Protter, Philip Book review of: R.A. Jarrow, Continuous-time asset pricing theory. (English) Zbl 07532614 Quant. Finance 22, No. 5, 813-815 (2022). MSC: 00A17 91-01 91G20 91G30 91G40 91G10 60G44 91B16 PDF BibTeX XML Cite \textit{P. Protter}, Quant. Finance 22, No. 5, 813--815 (2022; Zbl 07532614) Full Text: DOI OpenURL
Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena Parameter estimation in CKLS model by continuous observations. (English) Zbl 07484435 Stat. Probab. Lett. 184, Article ID 109391, 10 p. (2022). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 62F10 62F12 91G70 PDF BibTeX XML Cite \textit{Y. Mishura} et al., Stat. Probab. Lett. 184, Article ID 109391, 10 p. (2022; Zbl 07484435) Full Text: DOI arXiv OpenURL
Möstel, Linda; Fischer, Matthias; Pfälzner, Fabian; Pfeuffer, Marius Parameter estimation of Tukey-type distributions: a comparative analysis. (English) Zbl 07545589 Commun. Stat., Simulation Comput. 50, No. 4, 957-992 (2021). MSC: 62E15 62E10 62P05 62-08 PDF BibTeX XML Cite \textit{L. Möstel} et al., Commun. Stat., Simulation Comput. 50, No. 4, 957--992 (2021; Zbl 07545589) Full Text: DOI OpenURL
Biagini, Francesca; Oberpriller, Katharina Reduced-form setting under model uncertainty with non-linear affine intensities. (English) Zbl 07537223 Probab. Uncertain. Quant. Risk 6, No. 3, 159-188 (2021). MSC: 91G40 91G05 60G44 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{K. Oberpriller}, Probab. Uncertain. Quant. Risk 6, No. 3, 159--188 (2021; Zbl 07537223) Full Text: DOI OpenURL
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 1485.91054 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDF BibTeX XML Cite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 1485.91054) Full Text: DOI OpenURL
Gapeev, Pavel V.; Jeanblanc, Monique; Wu, Dongli Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. (English) Zbl 07478657 Electron. J. Probab. 26, Paper No. 136, 24 p. (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60G44 60J65 60G40 60G35 60H10 91G40 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Electron. J. Probab. 26, Paper No. 136, 24 p. (2021; Zbl 07478657) Full Text: DOI OpenURL
Han, Yanjun; Özgür, Ayfer; Weissman, Tsachy Geometric lower bounds for distributed parameter estimation under communication constraints. (English) Zbl 07475603 IEEE Trans. Inf. Theory 67, No. 12, 8248-8263 (2021). MSC: 94A05 PDF BibTeX XML Cite \textit{Y. Han} et al., IEEE Trans. Inf. Theory 67, No. 12, 8248--8263 (2021; Zbl 07475603) Full Text: DOI arXiv OpenURL
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 1485.91212 Probab. Math. Stat. 41, No. 2, 217-235 (2021). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Probab. Math. Stat. 41, No. 2, 217--235 (2021; Zbl 1485.91212) Full Text: DOI arXiv OpenURL
Crespo, Luis G.; Slaba, Tony C.; Kenny, Sean P.; Swinney, Mathew W.; Giesy, Daniel P. Calibration of a radiation quality model for sparse and uncertain data. (English) Zbl 1481.62114 Appl. Math. Modelling 95, 734-759 (2021). MSC: 62P30 62F10 PDF BibTeX XML Cite \textit{L. G. Crespo} et al., Appl. Math. Modelling 95, 734--759 (2021; Zbl 1481.62114) Full Text: DOI OpenURL
Bielecki, Tomasz R.; Jakubowski, Jacek; Jeanblanc, Monique; Niewęgłowski, Mariusz Semimartingales and shrinkage of filtration. (English) Zbl 1479.60084 Ann. Appl. Probab. 31, No. 3, 1376-1402 (2021). MSC: 60G44 91G40 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Ann. Appl. Probab. 31, No. 3, 1376--1402 (2021; Zbl 1479.60084) Full Text: DOI arXiv Link OpenURL
Lyberopoulos, Demetrios P.; Macheras, Nikolaos D. A characterization of martingale-equivalent mixed compound Poisson processes. (English) Zbl 1476.91036 Ann. Appl. Probab. 31, No. 2, 778-805 (2021). MSC: 91B05 60G44 60G51 60G55 PDF BibTeX XML Cite \textit{D. P. Lyberopoulos} and \textit{N. D. Macheras}, Ann. Appl. Probab. 31, No. 2, 778--805 (2021; Zbl 1476.91036) Full Text: DOI arXiv Link OpenURL
Gangopadhyay, Ujan; Mukherjee, Gourab On discrete priors and sparse minimax optimal predictive densities. (English) Zbl 1471.62245 Electron. J. Stat. 15, No. 1, 1636-1660 (2021). MSC: 62C20 60F15 60G42 PDF BibTeX XML Cite \textit{U. Gangopadhyay} and \textit{G. Mukherjee}, Electron. J. Stat. 15, No. 1, 1636--1660 (2021; Zbl 1471.62245) Full Text: DOI OpenURL
