Pichler, Alois Connection between higher order measures of risk and stochastic dominance. (English) Zbl 07920187 Comput. Manag. Sci. 21, No. 2, Paper No. 41, 28 p. (2024). MSC: 90Bxx 62G05 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Ilic, Ivana D. A simple empirical inquiry concerning tail risk. (English) Zbl 07918292 Funct. Anal. Approx. Comput. 16, No. 1, 49-54 (2024). MSC: 62G32 × Cite Format Result Cite Review PDF Full Text: Link
Lamb, John D.; Tee, Kai-Hong Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance. (English) Zbl 07905466 Ann. Oper. Res. 332, No. 1-3, 891-907 (2024). MSC: 62Jxx 62Pxx 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI OA License
Cao, Yaqi; Ma, Weidong; Zhao, Ge; McCarthy, Anne Marie; Chen, Jinbo A constrained maximum likelihood approach to developing well-calibrated models for predicting binary outcomes. (English) Zbl 07899218 Lifetime Data Anal. 30, No. 3, 624-648 (2024). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Sangnawakij, Patarawan A simple profile likelihood-based confidence interval for the risk ratio in rare events meta-analysis. (English) Zbl 07898919 Thail. Stat. 22, No. 2, 312-327 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: Link
Yongming, Li; Naiyi, Li; Zhongde, Luo; Guodong, Xing Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences. (English) Zbl 07898497 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 24, 22 p. (2024). MSC: 62G05 62G20 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Raheem, Enayetur; Ahmed, S. Ejaz; Liu, Shuangzhe Stein-rule M-estimation in sparse partially linear models. (English) Zbl 07886846 Jpn. J. Stat. Data Sci. 7, No. 1, 507-535 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
De Luca, Giuseppe; Magnus, Jan R. Shrinkage efficiency bounds: an extension. (English) Zbl 07880506 Commun. Stat., Theory Methods 53, No. 11, 4147-4152 (2024). MSC: 62C20 62H12 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Sengupta, Raghu Nandan; Bapat, Sudeep R.; Joshi, Neeraj Sequential estimation for the multiple linear regression models with balanced loss functions. (English) Zbl 07879949 Sequential Anal. 43, No. 2, 211-232 (2024). MSC: 62F10 62J05 62L12 62L15 62P25 × Cite Format Result Cite Review PDF Full Text: DOI
Alizadeh, Morad; Afshari, Mahmoud; Ranjbar, Vahid; Merovci, Faton; Yousof, Haitham M. A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data. (English) Zbl 07875546 São Paulo J. Math. Sci. 18, No. 1, 407-437 (2024). MSC: 62G05 62N05 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören; Strauch, Claudia; Trottner, Lukas Learning to reflect: a unifying approach for data-driven stochastic control strategies. (English) Zbl 07874412 Bernoulli 30, No. 3, 2074-2101 (2024). MSC: 62M05 62G07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mukhopadhyay, Nitis; Hu, Jun; Wang, Zhe Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations. (English) Zbl 07868246 Commun. Stat., Simulation Comput. 53, No. 3, 1330-1355 (2024). MSC: 62L12 62L05 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Moutanabbir, Khouzeima; Bouaddi, Mohammed A new non-parametric estimation of the expected shortfall for dependent financial losses. (English) Zbl 07866552 J. Stat. Plann. Inference 232, Article ID 106151, 18 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Congzheng; Zhu, Wenqi Newsvendor conditional value-at-risk minimisation: a feature-based approach under adaptive data selection. (English) Zbl 07864989 Eur. J. Oper. Res. 313, No. 2, 548-564 (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kan, Raymond; Lassance, Nathan; Wang, Xiaolu The distribution of sample mean-variance portfolio weights. (English) Zbl 1539.62310 Random Matrices Theory Appl. 13, No. 1, Article ID 2450002, 20 p. (2024). MSC: 62P05 62E15 62E20 62H10 62H12 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Abramovich, Felix Classification by sparse generalized additive models. (English) Zbl 07855847 Electron. J. Stat. 18, No. 1, 2021-2041 (2024). MSC: 62G05 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Huang, Zhenzhen; Wei, Pengyu; Weng, Chengguo Tail mean-variance portfolio selection with estimation risk. (English) Zbl 1537.91253 Insur. Math. Econ. 116, 218-234 (2024). MSC: 91G05 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Mukhopadhyay, Nitis; Aloufi, Anhar S. Multi-stage minimum risk point estimation strategies for comparing the locations from two negative exponential models and second-order asymptotics: illustrations with simulated data and bone marrow transplant data. (English) Zbl 1536.62076 J. Stat. Theory Pract. 