6572 (2022; Zbl 07585008) Full Text: DOI
Kharazmi, Omid; Dey, Sanku; Kumar, Devendra Statistical inference on 2-component mixture of Topp-Leone distribution, Bayesian and non-Bayesian estimation. (English) Zbl 07564776 J. Math. Ext. 16, No. 9, Paper No. 3, 41 p. (2022). MSC: 62-XX 60E05 PDFBibTeX XMLCite \textit{O. Kharazmi} et al., J. Math. Ext. 16, No. 9, Paper No. 3, 41 p. (2022; Zbl 07564776) Full Text: DOI
Singh, Saroja Kumar; Acharya, Sarat Kumar A Bayesian inference to estimate change point for traffic intensity in \(M/M/1\) queueing model. (English) Zbl 07549130 Opsearch 59, No. 1, 166-206 (2022). MSC: 90Bxx 60K25 62F15 90B22 PDFBibTeX XMLCite \textit{S. K. Singh} and \textit{S. K. Acharya}, Opsearch 59, No. 1, 166--206 (2022; Zbl 07549130) Full Text: DOI
Chydzinski, Andrzej Per-flow structure of losses in a finite-buffer queue. (English) Zbl 1510.90071 Appl. Math. Comput. 428, Article ID 127215, 15 p. (2022). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{A. Chydzinski}, Appl. Math. Comput. 428, Article ID 127215, 15 p. (2022; Zbl 1510.90071) Full Text: DOI
Ghosh, Souvik; Banik, A. D.; Walraevens, Joris; Bruneel, Herwig A detailed note on the finite-buffer queueing system with correlated batch-arrivals and batch-size-/phase-dependent bulk-service. (English) Zbl 1495.60082 4OR 20, No. 2, 241-272 (2022). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{S. Ghosh} et al., 4OR 20, No. 2, 241--272 (2022; Zbl 1495.60082) Full Text: DOI Link
Fontaine, Simon; Bédard, Mylène An adaptive multiple-try Metropolis algorithm. (English) Zbl 07526614 Bernoulli 28, No. 3, 1986-2011 (2022). MSC: 62-08 65Cxx 60Jxx 60Fxx PDFBibTeX XMLCite \textit{S. Fontaine} and \textit{M. Bédard}, Bernoulli 28, No. 3, 1986--2011 (2022; Zbl 07526614) Full Text: DOI Link
Khan, Abhimanyu Expected utility versus cumulative prospect theory in an evolutionary model of bargaining. (English) Zbl 1489.91105 J. Econ. Dyn. Control 137, Article ID 104332, 12 p. (2022). MSC: 91B16 91B26 PDFBibTeX XMLCite \textit{A. Khan}, J. Econ. Dyn. Control 137, Article ID 104332, 12 p. (2022; Zbl 1489.91105) Full Text: DOI
Olesker-Taylor, Sam Metastability in loss networks with dynamic alternative routing. (English) Zbl 1492.60254 Ann. Appl. Probab. 32, No. 2, 1362-1399 (2022). MSC: 60K20 60K25 60K30 90B15 90B18 90B22 PDFBibTeX XMLCite \textit{S. Olesker-Taylor}, Ann. Appl. Probab. 32, No. 2, 1362--1399 (2022; Zbl 1492.60254) Full Text: DOI arXiv
Nielsen, Michael Regular conditional probabilities and strictly proper loss functions. (English) Zbl 1494.60006 Stat. Probab. Lett. 185, Article ID 109412, 5 p. (2022). MSC: 60A10 PDFBibTeX XMLCite \textit{M. Nielsen}, Stat. Probab. Lett. 185, Article ID 109412, 5 p. (2022; Zbl 1494.60006) Full Text: DOI
Knoblauch, Andreas On the antiderivatives of \(x^p/(1 - x)\) with an application to optimize loss functions for classification with neural networks. (English) Zbl 07504740 Ann. Math. Artif. Intell. 90, No. 4, 425-452 (2022). MSC: 68Txx 26A42 33B20 68T05 68T10 92B20 PDFBibTeX XMLCite \textit{A. Knoblauch}, Ann. Math. Artif. Intell. 90, No. 4, 425--452 (2022; Zbl 07504740) Full Text: DOI
van der Meer, Remco; Oosterlee, Cornelis W.; Borovykh, Anastasia Optimally weighted loss functions for solving PDEs with neural networks. (English) Zbl 1518.65143 J. Comput. Appl. Math. 405, Article ID 113887, 18 p. (2022). Reviewer: José Augusto Ferreira (Coimbra) MSC: 65N99 68T07 65N35 65K10 65C20 65N75 35J15 76R50 PDFBibTeX XMLCite \textit{R. van der Meer} et al., J. Comput. Appl. Math. 405, Article ID 113887, 18 p. (2022; Zbl 1518.65143) Full Text: DOI arXiv