Jarrow, Robert A. Continuous-time asset pricing theory. A martingale-based approach. 2nd extended edition. (English) Zbl 1480.91001 Springer Finance Textbooks. Cham: Springer (ISBN 978-3-030-74409-0/hbk; 978-3-030-74410-6/ebook). xxiii, 456 p. (2021). Reviewer: Gianluca Cassese (Milano) MSC: 91-01 91G20 91G30 91G40 91G10 60G44 91B16 PDF BibTeX XML Cite \textit{R. A. Jarrow}, Continuous-time asset pricing theory. A martingale-based approach. 2nd extended edition. Cham: Springer (2021; Zbl 1480.91001) Full Text: DOI OpenURL
Desmettre, Sascha; Leobacher, Gunther; Rogers, L. C. G. Change of drift in one-dimensional diffusions. (English) Zbl 1461.91365 Finance Stoch. 25, No. 2, 359-381 (2021). MSC: 91G70 60G44 91B70 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Finance Stoch. 25, No. 2, 359--381 (2021; Zbl 1461.91365) Full Text: DOI arXiv OpenURL
Bahl, Raj Kumari; Sabanis, Sotirios Model-independent price bounds for catastrophic mortality bonds. (English) Zbl 1460.91209 Insur. Math. Econ. 96, 276-291 (2021). MSC: 91G05 91G20 60G44 PDF BibTeX XML Cite \textit{R. K. Bahl} and \textit{S. Sabanis}, Insur. Math. Econ. 96, 276--291 (2021; Zbl 1460.91209) Full Text: DOI arXiv OpenURL
Gu, Xing; Mamon, Rogemar; Duprey, Thibaut; Xiong, Heng Online estimation for a predictive analytics platform with a financial-stability-analysis application. (English) Zbl 1455.91247 Eur. J. Control 57, 205-221 (2021). MSC: 91G15 91G45 93E10 93E11 PDF BibTeX XML Cite \textit{X. Gu} et al., Eur. J. Control 57, 205--221 (2021; Zbl 1455.91247) Full Text: DOI OpenURL
Han, Ming E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type i censored samples. (English) Zbl 07528868 Commun. Stat., Theory Methods 49, No. 8, 1858-1872 (2020). MSC: 62F15 62F10 62N05 62-XX PDF BibTeX XML Cite \textit{M. Han}, Commun. Stat., Theory Methods 49, No. 8, 1858--1872 (2020; Zbl 07528868) Full Text: DOI OpenURL
Sheraz, Muhammad; Preda, Vasile; Dedu, Silvia Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling. (English) Zbl 1485.91235 AIMS Math. 5, No. 1, 300-310 (2020). MSC: 91G30 60G42 60K15 94A17 PDF BibTeX XML Cite \textit{M. Sheraz} et al., AIMS Math. 5, No. 1, 300--310 (2020; Zbl 1485.91235) Full Text: DOI OpenURL
Niu, Yinju; Ma, Chongwu The ruin probability of the risk model with claim numbers in Poisson negative binomial distribution. (Chinese. English summary) Zbl 1474.62369 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 5, 530-533 (2020). MSC: 62P05 91G05 60G44 PDF BibTeX XML Cite \textit{Y. Niu} and \textit{C. Ma}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 5, 530--533 (2020; Zbl 1474.62369) Full Text: DOI OpenURL
Njenga, Carolyn Ndigwako; Sherris, Michael Modeling mortality with a Bayesian vector autoregression. (English) Zbl 1452.91244 Insur. Math. Econ. 94, 40-57 (2020). MSC: 91D20 91G05 62P05 PDF BibTeX XML Cite \textit{C. N. Njenga} and \textit{M. Sherris}, Insur. Math. Econ. 94, 40--57 (2020; Zbl 1452.91244) Full Text: DOI OpenURL
Bakas, Dimitrios; Mendieta-Muñoz, Ivan Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence. (English) Zbl 1451.91217 Econ. Lett. 195, Article ID 109435, 4 p. (2020). MSC: 91G45 PDF BibTeX XML Cite \textit{D. Bakas} and \textit{I. Mendieta-Muñoz}, Econ. Lett. 195, Article ID 109435, 4 p. (2020; Zbl 1451.91217) Full Text: DOI OpenURL
Jeanblanc, Monique; Li, Libo Characteristics and constructions of default times. (English) Zbl 1448.91312 SIAM J. Financ. Math. 11, No. 3, 720-749 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G44 PDF BibTeX XML Cite \textit{M. Jeanblanc} and \textit{L. Li}, SIAM J. Financ. Math. 11, No. 3, 720--749 (2020; Zbl 1448.91312) Full Text: DOI HAL OpenURL
Spielmann, J.; Vostrikova, L. On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100 Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020). MSC: 60G51 91G40 60G44 60H30 PDF BibTeX XML Cite \textit{J. Spielmann} and \textit{L. Vostrikova}, Theory Probab. Appl. 65, No. 2, 249--269 (2020; Zbl 1459.60100); translation from Teor. Veroyatn. Primen. 65, No. 2, 312--337 (2020) Full Text: DOI arXiv OpenURL
Bo, Lijun; Ceci, Claudia Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives. (English) Zbl 1448.91293 Appl. Math. Optim. 82, No. 2, 799-850 (2020). MSC: 91G20 91G40 91G10 60G44 PDF BibTeX XML Cite \textit{L. Bo} and \textit{C. Ceci}, Appl. Math. Optim. 82, No. 2, 799--850 (2020; Zbl 1448.91293) Full Text: DOI OpenURL
Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. A ruin model with a resampled environment. (English) Zbl 1447.91131 Scand. Actuar. J. 2020, No. 4, 323-341 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2020, No. 4, 323--341 (2020; Zbl 1447.91131) Full Text: DOI arXiv OpenURL