18, No. 1, Paper No. 9, 40 p. (2024). MSC: 62L12 62L10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Di Bernardino, Elena; Laloë, Thomas; Pakzad, Cambyse Estimation of extreme multivariate expectiles with functional covariates. (English) Zbl 07846366 J. Multivariate Anal. 202, Article ID 105292, 22 p. (2024). MSC: 62Hxx 60G70 62H12 90C53 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lin, Ke; Li, Yanjie; Liu, Qi; Li, Duantengchuan; Shi, Xiongtao; Chen, Shiyu Almost surely safe exploration and exploitation for deep reinforcement learning with state safety estimation. (English) Zbl 07840736 Inf. Sci. 662, Article ID 120261, 16 p. (2024). MSC: 68-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Singh, Kundan; Mahto, Amulya Kumar; Tripathi, Yogesh Mani On partially observed competing risks model for Chen distribution under generalized progressive hybrid censoring. (English) Zbl 07836545 Stat. Neerl. 78, No. 1, 105-135 (2024). MSC: 62Nxx 62Fxx 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Zhenghang; He, Zhijian; Wang, Xiaoqun Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation. (English) Zbl 1536.91352 J. Comput. Appl. Math. 443, Article ID 115745, 16 p. (2024). MSC: 91G60 65C05 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Djerfi, Kouider; Djellouli, Ghaouti; Madani, Fethi Stein estimators for the drift of the mixing of two fractional Brownian motions. (English) Zbl 07833910 Commun. Stat., Theory Methods 53, No. 6, 1891-1905 (2024). MSC: 60G15 62B05 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Xiong, Qian; Peng, Zuoxiang; Nadarajah, Saralees Reinsurance premium estimation for heavy-tailed claim amounts. (English) Zbl 07832679 Braz. J. Probab. Stat. 38, No. 1, 32-52 (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mohamed, Heba Soltan; Cordeiro, Gauss M.; Minkah, R.; Yousof, Haitham M.; Ibrahim, Mohamed A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting. (English) Zbl 07831701 J. Appl. Stat. 51, No. 2, 348-369 (2024). MSC: 62-XX 60E05 62H05 62E10 62F10 62F15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Protter, Philip E.; Wu, Qianfan; Yang, Shihao Order book queue Hawkes Markovian modeling. (English) Zbl 07822811 SIAM J. Financ. Math. 15, No. 1, 1-25 (2024). MSC: 62P05 60G55 62J07 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Qingliang; Wu, Ruike; Yang, Yanrong; Zhong, Wei Time-varying minimum variance portfolio. (English) Zbl 07814001 J. Econom. 239, No. 2, Article ID 105339, 16 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Huimin; Liu, Youming Lower bound estimation for a family of high-dimensional sparse covariance matrices. (English) Zbl 1531.62009 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 2, Article ID 2350045, 13 p. (2024). MSC: 62C20 62H10 62H12 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Su, Wen; Yong, Yaodi Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model. (English) Zbl 1533.91506 Stat. Probab. Lett. 205, Article ID 109962, 8 p. (2024). MSC: 91G70 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Loría, Jorge; Bhadra, Anindya SURE-tuned bridge regression. (English) Zbl 1530.62008 Stat. Comput. 34, No. 1, Paper No. 30, 17 p. (2024). MSC: 62-08 62J07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Wenqi; Zhu, Zhongyi; Li, Rui; Lian, Heng Statistical performance of quantile tensor regression with convex regularization. (English) Zbl 07787456 J. Multivariate Anal. 200, Article ID 105249, 12 p. (2024). MSC: 62Hxx 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Thangkitanan, Nattaka; Budsaba, Kamon Accuracy properties of the normal approximation for the estimators of the ratio of binomial proportions. (English) Zbl 07853864 Lobachevskii J. Math. 44, No. 11, 4902-4912 (2023). MSC: 62Fxx 62-XX 60Exx × Cite Format Result Cite Review PDF Full Text: DOI