Liang, Decui; Wang, Mingwei; Xu, Zeshui A novel approach of three-way decisions with information interaction strategy for intelligent decision making under uncertainty. (English) Zbl 07791371 Inf. Sci. 581, 106-135 (2021). MSC: 68T37 03E72 60A86 PDFBibTeX XMLCite \textit{D. Liang} et al., Inf. Sci. 581, 106--135 (2021; Zbl 07791371) Full Text: DOI
Kim, Chesoong; Dudin, Alexander; Dudin, Sergey; Dudina, Olga Analysis of multi-server loss queueing system with the batch marked Markov arrival process. (English) Zbl 1498.60364 Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks: control, computation, communications. 24th international conference, DCCN 2021, Moscow, Russia, September 20–24, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13144, 182-195 (2021). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{C. Kim} et al., Lect. Notes Comput. Sci. 13144, 182--195 (2021; Zbl 1498.60364) Full Text: DOI
Hassan, Anwar; Shah, Ishfaq; Peer, Bilal Negative binomial-reciprocal inverse Gaussian distribution: statistical properties with applications in count data. (English) Zbl 1486.62029 Thail. Stat. 19, No. 3, 437-449 (2021). MSC: 62E10 60E05 62P05 PDFBibTeX XMLCite \textit{A. Hassan} et al., Thail. Stat. 19, No. 3, 437--449 (2021; Zbl 1486.62029) Full Text: Link
Naumov, Valeriy; Samouylov, Konstantin Product-form Markovian queueing systems with multiple resources. (English) Zbl 1483.60139 Probab. Eng. Inf. Sci. 35, No. 1, 180-188 (2021). MSC: 60K25 PDFBibTeX XMLCite \textit{V. Naumov} and \textit{K. Samouylov}, Probab. Eng. Inf. Sci. 35, No. 1, 180--188 (2021; Zbl 1483.60139) Full Text: DOI
Chellathurai, Thamayanthi Modeling lifetime expected credit losses on bank loans. (English) Zbl 1484.91499 Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150039, 49 p. (2021). MSC: 91G40 PDFBibTeX XMLCite \textit{T. Chellathurai}, Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150039, 49 p. (2021; Zbl 1484.91499) Full Text: DOI
Nyotta, Bobby S.; Bravo, Fernanda; Chen, M. Keith Computing the conditional entry-state distribution in Erlang loss systems. (English) Zbl 1525.90140 Oper. Res. Lett. 49, No. 3, 345-349 (2021). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{B. S. Nyotta} et al., Oper. Res. Lett. 49, No. 3, 345--349 (2021; Zbl 1525.90140) Full Text: DOI
Chakraborty, Prakash; Honnappa, Harsha A many-server functional strong law for a non-stationary loss model. (English) Zbl 1525.90111 Oper. Res. Lett. 49, No. 3, 338-344 (2021). MSC: 90B22 60K25 60J70 PDFBibTeX XMLCite \textit{P. Chakraborty} and \textit{H. Honnappa}, Oper. Res. Lett. 49, No. 3, 338--344 (2021; Zbl 1525.90111) Full Text: DOI arXiv
Aslam, Muhammad; Yousaf, Rahila; Ali, Sajid Two-component mixture of transmuted Fréchet distribution: Bayesian estimation and application in reliability. (English) Zbl 1490.62077 Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 91, No. 2, 309-336 (2021). MSC: 62F15 62N02 60E05 PDFBibTeX XMLCite \textit{M. Aslam} et al., Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 91, No. 2, 309--336 (2021; Zbl 1490.62077) Full Text: DOI
Jiang, Tao; Chai, Xudong; Liu, Lu; Lv, Jun; Ammar, Sherif I. Optimal pricing and service capacity management for a matching queue problem with loss-averse customers. (English) Zbl 1477.90013 Optimization 70, No. 10, 2169-2192 (2021). MSC: 90B22 60K25 91B24 91B42 PDFBibTeX XMLCite \textit{T. Jiang} et al., Optimization 70, No. 10, 2169--2192 (2021; Zbl 1477.90013) Full Text: DOI