Hu, Limei; Chen, Feng; Duan, Shukai; Wang, Lidan; Wu, Jiagui An improved diffusion affine projection estimation algorithm for wireless sensor networks. (English) Zbl 1452.94015 Circuits Syst. Signal Process. 39, No. 6, 3173-3188 (2020). MSC: 94A12 PDF BibTeX XML Cite \textit{L. Hu} et al., Circuits Syst. Signal Process. 39, No. 6, 3173--3188 (2020; Zbl 1452.94015) Full Text: DOI OpenURL
Guo, Wenjing; Jiang, Haiwen Optimal behavioral portfolio selection for an individual under inflation risk. (Chinese. English summary) Zbl 1449.91123 Chin. J. Eng. Math. 37, No. 2, 131-145 (2020). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{W. Guo} and \textit{H. Jiang}, Chin. J. Eng. Math. 37, No. 2, 131--145 (2020; Zbl 1449.91123) Full Text: DOI OpenURL
Sala, Carlo; Barone-Adesi, Giovanni Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set. (English) Zbl 1445.91064 Stochastic Anal. Appl. 38, No. 4, 686-707 (2020). MSC: 91G20 60G44 62P05 PDF BibTeX XML Cite \textit{C. Sala} and \textit{G. Barone-Adesi}, Stochastic Anal. Appl. 38, No. 4, 686--707 (2020; Zbl 1445.91064) Full Text: DOI OpenURL
Cretarola, Alessandra; Figà-Talamanca, Gianna Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (English) Zbl 1436.91113 Econ. Lett. 191, Article ID 108831, 5 p. (2020). MSC: 91G70 60G44 60J27 PDF BibTeX XML Cite \textit{A. Cretarola} and \textit{G. Figà-Talamanca}, Econ. Lett. 191, Article ID 108831, 5 p. (2020; Zbl 1436.91113) Full Text: DOI OpenURL
Benvenuto, Federico; Jin, Bangti A parameter choice rule for Tikhonov regularization based on predictive risk. (English) Zbl 07211714 Inverse Probl. 36, No. 6, Article ID 065004, 24 p. (2020). MSC: 47Axx 44Axx 65-XX 65Jxx PDF BibTeX XML Cite \textit{F. Benvenuto} and \textit{B. Jin}, Inverse Probl. 36, No. 6, Article ID 065004, 24 p. (2020; Zbl 07211714) Full Text: DOI arXiv OpenURL
Crépey, Stéphane; Sabbagh, Wissal; Song, Shiqi When capital is a funding source: the anticipated backward stochastic differential equations of X-value adjustments. (English) Zbl 1443.91286 SIAM J. Financ. Math. 11, No. 1, 99-130 (2020). MSC: 91G20 60H10 91G40 60G44 PDF BibTeX XML Cite \textit{S. Crépey} et al., SIAM J. Financ. Math. 11, No. 1, 99--130 (2020; Zbl 1443.91286) Full Text: DOI OpenURL
Fu, Ke-Ang; Ni, Chang; Chen, Hao A particular bidimensional time-dependent renewal risk model with constant interest rates. (English) Zbl 1434.60254 Probab. Eng. Inf. Sci. 34, No. 2, 172-182 (2020). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{K.-A. Fu} et al., Probab. Eng. Inf. Sci. 34, No. 2, 172--182 (2020; Zbl 1434.60254) Full Text: DOI OpenURL
Salimov, Rustem; Yang, Su-Fen; Volodin, Andrei; Volodin, Igor Estimation of mean value of a normal distribution with constraints on the relative error and \(d\)-risk. (English) Zbl 07194339 J. Stat. Comput. Simulation 90, No. 7, 1286-1300 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Salimov} et al., J. Stat. Comput. Simulation 90, No. 7, 1286--1300 (2020; Zbl 07194339) Full Text: DOI OpenURL
Brugière, Pierre Quantitative portfolio management. With applications in Python. (English) Zbl 1452.91005 Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-37739-7/hbk; 978-3-030-37740-3/ebook). xii, 205 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G10 91-08 PDF BibTeX XML Cite \textit{P. Brugière}, Quantitative portfolio management. With applications in Python. Cham: Springer (2020; Zbl 1452.91005) Full Text: DOI OpenURL
Macheras, Nikolaos D.; Tzaninis, Spyridon M. A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. (English) Zbl 1435.60039 Mod. Stoch., Theory Appl. 7, No. 1, 43-60 (2020). MSC: 60G55 91G40 28A35 60G44 60K05 PDF BibTeX XML Cite \textit{N. D. Macheras} and \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 7, No. 1, 43--60 (2020; Zbl 1435.60039) Full Text: DOI arXiv OpenURL
Hess, Markus Enlarged filtrations and indistinguishable processes. (English) Zbl 1427.60074 Stochastic Anal. Appl. 38, No. 1, 179-189 (2020). MSC: 60G44 60G51 60H10 91G20 60G57 91B44 91G70 91G10 93E20 PDF BibTeX XML Cite \textit{M. Hess}, Stochastic Anal. Appl. 38, No. 1, 179--189 (2020; Zbl 1427.60074) Full Text: DOI OpenURL
Al-Hemyari, Zuhair A.; Al-Dabag, H. A.; Al-Humairi, Ali A class of always pooling shrinkage testimators for the Weibull model. (English) Zbl 1452.62721 Int. J. Math. Oper. Res. 14, No. 3, 407-432 (2019). MSC: 62N05 62F10 62J07 PDF BibTeX XML Cite \textit{Z. A. Al-Hemyari} et al., Int. J. Math. Oper. Res. 14, No. 3, 407--432 (2019; Zbl 1452.62721) Full Text: DOI OpenURL