Ahmedou, Sidiya; Deme, El Hadji; Fofana, Souleymane An improved estimator of distortion risk premiums under dependence insured risks with heavy-tailed marginals. (English) Zbl 07834552 Far East J. Theor. Stat. 67, No. 3, 243-277 (2023). MSC: 62E20 62G30 62G32 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Dentcheva, Darinka; Lin, Yang; Penev, Spiridon Stability and sample-based approximations of composite stochastic optimization problems. (English) Zbl 07816811 Oper. Res. 71, No. 5, 1871-1888 (2023). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Almeida, Caio; Freire, Gustavo; Azevedo, Rafael; Ardison, Kym Nonparametric option pricing with generalized entropic estimators. (English) Zbl 1531.62104 J. Bus. Econ. Stat. 41, No. 4, 1173-1187 (2023). MSC: 62P20 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Aryal, Gaurab; Charankevich, Hanna; Jeong, Seungwon; Kim, Dong-Hyuk Procurements with bidder asymmetry in cost and risk-aversion. (English) Zbl 1531.62107 J. Bus. Econ. Stat. 41, No. 4, 1143-1156 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bartl, Daniel; Tangpi, Ludovic Nonasymptotic convergence rates for the plug-in estimation of risk measures. (English) Zbl 1533.91500 Math. Oper. Res. 48, No. 4, 2129-2155 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Harfouche, Zineb; Bareche, Aicha Semi-parametric approach for approximating the ruin probability of classical risk models with large claims. (English) Zbl 07793006 Commun. Stat., Simulation Comput. 52, No. 11, 5585-5604 (2023). MSC: 34K20 91G70 62G07 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen Folded bivariate distributions as models for magnitude correlation. (English) Zbl 1538.62172 REVSTAT 21, No. 1, 21-38 (2023). MSC: 62H10 62H05 62P05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Henderson, Nicholas C.; Varadhan, Ravi; Louis, Thomas A. Improved small domain estimation via compromise regression weights. (English) Zbl 07784946 J. Am. Stat. Assoc. 118, No. 544, 2793-2809 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Blagus, Rok Bias-reduced estimators of conditional odds ratios in matched case-control studies with unmatched confounding. (English) Zbl 1528.62057 Biom. J. 65, No. 4, Article ID 2200133, 17 p. (2023). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Chaudhuri, Anamitra; Chatterjee, Sabyasachi A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond. (English) Zbl 1539.62101 Ann. Stat. 51, No. 4, 1534-1560 (2023). MSC: 62G08 62G05 62G20 62J07 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Martinussen, Torben; Scheike, Thomas Harder Efficient \(t_0\)-year risk regression using the logistic model. (English) Zbl 07782066 Scand. J. Stat. 50, No. 4, 1919-1932 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Amisano, Gianni; Tristani, Oreste Monetary policy and long-term interest rates. (English) Zbl 07766854 Quant. Econ. 14, No. 2, 689-716 (2023). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Häfner, Samuel Risk aversion in share auctions: estimating import rents from TRQs in Switzerland. (English) Zbl 07766848 Quant. Econ. 14, No. 2, 419-470 (2023). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Cheng, Meiqi; Shi, Dawei; Chen, Tongwen Event-triggered risk-sensitive smoothing for linear Gaussian systems. (English) Zbl 1530.93262 Automatica 158, Article ID 111301, 9 p. (2023). MSC: 93C65 93C55 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Charalambous, Christakis; Martzoukos, Spiros H.; Taoushianis, Zenon A neuro-structural framework for bankruptcy prediction. (English) Zbl 1530.91585 Quant. Finance 23, No. 10, 1445-1464 (2023). MSC: 91G40 68T07 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Carey, Michelle; Genest, Christian; Ramsay, James O. Sparse estimation within Pearson’s system, with an application to financial