Laeven, Roger J. A. (ed.); Milevsky, Moshe A. (ed.); Scherer, Matthias (ed.); Zagst, Rudi (ed.); Zhou, Xun Yu (ed.) Editorial to the special issue on behavioral insurance: mathematics and economics. (English) Zbl 1474.00025 Insur. Math. Econ. 101, 1-5 (2021). MSC: 00B15 91-06 91G05 PDFBibTeX XMLCite \textit{R. J. A. Laeven} (ed.) et al., Insur. Math. Econ. 101, 1--5 (2021; Zbl 1474.00025) Full Text: DOI
Zeiner, Martin; Schmid, Ulrich Upper and lower bounds for the synchronizer performance in systems with probabilistic message loss. (English) Zbl 1476.60123 Methodol. Comput. Appl. Probab. 23, No. 3, 1023-1056 (2021). MSC: 60J20 60J10 68Q87 68W15 PDFBibTeX XMLCite \textit{M. Zeiner} and \textit{U. Schmid}, Methodol. Comput. Appl. Probab. 23, No. 3, 1023--1056 (2021; Zbl 1476.60123) Full Text: DOI
Li, Bohan; Guo, Junyi Optimal investment and reinsurance under the gamma process. (English) Zbl 1480.91220 Methodol. Comput. Appl. Probab. 23, No. 3, 893-923 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G80 49L20 91B16 PDFBibTeX XMLCite \textit{B. Li} and \textit{J. Guo}, Methodol. Comput. Appl. Probab. 23, No. 3, 893--923 (2021; Zbl 1480.91220) Full Text: DOI
Huo, Haifeng; Wen, Xian Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate. (English) Zbl 1499.93083 Kybernetika 57, No. 2, 272-294 (2021). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 93E20 91B05 90C40 PDFBibTeX XMLCite \textit{H. Huo} and \textit{X. Wen}, Kybernetika 57, No. 2, 272--294 (2021; Zbl 1499.93083) Full Text: DOI
Ahn, Gilseung; Park, You-Jin; Hur, Sun A membership probability-based undersampling algorithm for imbalanced data. (English) Zbl 07370648 J. Classif. 38, No. 1, 2-15 (2021). MSC: 62H30 PDFBibTeX XMLCite \textit{G. Ahn} et al., J. Classif. 38, No. 1, 2--15 (2021; Zbl 07370648) Full Text: DOI
Vasantam, Thirupathaiah; Mazumdar, Ravi R. Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing. (English) Zbl 1476.60174 J. Appl. Probab. 58, No. 2, 428-448 (2021). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{T. Vasantam} and \textit{R. R. Mazumdar}, J. Appl. Probab. 58, No. 2, 428--448 (2021; Zbl 1476.60174) Full Text: DOI arXiv
Zhang, Nan; Qian, Linyi; Jin, Zhuo; Wang, Wei Optimal stop-loss reinsurance with joint utility constraints. (English) Zbl 1474.91166 J. Ind. Manag. Optim. 17, No. 2, 841-868 (2021). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 841--868 (2021; Zbl 1474.91166) Full Text: DOI
Starosta, Wojciech Loss given default decomposition using mixture distributions of in-default events. (English) Zbl 1487.91149 Eur. J. Oper. Res. 292, No. 3, 1187-1199 (2021). MSC: 91G40 PDFBibTeX XMLCite \textit{W. Starosta}, Eur. J. Oper. Res. 292, No. 3, 1187--1199 (2021; Zbl 1487.91149) Full Text: DOI
Luo, Shangzhen; Wang, Mingming; Zhu, Wei Stochastic differential reinsurance games in diffusion approximation models. (English) Zbl 1457.91333 J. Comput. Appl. Math. 386, Article ID 113252, 36 p. (2021). MSC: 91G05 91G80 91A15 91A80 91A10 91A12 PDFBibTeX XMLCite \textit{S. Luo} et al., J. Comput. Appl. Math. 386, Article ID 113252, 36 p. (2021; Zbl 1457.91333) Full Text: DOI
Jamalizadeh, Ahad; Roozegar, Roohollah; Balakrishnan, Narayanaswamy; Naderi, Mehrdad Multivariate order statistics induced by ordering linear combinations of components of multivariate elliptical random vectors. (English) Zbl 07616798 Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 51-71 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{A. Jamalizadeh} et al., in: Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. 51--71 (2020; Zbl 07616798) Full Text: DOI