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan Pointwise arbitrage pricing theory in discrete time. (English) Zbl 1437.90159 Math. Oper. Res. 44, No. 3, 1034-1057 (2019). MSC: 90C46 90C47 90C17 91G20 49K45 49N15 60G42 93E20 91G70 PDF BibTeX XML Cite \textit{M. Burzoni} et al., Math. Oper. Res. 44, No. 3, 1034--1057 (2019; Zbl 1437.90159) Full Text: DOI arXiv OpenURL
Miao, Yunfei; Wang, Guoping; Rui, Xiaoting; Tu, Tianxiong An innovative Bayesian sequential censored sampling inspection method and application to test design. (English) Zbl 1481.62051 Appl. Math. Modelling 76, 867-882 (2019). MSC: 62L05 62F15 62N03 62P30 90B25 PDF BibTeX XML Cite \textit{Y. Miao} et al., Appl. Math. Modelling 76, 867--882 (2019; Zbl 1481.62051) Full Text: DOI OpenURL
Harms, Cord; Kiesel, Rüdiger Structural electricity models and asymptotically normal estimators to quantify parameter risk. (English) Zbl 1433.91102 Appl. Math. Finance 26, No. 5, 475-522 (2019). MSC: 91B74 91G20 91G70 PDF BibTeX XML Cite \textit{C. Harms} and \textit{R. Kiesel}, Appl. Math. Finance 26, No. 5, 475--522 (2019; Zbl 1433.91102) Full Text: DOI OpenURL
Campi, Luciano; Martini, Claude On the support of extremal martingale measures with given marginals: the countable case. (English) Zbl 1427.60072 Adv. Appl. Probab. 51, No. 2, 570-605 (2019). MSC: 60G42 91G70 91G20 PDF BibTeX XML Cite \textit{L. Campi} and \textit{C. Martini}, Adv. Appl. Probab. 51, No. 2, 570--605 (2019; Zbl 1427.60072) Full Text: DOI arXiv Link OpenURL
Hess, Markus Minimal variance hedging in multicurve interest rate modeling. (English) Zbl 1425.91415 Lith. Math. J. 59, No. 3, 338-356 (2019). MSC: 91G30 91G20 60G44 60G51 60H07 60H10 91B30 91G70 PDF BibTeX XML Cite \textit{M. Hess}, Lith. Math. J. 59, No. 3, 338--356 (2019; Zbl 1425.91415) Full Text: DOI OpenURL
Renaut, Rosemary A.; Helmstetter, Anthony W.; Vatankhah, Saeed Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition. (English) Zbl 1434.65039 BIT 59, No. 4, 1031-1061 (2019). MSC: 65F20 65F22 65F15 PDF BibTeX XML Cite \textit{R. A. Renaut} et al., BIT 59, No. 4, 1031--1061 (2019; Zbl 1434.65039) Full Text: DOI arXiv OpenURL
Schatz, Michael; Sornette, Didier A nonuniformly integrable martingale bubble with a crash. (English) Zbl 1429.91340 SIAM J. Financ. Math. 10, No. 2, 615-631 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G45 60G44 60G55 60J76 PDF BibTeX XML Cite \textit{M. Schatz} and \textit{D. Sornette}, SIAM J. Financ. Math. 10, No. 2, 615--631 (2019; Zbl 1429.91340) Full Text: DOI Link OpenURL
Gambaro, Anna Maria; Casalini, Riccardo; Fusai, Gianluca; Ghilarducci, Alessandro A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (English) Zbl 1426.91219 Decis. Econ. Finance 42, No. 1, 157-187 (2019). MSC: 91G05 91G40 91G10 60G44 PDF BibTeX XML Cite \textit{A. M. Gambaro} et al., Decis. Econ. Finance 42, No. 1, 157--187 (2019; Zbl 1426.91219) Full Text: DOI Link OpenURL
Biagini, Francesca; Zhang, Yinglin Reduced-form framework under model uncertainty. (English) Zbl 1426.91286 Ann. Appl. Probab. 29, No. 4, 2481-2522 (2019). MSC: 91G40 91G05 60G44 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{Y. Zhang}, Ann. Appl. Probab. 29, No. 4, 2481--2522 (2019; Zbl 1426.91286) Full Text: DOI arXiv Euclid OpenURL
Zhou, Jieming; Zhang, Xiaoye; Huang, Ya; Xiang, Xuyan; Deng, Yingchun Optimal investment and risk control policies for an insurer in an incomplete market. (English) Zbl 1426.91238 Optimization 68, No. 9, 1625-1652 (2019). MSC: 91G05 60K30 60G44 91B16 PDF BibTeX XML Cite \textit{J. Zhou} et al., Optimization 68, No. 9, 1625--1652 (2019; Zbl 1426.91238) Full Text: DOI OpenURL
Xiao, Hongmin; Liu, Yuedi; Liu, Ailing Optimal investment strategy for risk model of delayed claims. (Chinese. English summary) Zbl 1438.91131 J. Math., Wuhan Univ. 39, No. 2, 297-304 (2019). MSC: 91G10 91B05 60G44 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Math., Wuhan Univ. 39, No. 2, 297--304 (2019; Zbl 1438.91131) Full Text: DOI OpenURL
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage under additional information for thin semimartingale models. (English) Zbl 1479.60083 Stochastic Processes Appl. 129, No. 9, 3080-3115 (2019). MSC: 60G44 60H30 91G99 PDF BibTeX XML Cite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 9, 3080--3115 (2019; Zbl 1479.60083) Full Text: DOI arXiv OpenURL
L’Moudden, A.; Marchand, É. On predictive density estimation under \(\alpha\)-divergence loss. (English) Zbl 1426.62018 Math. Methods Stat. 28, No. 2, 127-143 (2019). MSC: 62C20 62F10 62F15 62F30 62H10 62M20 PDF BibTeX XML Cite \textit{A. L'Moudden} and \textit{É. Marchand}, Math. Methods Stat. 28, No. 2, 127--143 (2019; Zbl 1426.62018) Full Text: DOI arXiv OpenURL