market risk. (English. French summary) Zbl 07759557 Can. J. Stat. 51, No. 3, 800-823 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Chang, Chih-Hao; Huang, Hsin-Cheng; Ing, Ching-Kang Selection of linear mixed-effects models for clustered data. (English) Zbl 07748365 Scand. J. Stat. 50, No. 2, 875-897 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yi, Zhang Credibility estimation of risk premium in expected utility principle. (Chinese. English summary) Zbl 1538.91020 Chin. J. Appl. Probab. Stat. 39, No. 2, 301-314 (2023). MSC: 91B16 62F15 62F12 91B05 × Cite Format Result Cite Review PDF Full Text: Link
Xie, Jiayi; Zhang, Zhimin Estimating the discounted density function of the deficit at ruin in a risk model with barrier dividend strategy. (English) Zbl 1538.91066 Chin. J. Appl. Probab. Stat. 39, No. 2, 197-217 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: Link
Bräutigam, Marcel; Dacorogna, Michel; Kratz, Marie Pro-cyclicality beyond business cycle. (English) Zbl 1522.91315 Math. Finance 33, No. 2, 308-341 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Backwell, Alex; Macrina, Andrea; Schlögl, Erik; Skovmand, David Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach. (English) Zbl 1522.91288 Front. Math. Finance 2, No. 3, 340-384 (2023). MSC: 91G30 91G15 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Ming E-Bayesian estimation and E-posterior risk of failure probability under different loss functions and its applications in reliability analysis. (English) Zbl 07739735 J. Stat. Comput. Simulation 93, No. 12, 1879-1898 (2023). MSC: 62-XX 62F15 62F10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Iqbal, Azeem; Yousuf Shad, Muhammad On E-Bayesian analysis of the hierarchical normal and inverse gamma model using different loss functions and its application. (English) Zbl 07739730 J. Stat. Comput. Simulation 93, No. 11, 1743-1771 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Benhaddou, Rida; Connell, Matthew A. Nonparametric empirical Bayes estimation based on generalized Laguerre series. (English) Zbl 07736122 Commun. Stat., Theory Methods 52, No. 19, 6896-6915 (2023). MSC: 62G05 62G20 62G08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Riva-Palacio, Alan; Mena, Ramsés H.; Walker, Stephen G. On the estimation of partially observed continuous-time Markov chains. (English) Zbl 07734162 Comput. Stat. 38, No. 3, 1357-1389 (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Aamari, Eddie; Berenfeld, Clément; Levrard, Clément Optimal reach estimation and metric learning. (English) Zbl 1539.62361 Ann. Stat. 51, No. 3, 1086-1108 (2023). MSC: 62R30 62G05 62C20 62H11 68U05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Prajapat, Kiran; Mitra, Sharmishtha; Kundu, Debasis; Koley, Arnab An optimal Bayesian sampling plan for two-parameter exponential distribution under type-I hybrid censoring. (English) Zbl 07730308 Sankhyā, Ser. A 85, No. 1, 512-539 (2023). MSC: 62F10 62H12 65D30 × Cite Format Result Cite Review PDF Full Text: DOI
Mukhopadhyay, Nitis; Banerjee, Soumik A general theory of three-stage estimation strategy with second-order asymptotics and its applications. (English) Zbl 07730303 Sankhyā, Ser. A 85, No. 1, 401-440 (2023). MSC: 62L12 62L05 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Dalderop, Jeroen Semiparametric estimation of latent variable asset pricing models. (English) Zbl 07729862 J. Econom. 236, No. 1, Article ID 105465, 30 p. (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bhagwat, Pankaj; Marchand, Éric Predictive density estimators with integrated \(L_1\) loss. (English) Zbl 07723938 J. Multivariate Anal. 197, Article ID 105190, 15 p. (2023). MSC: 62Hxx 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hamdaoui, Abdenour; Benkhaled, Abdelkader; Terbeche, Mekki On minimaxity and limit of risks ratio of James-Stein estimator under the balanced loss function. (English) Zbl 1538.62093 Kragujevac J. Math. 47, No. 3, 459-479 (2023). MSC: 62F12 62C20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kumar, Pushkal; Tripathy, Manas Ranjan Estimation and classification using progressive type-II censored samples from two exponential populations with a common location. (English) Zbl 1517.62070 Jpn. J. Stat. Data Sci. 6, No. 1, 243-278 (2023). MSC: 62H30 62F10 62F30 × Cite Format Result Cite Review PDF Full Text: DOI