Kubokawa, Tatsuya; Strawderman, William E.; Yuasa, Ryota Shrinkage estimation of location parameters in a multivariate skew-normal distribution. (English) Zbl 1511.62103 Commun. Stat., Theory Methods 49, No. 8, 2008-2024 (2020). MSC: 62H05 62C12 62C20 62H10 62H12 PDFBibTeX XMLCite \textit{T. Kubokawa} et al., Commun. Stat., Theory Methods 49, No. 8, 2008--2024 (2020; Zbl 1511.62103) Full Text: DOI
Rao, Arun Kumar; Pandey, Himanshu Estimation of scale parameter of length biased Nakagami distribution via Bayesian approach. (English) Zbl 1499.62113 J. Rajasthan Acad. Phys. Sci. 19, No. 3-4, 181-190 (2020). MSC: 62F15 60E05 PDFBibTeX XMLCite \textit{A. K. Rao} and \textit{H. Pandey}, J. Rajasthan Acad. Phys. Sci. 19, No. 3--4, 181--190 (2020; Zbl 1499.62113) Full Text: Link
Jiang, Tao; Chen, Ting; Xu, Hui; Wang, Yuebao The uniform local asymptotics of the bidimensional discounted aggregate claim process. (Chinese. English summary) Zbl 1499.62379 Sci. Sin., Math. 50, No. 10, 1487-1504 (2020). MSC: 62P05 62H05 PDFBibTeX XMLCite \textit{T. Jiang} et al., Sci. Sin., Math. 50, No. 10, 1487--1504 (2020; Zbl 1499.62379) Full Text: DOI
Daduna, Hans; Krenzler, Ruslan Performance analysis for loss systems with many subscribers and concurrent services. (English) Zbl 1484.68021 Hermanns, Holger (ed.), Measurement, modelling and evaluation of computing systems. 20th international GI/ITG conference, MMB 2020, Saarbrücken, Germany, March 16–18, 2020. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12040, 118-135 (2020). MSC: 68M11 68M20 PDFBibTeX XMLCite \textit{H. Daduna} and \textit{R. Krenzler}, Lect. Notes Comput. Sci. 12040, 118--135 (2020; Zbl 1484.68021) Full Text: DOI
Ye, Qingqing Algorithmic computation of \(MAP/PH/1\) queue with finite system capacity and two-stage vacations. (English) Zbl 1476.60176 J. Ind. Manag. Optim. 16, No. 5, 2459-2477 (2020). MSC: 60K25 68M20 PDFBibTeX XMLCite \textit{Q. Ye}, J. Ind. Manag. Optim. 16, No. 5, 2459--2477 (2020; Zbl 1476.60176) Full Text: DOI
Alzer, H.; Kwong, M. K. On the Erlang loss function. (English) Zbl 1474.26164 Acta Math. Hung. 162, No. 1, 14-31 (2020). MSC: 26E60 33B20 39B62 44A10 90B20 PDFBibTeX XMLCite \textit{H. Alzer} and \textit{M. K. Kwong}, Acta Math. Hung. 162, No. 1, 14--31 (2020; Zbl 1474.26164) Full Text: DOI
Rao, Arun Kumar; Pandey, Himanshu Parameter estimation of Nakagami distribution under precautionary loss function. (English) Zbl 1474.62031 South East Asian J. Math. Math. Sci. 16, No. 2, 255-262 (2020). MSC: 62E15 62H10 62H12 60E05 PDFBibTeX XMLCite \textit{A. K. Rao} and \textit{H. Pandey}, South East Asian J. Math. Math. Sci. 16, No. 2, 255--262 (2020; Zbl 1474.62031) Full Text: Link
Meena, K. R.; Gangopadhyay, Aditi Kar Estimating parameter of the selected uniform population under the generalized Stein loss function. (English) Zbl 1455.62046 Appl. Appl. Math. 15, No. 2, 894-915 (2020). MSC: 62E10 62E15 60E05 60G70 PDFBibTeX XMLCite \textit{K. R. Meena} and \textit{A. K. Gangopadhyay}, Appl. Appl. Math. 15, No. 2, 894--915 (2020; Zbl 1455.62046) Full Text: Link
Tan, Matthias H. Y. Bayesian optimization of expected quadratic loss for multiresponse computer experiments with internal noise. (English) Zbl 1448.62124 SIAM/ASA J. Uncertain. Quantif. 8, 891-925 (2020). MSC: 62K25 62J02 62C10 90C26 60G15 46N30 62-08 PDFBibTeX XMLCite \textit{M. H. Y. Tan}, SIAM/ASA J. Uncertain. Quantif. 8, 891--925 (2020; Zbl 1448.62124) Full Text: DOI