Francq, Christian; Zakoian, Jean-Michel GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62P05 PDF BibTeX XML Cite \textit{C. Francq} and \textit{J.-M. Zakoian}, GARCH models. Structure, statistical inference and financial applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1431.62004) Full Text: DOI OpenURL
Bégin, Jean-François Economic scenario generator and parameter uncertainty: a Bayesian approach. (English) Zbl 1410.91256 ASTIN Bull. 49, No. 2, 335-372 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J.-F. Bégin}, ASTIN Bull. 49, No. 2, 335--372 (2019; Zbl 1410.91256) Full Text: DOI OpenURL
Richards, Donald; Uhler, Caroline Loading monotonicity of weighted premiums, and total positivity properties of weight functions. (English) Zbl 1410.91286 J. Math. Anal. Appl. 475, No. 1, 532-553 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Richards} and \textit{C. Uhler}, J. Math. Anal. Appl. 475, No. 1, 532--553 (2019; Zbl 1410.91286) Full Text: DOI arXiv OpenURL
Bienek, T.; Scherer, M. Valuation of contingent guarantees using least-squares Monte Carlo. (English) Zbl 1419.91348 ASTIN Bull. 49, No. 1, 31-56 (2019). MSC: 91B30 91G20 60G40 60G44 91G60 PDF BibTeX XML Cite \textit{T. Bienek} and \textit{M. Scherer}, ASTIN Bull. 49, No. 1, 31--56 (2019; Zbl 1419.91348) Full Text: DOI OpenURL
Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn Investigating dependence between frequency and severity via simple generalized linear models. (English) Zbl 1411.62299 J. Korean Stat. Soc. 48, No. 1, 13-28 (2019). MSC: 62P05 62J12 91B30 PDF BibTeX XML Cite \textit{W. Lee} et al., J. Korean Stat. Soc. 48, No. 1, 13--28 (2019; Zbl 1411.62299) Full Text: DOI OpenURL
Papapantoleon, Antonis; Wardenga, Robert Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA. (English) Zbl 1432.91129 Probab. Uncertain. Quant. Risk 3, Paper No. 1, 28 p. (2018). MSC: 91G30 91G20 60G44 PDF BibTeX XML Cite \textit{A. Papapantoleon} and \textit{R. Wardenga}, Probab. Uncertain. Quant. Risk 3, Paper No. 1, 28 p. (2018; Zbl 1432.91129) Full Text: DOI arXiv OpenURL
Zhao, Xianghua On a risk process driven by a subordinator with liquid reserves, credit and debit interest. (English) Zbl 1429.91338 Far East J. Appl. Math. 99, No. 3, 235-252 (2018). MSC: 91G40 91G70 60G44 PDF BibTeX XML Cite \textit{X. Zhao}, Far East J. Appl. Math. 99, No. 3, 235--252 (2018; Zbl 1429.91338) Full Text: DOI OpenURL
Mukhopadhyay, Nitis; Zacks, Shelemyahu Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data. (English) Zbl 1425.62120 J. Stat. Theory Pract. 12, No. 1, 111-135 (2018). MSC: 62L12 62L05 62G20 62P10 60G40 62P20 PDF BibTeX XML Cite \textit{N. Mukhopadhyay} and \textit{S. Zacks}, J. Stat. Theory Pract. 12, No. 1, 111--135 (2018; Zbl 1425.62120) Full Text: DOI OpenURL
Tanaka, Hidekazu; Pal, Nabendu; Lim, Wooi K. On improved estimation under Weibull model. (English) Zbl 1420.62104 J. Stat. Theory Pract. 12, No. 1, 48-65 (2018). MSC: 62F12 62C15 62F10 PDF BibTeX XML Cite \textit{H. Tanaka} et al., J. Stat. Theory Pract. 12, No. 1, 48--65 (2018; Zbl 1420.62104) Full Text: DOI OpenURL
Zhang, Yi; Zhang, Xiankun; Wen, Limin Empirical Bayes estimators of risk premium under variance related premium principle. (English) Zbl 1424.62055 Chin. J. Appl. Probab. Stat. 34, No. 4, 345-363 (2018). MSC: 62F15 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Chin. J. Appl. Probab. Stat. 34, No. 4, 345--363 (2018; Zbl 1424.62055) Full Text: DOI OpenURL
Zaevski, Tsvetelin; Kounchev, Ognyan A jump moment as a stopping time and defaultable derivatives. (English) Zbl 1424.35326 C. R. Acad. Bulg. Sci. 71, No. 9, 1186-1191 (2018). Reviewer: Angela Slavova (Sofia) MSC: 35Q91 60G44 91G20 91G40 PDF BibTeX XML Cite \textit{T. Zaevski} and \textit{O. Kounchev}, C. R. Acad. Bulg. Sci. 71, No. 9, 1186--1191 (2018; Zbl 1424.35326) OpenURL
Zhang, Yi; Li, Zhilong The weighted credibility estimation and their statistical analysis of claims number. (Chinese. English summary) Zbl 1424.91071 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 42, No. 4, 361-365 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{Z. Li}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 42, No. 4, 361--365 (2018; Zbl 1424.91071) Full Text: DOI OpenURL
Lo, Ambrose Derivative pricing. A problem-based primer. (English) Zbl 1422.91005 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-138-03335-1/hbk; 978-1-315-30122-8/ebook). xviii, 432 p. (2018). Reviewer: Paweł Kliber (Poznan) MSC: 91-01 91G20 60G40 91B30 60G44 PDF BibTeX XML Cite \textit{A. Lo}, Derivative pricing. A problem-based primer. Boca Raton, FL: CRC Press (2018; Zbl 1422.91005) Full Text: DOI OpenURL