Mao, Tiantian; Stupfler, Gilles; Yang, Fan Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks. (English) Zbl 1520.91344 Insur. Math. Econ. 111, 173-192 (2023). MSC: 91G05 91G70 62G32 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Rai, Himanshu; Panwar, M. S.; Tomer, Sanjeev K. Analysis of masked data with Lindley failure model. (English) Zbl 07713858 Commun. Stat., Simulation Comput. 52, No. 4, 1192-1211 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Shinohara, Sayaka; Lin, Yuan-Hsin; Michimae, Hirofumi; Emura, Takeshi Dynamic lifetime prediction using a Weibull-based bivariate failure time model: a meta-analysis of individual-patient data. (English) Zbl 07713487 Commun. Stat., Simulation Comput. 52, No. 2, 349-368 (2023). MSC: 62N01 62H12 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Sarkar, Mojammel Haque; Tripathy, Manas Ranjan Estimating reciprocals of scale parameters of two exponential populations with common location and ordered scales using censored samples. (English) Zbl 07709748 Statistics 57, No. 3, 710-739 (2023). MSC: 62F10 62C15 62F30 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Gupta, Tulika Rudra; Pauly, Markus; Kumar, Somesh Estimating a new stress-strength index for several exponential populations with a common location. (English) Zbl 07709746 Statistics 57, No. 3, 669-693 (2023). MSC: 62N05 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Cong Generalized deconvolution estimation by multiwavelets. (English) Zbl 1518.42054 Result. Math. 78, No. 4, Paper No. 147, 17 p. (2023). MSC: 42C40 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Lei, Lei; Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang Copula sensitivity analysis for portfolio credit derivatives. (English) Zbl 1518.91283 Eur. J. Oper. Res. 308, No. 1, 455-466 (2023). MSC: 91G20 62H05 91G40 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Sajjadipanah, Soudabe; Mirjalili, Sayyed Mahmoud; Mousavialiabadi, Sayyedeh Maryam Class of modified two-stage procedure in a autoregressive process. (English) Zbl 1524.62383 J. Math. Ext. 17, No. 3, Paper No. 3, 32 p. (2023). MSC: 62L12 62M10 62L10 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Dutta, Santanu; Powdel, Tushar Kanti Modeling long term return distribution and nonparametric market risk estimation. (English) Zbl 07705116 Sankhyā, Ser. B 85, No. 1, Suppl., S257-S289 (2023). MSC: 62G05 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Das, Milan Kumar; Goswami, Anindya; Rajani, Sharan Inference of binary regime models with jump discontinuities. (English) Zbl 1517.60110 Sankhyā, Ser. B 85, No. 1, Suppl., S49-S86 (2023). MSC: 60J76 62F12 62M09 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stępień-Baran, Agnieszka Sequential estimation of quantiles from delayed observations. (English) Zbl 07701389 Commun. Stat., Theory Methods 52, No. 6, 1937-1945 (2023). MSC: 62L12 62L15 62F10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Goldstein, Larry; Langholz, Bryan Analysis and asymptotic theory for nested case-control designs under highly stratified proportional hazards models. (English) Zbl 07701368 Lifetime Data Anal. 29, No. 2, 342-371 (2023). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Gürtler, Marc; Zöllner, Marvin Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method. (English) Zbl 1517.90071 OR Spectrum 45, No. 1, 251-287 (2023). MSC: 90B50 90B25 68T05 62M20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Peng, Jingfu Adaptive and efficient estimation in the Gaussian sequence model. (English) Zbl 1512.62040 Stat. Probab. Lett. 195, Article ID 109762, 9 p. (2023). MSC: 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Arbel, Julyan; Girard, Stéphane; Nguyen, Hien Duy; Usseglio-Carleve, Antoine Multivariate expectile-based distribution: properties, Bayesian inference, and applications. (English) Zbl 07698963 J. Stat. Plann. Inference 225, 146-170 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI HAL