Li, Kai; Pan, Yuqian; Liu, Bohai; Cheng, Bayi The setting and optimization of quick queue with customer loss. (English) Zbl 1449.60131 J. Ind. Manag. Optim. 16, No. 3, 1539-1553 (2020). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{K. Li} et al., J. Ind. Manag. Optim. 16, No. 3, 1539--1553 (2020; Zbl 1449.60131) Full Text: DOI
van Bilsen, Servaas; Laeven, Roger J. A. Dynamic consumption and portfolio choice under prospect theory. (English) Zbl 1435.91174 Insur. Math. Econ. 91, 224-237 (2020). MSC: 91G10 91B16 91G05 PDFBibTeX XMLCite \textit{S. van Bilsen} and \textit{R. J. A. Laeven}, Insur. Math. Econ. 91, 224--237 (2020; Zbl 1435.91174) Full Text: DOI Link
Haji, Babak; Ross, Sheldon Minimizing expected discounted cost in a queueing loss model with discriminating arrivals. (English) Zbl 1430.90191 Eur. J. Oper. Res. 282, No. 2, 593-601 (2020). MSC: 90B22 60K25 90C40 PDFBibTeX XMLCite \textit{B. Haji} and \textit{S. Ross}, Eur. J. Oper. Res. 282, No. 2, 593--601 (2020; Zbl 1430.90191) Full Text: DOI
Abbas, Tahir; Ahmad, Shabbir; Riaz, Muhammad; Qian, Zhengming A Bayesian way of monitoring the linear profiles using CUSUM control charts. (English) Zbl 07551426 Commun. Stat., Simulation Comput. 48, No. 1, 126-149 (2019). MSC: 60E05 60K99 62E10 62E15 62P30 62Q05 97K50 97K80 PDFBibTeX XMLCite \textit{T. Abbas} et al., Commun. Stat., Simulation Comput. 48, No. 1, 126--149 (2019; Zbl 07551426) Full Text: DOI
Saggou, Hafida; Sadeg, Ines; Ourbih-Tari, Megdouda; Bourennane, El-Bay The analysis of unreliable \(M^{[X]}/G/1\) queuing system with loss, vacation and two delays of verification. (English) Zbl 07551061 Commun. Stat., Simulation Comput. 48, No. 5, 1366-1381 (2019). MSC: 90B22 60K25 68M20 PDFBibTeX XMLCite \textit{H. Saggou} et al., Commun. Stat., Simulation Comput. 48, No. 5, 1366--1381 (2019; Zbl 07551061) Full Text: DOI
Zadorozhnyi, Vladimir N.; Zakharenkova, Tatiana R. Methods to reduce loss probability in systems with infinite service time dispersion. (English) Zbl 1455.90055 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 18th international conference, ITMM 2019, named after A. F. Terpugov, Saratov, Russia, June 26–30, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1109, 296-311 (2019). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{V. N. Zadorozhnyi} and \textit{T. R. Zakharenkova}, Commun. Comput. Inf. Sci. 1109, 296--311 (2019; Zbl 1455.90055) Full Text: DOI
Jung, Kyomin; Lu, Yingdong; Shah, Devavrat; Sharma, Mayank; Squillante, Mark S. Revisiting stochastic loss networks: structures and approximations. (English) Zbl 1437.60067 Math. Oper. Res. 44, No. 3, 890-918 (2019). MSC: 60K25 90B15 60K35 90C30 PDFBibTeX XMLCite \textit{K. Jung} et al., Math. Oper. Res. 44, No. 3, 890--918 (2019; Zbl 1437.60067) Full Text: DOI
Boxma, Onno J.; Perry, David; Stadje, Wolfgang The \(( S - 1 , S)\) inventory model and its counterparts in queueing theory. (English) Zbl 1476.90008 Oper. Res. Lett. 47, No. 6, 483-488 (2019). MSC: 90B05 90B22 60K25 PDFBibTeX XMLCite \textit{O. J. Boxma} et al., Oper. Res. Lett. 47, No. 6, 483--488 (2019; Zbl 1476.90008) Full Text: DOI
Vasantam, Thirupathaiah; Mukhopadhyay, Arpan; Mazumdar, Ravi R. Insensitivity of the mean field limit of loss systems under \(\mathrm{SQ}(d)\) routeing. (English) Zbl 1427.60210 Adv. Appl. Probab. 51, No. 4, 1027-1066 (2019). MSC: 60K35 60K25 90B22 60F10 60J10 62F15 PDFBibTeX XMLCite \textit{T. Vasantam} et al., Adv. Appl. Probab. 51, No. 4, 1027--1066 (2019; Zbl 1427.60210) Full Text: DOI arXiv
Ghosh, M.; Kubokawa, T. Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss. (English) Zbl 1435.62035 Biometrika 106, No. 2, 495-500 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62C10 62C12 62M20 60G25 PDFBibTeX XMLCite \textit{M. Ghosh} and \textit{T. Kubokawa}, Biometrika 106, No. 2, 495--500 (2019; Zbl 1435.62035) Full Text: DOI