Feinstein, Zachary; Rudloff, Birgit A supermartingale relation for multivariate risk measures. (English) Zbl 1406.91410 Quant. Finance 18, No. 12, 1971-1990 (2018). MSC: 91G10 91B30 60G44 PDF BibTeX XML Cite \textit{Z. Feinstein} and \textit{B. Rudloff}, Quant. Finance 18, No. 12, 1971--1990 (2018; Zbl 1406.91410) Full Text: DOI arXiv OpenURL
Marchand, Éric; Sadeghkhani, Abdolnasser On predictive density estimation with additional information. (English) Zbl 1409.62116 Electron. J. Stat. 12, No. 2, 4209-4238 (2018). MSC: 62H12 62F15 62M20 PDF BibTeX XML Cite \textit{É. Marchand} and \textit{A. Sadeghkhani}, Electron. J. Stat. 12, No. 2, 4209--4238 (2018; Zbl 1409.62116) Full Text: DOI arXiv Euclid OpenURL
Hernández-Hernández, Daniel Variance-optimal martingale measures for diffusion processes with stochastic coefficients. (English) Zbl 1405.60056 Set-Valued Var. Anal. 26, No. 4, 975-991 (2018). MSC: 60G44 91B24 91B70 PDF BibTeX XML Cite \textit{D. Hernández-Hernández}, Set-Valued Var. Anal. 26, No. 4, 975--991 (2018; Zbl 1405.60056) Full Text: DOI OpenURL
Le Courtois, Olivier Some further results on the tempered multistable approach. (English) Zbl 1418.91611 Asia-Pac. Financ. Mark. 25, No. 2, 87-109 (2018). MSC: 91G70 60G44 60G52 PDF BibTeX XML Cite \textit{O. Le Courtois}, Asia-Pac. Financ. Mark. 25, No. 2, 87--109 (2018; Zbl 1418.91611) Full Text: DOI OpenURL
Li, Danning; Xue, Lingzhou; Zou, Hui Applications of Peter Hall’s martingale limit theory to estimating and testing high dimensional covariance matrices. (English) Zbl 1406.62057 Stat. Sin. 28, No. 4, Part 2, 2657-2670 (2018). MSC: 62H12 62H15 62G05 60G42 60F15 PDF BibTeX XML Cite \textit{D. Li} et al., Stat. Sin. 28, No. 4, Part 2, 2657--2670 (2018; Zbl 1406.62057) Full Text: DOI Link OpenURL
Karlsson, Martin; Klohn, Florian; Rickayzen, Ben The role of heterogeneous parameters for the detection of selection in insurance contracts. (English) Zbl 1417.91276 Insur. Math. Econ. 83, 110-121 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Karlsson} et al., Insur. Math. Econ. 83, 110--121 (2018; Zbl 1417.91276) Full Text: DOI Link OpenURL
Bodnar, Taras; Okhrin, Yarema; Vitlinskyy, Valdemar; Zabolotskyy, Taras Determination and estimation of risk aversion coefficients. (English) Zbl 1417.91441 Comput. Manag. Sci. 15, No. 2, 297-317 (2018). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{T. Bodnar} et al., Comput. Manag. Sci. 15, No. 2, 297--317 (2018; Zbl 1417.91441) Full Text: DOI OpenURL
Rio, Emmanuel About Doob’s inequality, entropy and Tchebichef. (English) Zbl 1401.60027 Electron. Commun. Probab. 23, Paper No. 78, 12 p. (2018). MSC: 60E15 60G42 PDF BibTeX XML Cite \textit{E. Rio}, Electron. Commun. Probab. 23, Paper No. 78, 12 p. (2018; Zbl 1401.60027) Full Text: DOI Euclid OpenURL
Leung, Melvern; Fung, Man Chung; O’Hare, Colin A comparative study of pricing approaches for longevity instruments. (English) Zbl 1416.91200 Insur. Math. Econ. 82, 95-116 (2018). MSC: 91B30 91G20 91-04 62P05 PDF BibTeX XML Cite \textit{M. Leung} et al., Insur. Math. Econ. 82, 95--116 (2018; Zbl 1416.91200) Full Text: DOI OpenURL
Lucka, Felix; Proksch, Katharina; Brune, Christoph; Bissantz, Nicolai; Burger, Martin; Dette, Holger; Wübbeling, Frank Risk estimators for choosing regularization parameters in ill-posed problems – properties and limitations. (English) Zbl 06945044 Inverse Probl. Imaging 12, No. 5, 1121-1155 (2018). MSC: 65F22 62F12 49N45 PDF BibTeX XML Cite \textit{F. Lucka} et al., Inverse Probl. Imaging 12, No. 5, 1121--1155 (2018; Zbl 06945044) Full Text: DOI arXiv OpenURL
Chau, Huy N.; Runggaldier, Wolfgang J.; Tankov, Peter Arbitrage and utility maximization in market models with an insider. (English) Zbl 1396.91232 Math. Financ. Econ. 12, No. 4, 589-614 (2018). MSC: 91B26 91B16 60G44 PDF BibTeX XML Cite \textit{H. N. Chau} et al., Math. Financ. Econ. 12, No. 4, 589--614 (2018; Zbl 1396.91232) Full Text: DOI arXiv Link OpenURL
Li, Hong; Lu, Yang A Bayesian non-parametric model for small population mortality. (English) Zbl 1416.91204 Scand. Actuar. J. 2018, No. 7, 605-628 (2018). MSC: 91B30 62P05 91D20 62F15 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2018, No. 7, 605--628 (2018; Zbl 1416.91204) Full Text: DOI HAL OpenURL