Singh, Saroja Kumar; Acharya, Sarat Kumar Bayesian change point problem for traffic intensity in \(M/E_r/1\) queueing model. (English) Zbl 1430.62061 Jpn. J. Stat. Data Sci. 2, No. 1, 49-70 (2019). MSC: 62F15 60K25 PDFBibTeX XMLCite \textit{S. K. Singh} and \textit{S. K. Acharya}, Jpn. J. Stat. Data Sci. 2, No. 1, 49--70 (2019; Zbl 1430.62061) Full Text: DOI
Pan, Hengyi Simulation of a queuing model with backup waiters and impatient customers. (Chinese. English summary) Zbl 1438.90079 J. East China Norm. Univ., Nat. Sci. Ed. 2019, No. 3, 42-54, 62 (2019). MSC: 90B22 60K25 65C05 PDFBibTeX XMLCite \textit{H. Pan}, J. East China Norm. Univ., Nat. Sci. Ed. 2019, No. 3, 42--54, 62 (2019; Zbl 1438.90079) Full Text: DOI
Bissiri, Pier Giovanni; Walker, Stephen G. On general Bayesian inference using loss functions. (English) Zbl 1459.62033 Stat. Probab. Lett. 152, 89-91 (2019). MSC: 62F15 62C12 62C10 62B10 PDFBibTeX XMLCite \textit{P. G. Bissiri} and \textit{S. G. Walker}, Stat. Probab. Lett. 152, 89--91 (2019; Zbl 1459.62033) Full Text: DOI
Yoshiaki, Inoue Comparison results for \(M/G/1\) queues with waiting and sojourn time deadlines. (English) Zbl 1415.60110 J. Appl. Probab. 56, No. 2, 524-532 (2019). MSC: 60K25 68M20 PDFBibTeX XMLCite \textit{I. Yoshiaki}, J. Appl. Probab. 56, No. 2, 524--532 (2019; Zbl 1415.60110) Full Text: DOI
van Horssen, Eelco Pascal; Antunes, Duarte; Heemels, Maurice Switched LQG control for linear systems with multiple sensing methods. (English) Zbl 1415.93245 Automatica 103, 217-229 (2019). MSC: 93E03 93C30 93C05 49N10 PDFBibTeX XMLCite \textit{E. P. van Horssen} et al., Automatica 103, 217--229 (2019; Zbl 1415.93245) Full Text: DOI Link
Nezhad, Mohammad Saber Fallah; Saredorahi, Faeze Zahmatkesh Designing an economically optimal repetitive group-sampling plan based on loss functions. (English) Zbl 07549489 Commun. Stat., Simulation Comput. 47, No. 3, 783-799 (2018). MSC: 65C40 65C50 PDFBibTeX XMLCite \textit{M. S. F. Nezhad} and \textit{F. Z. Saredorahi}, Commun. Stat., Simulation Comput. 47, No. 3, 783--799 (2018; Zbl 07549489) Full Text: DOI
Liu, Qiuli; Zou, Xiaolong A risk minimization problem for finite horizon semi-Markov decision processes with loss rates. (English) Zbl 1406.90124 J. Dyn. Games 5, No. 2, 143-163 (2018). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{Q. Liu} and \textit{X. Zou}, J. Dyn. Games 5, No. 2, 143--163 (2018; Zbl 1406.90124) Full Text: DOI
Samouylov, Konstantin; Gaidamaka, Yuliya Analysis of loss systems with overlapping resource requirements. (English) Zbl 1408.60086 Stat. Pap. 59, No. 4, 1463-1470 (2018). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{K. Samouylov} and \textit{Y. Gaidamaka}, Stat. Pap. 59, No. 4, 1463--1470 (2018; Zbl 1408.60086) Full Text: DOI
Bergen, V.; Escobar, M.; Rubtsov, A.; Zagst, R. Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity. (English) Zbl 1400.91529 Quant. Finance 18, No. 8, 1265-1294 (2018). MSC: 91G10 62H05 62P05 PDFBibTeX XMLCite \textit{V. Bergen} et al., Quant. Finance 18, No. 8, 1265--1294 (2018; Zbl 1400.91529) Full Text: DOI
Bellini, Fabio; Klar, Bernhard; Müller, Alfred Expectiles, omega ratios and stochastic ordering. (English) Zbl 1402.60023 Methodol. Comput. Appl. Probab. 20, No. 3, 855-873 (2018). MSC: 60E15 60E05 91B82 62P05 PDFBibTeX XMLCite \textit{F. Bellini} et al., Methodol. Comput. Appl. Probab. 20, No. 3, 855--873 (2018; Zbl 1402.60023) Full Text: DOI
Saida, Abdallah Ben; Prigent, Jean-luc On the robustness of portfolio allocation under copula misspecification. (English) Zbl 1416.91362 Ann. Oper. Res. 262, No. 2, 631-652 (2018). MSC: 91G10 62M10 62P05 62H05 PDFBibTeX XMLCite \textit{A. B. Saida} and \textit{J.-l. Prigent}, Ann. Oper. Res. 262, No. 2, 631--652 (2018; Zbl 1416.91362) Full Text: DOI
Aviv, Rom An extreme-value theory approximation scheme in reinsurance and insurance-linked securities. (English) Zbl 1416.91151 ASTIN Bull. 48, No. 3, 1157-1173 (2018). MSC: 91B30 91G10 91G20 62P05 60G70 PDFBibTeX XMLCite \textit{R. Aviv}, ASTIN Bull. 48, No. 3, 1157--1173 (2018; Zbl 1416.91151) Full Text: DOI
De Luca, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania A copula-based quantile model. (English) Zbl 1397.62177 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 311-315 (2018). MSC: 62H05 62P20 91G70 PDFBibTeX XMLCite \textit{G. De Luca} et al., in: Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4--6, 2018. Cham: Springer. 311--315 (2018; Zbl 1397.62177) Full Text: DOI
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric expectiles. (English) Zbl 1398.62302 Scand. Actuar. J. 2018, No. 7, 629-659 (2018). MSC: 62P05 62H05 91B30 91G70 PDFBibTeX XMLCite \textit{K. Herrmann} et al., Scand. Actuar. J. 2018, No. 7, 629--659 (2018; Zbl 1398.62302) Full Text: DOI arXiv
Villa, Cristiano; Rubio, Francisco J. Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula. (English) Zbl 1469.62155 Comput. Stat. Data Anal. 124, 197-219 (2018). MSC: 62-08 62F15 62H05 62P05 PDFBibTeX XMLCite \textit{C. Villa} and \textit{F. J. Rubio}, Comput. Stat. Data Anal. 124, 197--219 (2018; Zbl 1469.62155) Full Text: DOI arXiv
Inoue, Yoshiaki; Boxma, Onno; Perry, David; Zacks, Shelley Analysis of \(M^{ X}/ G/1\) queues with impatient customers. (English) Zbl 1396.60096 Queueing Syst. 89, No. 3-4, 303-350 (2018). MSC: 60K25 60J25 PDFBibTeX XMLCite \textit{Y. Inoue} et al., Queueing Syst. 89, No. 3--4, 303--350 (2018; Zbl 1396.60096) Full Text: DOI
Ferrante, Pierpaolo Detailing losses in the \(\mathrm{M}/\mathrm{M}/1/1\) transient loss system. (English) Zbl 1391.60222 Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 373-385 (2018). MSC: 60K25 60J27 PDFBibTeX XMLCite \textit{P. Ferrante}, Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 373--385 (2018; Zbl 1391.60222) Full Text: DOI
Yin, Chuan-cun Remarks on equality of two distributions under some partial orders. (English) Zbl 1391.60034 Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 274-280 (2018). MSC: 60E05 62P05 PDFBibTeX XMLCite \textit{C.-c. Yin}, Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 274--280 (2018; Zbl 1391.60034) Full Text: DOI arXiv
Kim, Bara; Kim, Jeongsim Extension of the loss probability formula to an overloaded queue with impatient customers. (English) Zbl 1428.60132 Stat. Probab. Lett. 134, 54-62 (2018). MSC: 60K25 90B20 PDFBibTeX XMLCite \textit{B. Kim} and \textit{J. Kim}, Stat. Probab. Lett. 134, 54--62 (2018; Zbl 1428.60132) Full Text: DOI
Keeler, H. Paul; Ross, Nathan; Xia, Aihua When do wireless network signals appear Poisson? (English) Zbl 1429.60049 Bernoulli 24, No. 3, 1973-1994 (2018). MSC: 60G55 60B10 94A17 PDFBibTeX XMLCite \textit{H. P. Keeler} et al., Bernoulli 24, No. 3, 1973--1994 (2018; Zbl 1429.60049) Full Text: DOI arXiv Euclid
Diebold, Francis X.; Shin, Minchul Assessing point forecast accuracy by stochastic error distance. (English) Zbl 1524.62232 Econom. Rev. 36, No. 6-9, 588-598 (2017). MSC: 62H05 62P20 PDFBibTeX XMLCite \textit{F. X. Diebold} and \textit{M. Shin}, Econom. Rev. 36, No. 6--9, 588--598 (2017; Zbl 1524.62232) Full Text: DOI Link