Hata, Hiroaki; Yasuda, Kazuhiro Expected exponential utility maximization of insurers with a linear Gaussian stochastic factor model. (English) Zbl 1416.91185 Scand. Actuar. J. 2018, No. 5, 357-378 (2018). MSC: 91B30 91B16 93E20 90C39 60G44 PDF BibTeX XML Cite \textit{H. Hata} and \textit{K. Yasuda}, Scand. Actuar. J. 2018, No. 5, 357--378 (2018; Zbl 1416.91185) Full Text: DOI OpenURL
Fröhlich, Andreas; Weng, Annegret Parameter uncertainty and reserve risk under Solvency II. (English) Zbl 1416.91177 Insur. Math. Econ. 81, 130-141 (2018). MSC: 91B30 62P05 62F40 PDF BibTeX XML Cite \textit{A. Fröhlich} and \textit{A. Weng}, Insur. Math. Econ. 81, 130--141 (2018; Zbl 1416.91177) Full Text: DOI arXiv OpenURL
Gambaro, Anna Maria; Casalini, Riccardo; Fusai, Gianluca; Ghilarducci, Alessandro Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. (English) Zbl 1416.91179 Insur. Math. Econ. 81, 117-129 (2018). MSC: 91B30 91G20 60G44 91G30 91G40 PDF BibTeX XML Cite \textit{A. M. Gambaro} et al., Insur. Math. Econ. 81, 117--129 (2018; Zbl 1416.91179) Full Text: DOI Link OpenURL
Bo, Lijun; Capponi, Agostino Portfolio choice with market – credit-risk dependencies. (English) Zbl 1415.91254 SIAM J. Control Optim. 56, No. 4, 3050-3091 (2018). MSC: 91G10 91G40 60G44 35Q91 PDF BibTeX XML Cite \textit{L. Bo} and \textit{A. Capponi}, SIAM J. Control Optim. 56, No. 4, 3050--3091 (2018; Zbl 1415.91254) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Yu, Xiang On the market viability under proportional transaction costs. (English) Zbl 1411.91479 Math. Finance 28, No. 3, 800-838 (2018). MSC: 91G10 60G44 91B16 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{X. Yu}, Math. Finance 28, No. 3, 800--838 (2018; Zbl 1411.91479) Full Text: DOI arXiv OpenURL
Consiglio, Andrea; Zenios, Stavros A. Pricing and hedging GDP-linked bonds in incomplete markets. (English) Zbl 1401.91529 J. Econ. Dyn. Control 88, 137-155 (2018). MSC: 91G20 91B25 60G42 90C15 PDF BibTeX XML Cite \textit{A. Consiglio} and \textit{S. A. Zenios}, J. Econ. Dyn. Control 88, 137--155 (2018; Zbl 1401.91529) Full Text: DOI Link OpenURL
Christodoulou, Panagiotis; Detering, Nils; Meyer-Brandis, Thilo Local risk-minimization with multiple assets under illiquidity with applications in energy markets. (English) Zbl 1395.91434 Int. J. Theor. Appl. Finance 21, No. 4, Article ID 1850028, 44 p. (2018). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{P. Christodoulou} et al., Int. J. Theor. Appl. Finance 21, No. 4, Article ID 1850028, 44 p. (2018; Zbl 1395.91434) Full Text: DOI arXiv OpenURL
Kim, Ju Hong The prior set taking a maximal scenario in the representation of coherent risk measure. (English) Zbl 1391.60091 J. Korean Soc. Math. Educ., Ser. B, Pure Appl. Math. 25, No. 1, 1-5 (2018). MSC: 60G42 60G44 60H10 91B30 PDF BibTeX XML Cite \textit{J. H. Kim}, J. Korean Soc. Math. Educ., Ser. B, Pure Appl. Math. 25, No. 1, 1--5 (2018; Zbl 1391.60091) Full Text: DOI OpenURL
Chang, Xinfeng; Wu, Jibo Performance of the Stein-type two-parameter estimator in multiple linear regression model. (English) Zbl 1392.62213 Commun. Stat., Theory Methods 47, No. 8, 1935-1952 (2018). MSC: 62J07 62J05 PDF BibTeX XML Cite \textit{X. Chang} and \textit{J. Wu}, Commun. Stat., Theory Methods 47, No. 8, 1935--1952 (2018; Zbl 1392.62213) Full Text: DOI OpenURL
Jarrow, Robert A. Continuous-time asset pricing theory. A martingale-based approach. (English) Zbl 1432.91002 Springer Finance Textbooks. Cham: Springer (ISBN 978-3-319-77820-4/hbk; 978-3-319-77821-1/ebook). xxiii, 448 p. (2018). Reviewer: Gianluca Cassese (Milano) MSC: 91-01 91G20 91G30 91G40 91G10 60G44 91B16 PDF BibTeX XML Cite \textit{R. A. Jarrow}, Continuous-time asset pricing theory. A martingale-based approach. Cham: Springer (2018; Zbl 1432.91002) Full Text: DOI Link OpenURL
Gehmlich, Frank; Schmidt, Thorsten Dynamic defaultable term structure modeling beyond the intensity paradigm. (English) Zbl 1403.91361 Math. Finance 28, No. 1, 211-239 (2018). MSC: 91G40 60G44 62M20 62P05 PDF BibTeX XML Cite \textit{F. Gehmlich} and \textit{T. Schmidt}, Math. Finance 28, No. 1, 211--239 (2018; Zbl 1403.91361) Full Text: DOI arXiv OpenURL
Börger, Matthias; Schupp, Johannes Modeling trend processes in parametric mortality models. (English) Zbl 1400.91241 Insur. Math. Econ. 78, 369-380 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Börger} and \textit{J. Schupp}, Insur. Math. Econ. 78, 369--380 (2018; Zbl 1400.91241) Full Text: DOI OpenURL