Mitić, Dragan; Lebl, Aleksandar; Trenkić, Branimir; Markov, Žarko Influence of the call forwarding busy service on the traffic distribution in the group of telephone channels. (English) Zbl 1488.90021 Yugosl. J. Oper. Res. 27, No. 1, 99-107 (2017). MSC: 90B18 90B22 PDFBibTeX XMLCite \textit{D. Mitić} et al., Yugosl. J. Oper. Res. 27, No. 1, 99--107 (2017; Zbl 1488.90021) Full Text: DOI
Tikhonenko, Oleg; Tikhonenko-Kędziak, Anna Multi-server closed queueing system with limited buffer space. (English) Zbl 07328070 J. Appl. Math. Comput. Mech. 16, No. 1, 117-125 (2017). MSC: 60K25 PDFBibTeX XMLCite \textit{O. Tikhonenko} and \textit{A. Tikhonenko-Kędziak}, J. Appl. Math. Comput. Mech. 16, No. 1, 117--125 (2017; Zbl 07328070) Full Text: DOI
Fricker, Christine; Guillemin, Fabrice; Robert, Philippe; Thompson, Guilherme Allocation schemes of resources with downgrading. (English) Zbl 1425.60077 Adv. Appl. Probab. 49, No. 2, 629-651 (2017). MSC: 60K25 60K30 90B18 PDFBibTeX XMLCite \textit{C. Fricker} et al., Adv. Appl. Probab. 49, No. 2, 629--651 (2017; Zbl 1425.60077) Full Text: DOI arXiv
Stolyar, A. L. Large-scale heterogeneous service systems with general packing constraints. (English) Zbl 1426.90060 Adv. Appl. Probab. 49, No. 1, 61-83 (2017). MSC: 90B15 60K25 PDFBibTeX XMLCite \textit{A. L. Stolyar}, Adv. Appl. Probab. 49, No. 1, 61--83 (2017; Zbl 1426.90060) Full Text: DOI arXiv
Whitt, Ward; Zhao, Jingtong Many-server loss models with non-poisson time-varying arrivals. (English) Zbl 1411.90104 Nav. Res. Logist. 64, No. 3, 177-202 (2017). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{W. Whitt} and \textit{J. Zhao}, Nav. Res. Logist. 64, No. 3, 177--202 (2017; Zbl 1411.90104) Full Text: DOI
Guo, Hao; Wang, Qi; Wang, Qingshan; Yang, Kang Orderly and optimal retransmission times network coding algorithm. (Chinese. English summary) Zbl 1424.68004 J. Hefei Univ. Technol., Nat. Sci. 40, No. 7, 908-911 (2017). MSC: 68M10 68P30 PDFBibTeX XMLCite \textit{H. Guo} et al., J. Hefei Univ. Technol., Nat. Sci. 40, No. 7, 908--911 (2017; Zbl 1424.68004) Full Text: DOI
Naumov, Valeriy; Samouylov, Konstantin Analysis of multi-resource loss system with state-dependent arrival and service rates. (English) Zbl 1400.60115 Probab. Eng. Inf. Sci. 31, No. 4, 413-419 (2017). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{V. Naumov} and \textit{K. Samouylov}, Probab. Eng. Inf. Sci. 31, No. 4, 413--419 (2017; Zbl 1400.60115) Full Text: DOI
Luo, Chunling; He, Zhou; Tan, Chin Hon Almost stochastic dominance under inconsistent utility and loss functions. (English) Zbl 1400.60033 J. Appl. Probab. 54, No. 3, 763-772 (2017). MSC: 60E15 90B50 91B16 PDFBibTeX XMLCite \textit{C. Luo} et al., J. Appl. Probab. 54, No. 3, 763--772 (2017; Zbl 1400.60033) Full Text: DOI
Ackerer, Damien; Vatter, Thibault Dependent defaults and losses with factor copula models. (English) Zbl 1391.60027 Depend. Model. 5, 375-399 (2017). MSC: 60E05 60E10 62H05 62H20 65T50 91G20 91G40 91G60 PDFBibTeX XMLCite \textit{D. Ackerer} and \textit{T. Vatter}, Depend. Model. 5, 375--399 (2017; Zbl 1391.60027) Full Text: DOI arXiv
Yuan, Zhongyi An asymptotic characterization of hidden tail credit risk with actuarial applications. (English) Zbl 1394.91241 Eur. Actuar. J. 7, No. 1, 165-192 (2017). MSC: 91B30 91G40 62G32 62H05 62P05 PDFBibTeX XMLCite \textit{Z. Yuan}, Eur. Actuar. J. 7, No. 1, 165--192 (2017; Zbl 1394.91241) Full Text: DOI