Jeanblanc, Monique; Li, Libo; Song, Shiqi An enlargement of filtration formula with applications to multiple non-ordered default times. (English) Zbl 1379.60040 Finance Stoch. 22, No. 1, 205-240 (2018). Reviewer: Claudio Fontana (Paris) MSC: 60G07 91G40 60G44 PDF BibTeX XML Cite \textit{M. Jeanblanc} et al., Finance Stoch. 22, No. 1, 205--240 (2018; Zbl 1379.60040) Full Text: DOI HAL OpenURL
Dogadova, Tatiana V.; Kusainov, Marat I.; Vasiliev, Vyacheslav A. Truncated estimation method and applications. (English) Zbl 07407411 Serdica Math. J. 43, No. 3-4, 221-266 (2017). Reviewer: Zdeněk Ryjáček MSC: 60G25 62M20 60G52 60J60 62F12 93E10 PDF BibTeX XML Cite \textit{T. V. Dogadova} et al., Serdica Math. J. 43, No. 3--4, 221--266 (2017; Zbl 07407411) OpenURL
Dey, Sanku; Raheem, Enayetur; Mukherjee, Saikat Statistical properties and different methods of estimation of transmuted Rayleigh distribution. (English) Zbl 1435.62062 Rev. Colomb. Estad. 40, No. 1, 165-203 (2017). MSC: 62E10 62F10 62G30 PDF BibTeX XML Cite \textit{S. Dey} et al., Rev. Colomb. Estad. 40, No. 1, 165--203 (2017; Zbl 1435.62062) Full Text: DOI OpenURL
Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen On the compensator of the default process in an information-based model. (English) Zbl 1444.60034 Probab. Uncertain. Quant. Risk 2, Paper No. 10, 21 p. (2017). MSC: 60G44 91B24 PDF BibTeX XML Cite \textit{M. L. Bedini} et al., Probab. Uncertain. Quant. Risk 2, Paper No. 10, 21 p. (2017; Zbl 1444.60034) Full Text: DOI arXiv OpenURL
Blanchet-Scalliet, Christophette; Hillairet, Caroline; Jiao, Ying Successive enlargement of filtrations and application to insider information. (English) Zbl 1425.60052 Adv. Appl. Probab. 49, No. 3, 653-685 (2017). MSC: 60G99 60G44 91G40 PDF BibTeX XML Cite \textit{C. Blanchet-Scalliet} et al., Adv. Appl. Probab. 49, No. 3, 653--685 (2017; Zbl 1425.60052) Full Text: DOI HAL OpenURL
Qin, Likuan; Linetsky, Vadim Long-term risk: A martingale approach. (English) Zbl 1420.91475 Econometrica 85, No. 1, 299-312 (2017). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{L. Qin} and \textit{V. Linetsky}, Econometrica 85, No. 1, 299--312 (2017; Zbl 1420.91475) Full Text: DOI arXiv OpenURL
Bodnar, Taras; Zabolotskyy, Taras How risky is the optimal portfolio which maximizes the Sharpe ratio? (English) Zbl 1443.62333 AStA, Adv. Stat. Anal. 101, No. 1, 1-28 (2017). MSC: 62P05 91G10 91G70 PDF BibTeX XML Cite \textit{T. Bodnar} and \textit{T. Zabolotskyy}, AStA, Adv. Stat. Anal. 101, No. 1, 1--28 (2017; Zbl 1443.62333) Full Text: DOI OpenURL
Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei Rainbow trend options: valuation and applications. (English) Zbl 1417.91516 Rev. Deriv. Res. 20, No. 2, 91-133 (2017). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{J.-Y. Wang} et al., Rev. Deriv. Res. 20, No. 2, 91--133 (2017; Zbl 1417.91516) Full Text: DOI Link OpenURL
Arvanitis, Stelios; Louka, Alexandros Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model. (English) Zbl 1398.91676 Econ. Lett. 161, 135-137 (2017). MSC: 91G70 62M10 60G44 60F99 PDF BibTeX XML Cite \textit{S. Arvanitis} and \textit{A. Louka}, Econ. Lett. 161, 135--137 (2017; Zbl 1398.91676) Full Text: DOI OpenURL
Branger, Nicole; Muck, Matthias; Seifried, Frank Thomas; Weisheit, Stefan Optimal portfolios when variances and covariances can jump. (English) Zbl 1401.91511 J. Econ. Dyn. Control 85, 59-89 (2017). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{N. Branger} et al., J. Econ. Dyn. Control 85, 59--89 (2017; Zbl 1401.91511) Full Text: DOI OpenURL
Li, Ye; Niu, Yufei; Guo, Sandang Risky decision-making method with three-parameter interval grey number based on regret theory. (Chinese. English summary) Zbl 1399.90149 Math. Pract. Theory 47, No. 24, 102-109 (2017). MSC: 90B50 03E72 91B30 PDF BibTeX XML Cite \textit{Y. Li} et al., Math. Pract. Theory 47, No. 24, 102--109 (2017; Zbl 1399.90149) OpenURL
Yin, Ming’E.; Niu, Xiangqiu Ruin probability for a discrete time model with investment returns and dependent structure. (Chinese. English summary) Zbl 1399.91052 J. Liaoning Norm. Univ., Nat. Sci. 40, No. 4, 451-455 (2017). MSC: 91B30 62P05 60J10 60G42 60G40 PDF BibTeX XML Cite \textit{Ming'E. Yin} and \textit{X. Niu}, J. Liaoning Norm. Univ., Nat. Sci. 40, No. 4, 451--455 (2017; Zbl 1399.91052) OpenURL
Gao, Yanwei; Shen, Chuan; Cheng, Jianhua Non-exponential upper bounds of ruin probability for stochastic premium risk model with investment income. (Chinese. English summary) Zbl 1399.91038 J. Jilin Univ., Sci. 55, No. 6, 1345-1351 (2017). MSC: 91B30 62P05 60G51 60G44 91G30 PDF BibTeX XML Cite \textit{Y. Gao} et al., J. Jilin Univ., Sci. 55, No. 6, 1345--1351 (2017; Zbl 1399.91038) Full Text: DOI OpenURL