Bayer, Christian; Ben Hammouda, Chiheb; Tempone, Raúl Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing. (English) Zbl 1519.91286 Quant. Finance 23, No. 2, 209-227 (2023). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 65D30 65D40 65D32 65Y20 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Han, Ming A note on the posterior risk of the entropy loss function. (English) Zbl 1510.62137 Appl. Math. Modelling 117, 705-713 (2023). MSC: 62F15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Maurer, Thomas A.; Tô, Thuy-Duong; Tran, Ngoc-Khanh Market timing and predictability in FX markets. (English) Zbl 1508.91539 Rev. Finance 27, No. 1, 223-246 (2023). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Tse, Yiu-Kuen Nonlife actuarial models. Theory, methods and evaluation. 2nd expanded edition. (English) Zbl 1522.91006 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-00-931507-4/hbk; 978-1-00-931506-7/ebook). xiv, 536 p. (2023). MSC: 91-02 62-02 91G05 62P05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Lambert, Philippe Nonparametric density estimation and risk quantification from tabulated sample moments. (English) Zbl 1507.91241 Insur. Math. Econ. 108, 177-189 (2023). MSC: 91G70 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pal, Ayan; Prajapati, Deepak Mixture model for dependent competing risks data and application for diabetic retinopathy treatment. (English) Zbl 1505.92106 Appl. Math. Modelling 113, 514-527 (2023). MSC: 92C50 91B05 62F10 62F25 × Cite Format Result Cite Review PDF Full Text: DOI
Bhattacharjee, Atanu; Vishwakarma, Gajendra K.; Banerjee, Souvik; Ong, Seng Huat A modified risk detection approach of biomarkers by frailty effect on multiple time to event data. (English) Zbl 1524.62523 J. Comput. Appl. Math. 419, Article ID 114681, 14 p. (2023). MSC: 62P10 62N02 62N05 62-01 62N99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tang, Rong; Yang, Yun Bayesian inference for risk minimization via exponentially tilted empirical likelihood. (English) Zbl 07909614 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 4, 1257-1286 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Abuelamayem, Ola Alsayed; Aly, Hanan Mohamed Analysis of dependent competing risk model in the presence of joint type-II censoring using bivariate Marshll-Olkin family. (English) Zbl 07840426 J. Iran. Stat. Soc. JIRSS 21, No. 1, 127-151 (2022). MSC: 90B25 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Martin, Ryan; Syring, Nicholas Direct Gibbs posterior inference on risk minimizers: construction, concentration, and calibration. (English) Zbl 1539.62069 Rao, Arni S. R. Srinivasa (ed.) et al., Advancements in Bayesian methods and implementations. Amsterdam: Elsevier/Academic Press. Handb. Stat. 47, 1-41 (2022). MSC: 62F15 62F12 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Durand, J.-B.; Forbes, F.; Phan, C. D.; Truong, L.; Nguyen, H. D.; Dama, F. Bayesian non-parametric spatial prior for traffic crash risk mapping: a case study of Victoria, Australia. (English) Zbl 1521.62210 Aust. N. Z. J. Stat. 64, No. 2, 171-204 (2022). MSC: 62P20 62G05 62F15 62H30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Yue, Yuan Earthquake risk embedded in property prices: evidence from five Japanese cities. (English) Zbl 1506.62512 J. Am. Stat. Assoc. 117, No. 537, 82-93 (2022). MSC: 62P20 62H05 62H12 86A15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Riad, Fathy H.; Hussam, Eslam; Gemeay, Ahmed M.; Aldallal, Ramy A.; Afify, Ahmed Z. Classical and Bayesian inference of the weighted-exponential distribution with an application to insurance data. (English) Zbl 1508.91484 Math. Biosci. Eng. 19, No. 7, 6551-6581 (2022). MSC: 91G05 62P05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Armaut, Sara; Diel, Roland; Laloë, Thomas Depth level set estimation and associated risk measures. (English) Zbl 07650530 Electron. J. Stat. 16, No. 2, 6584-6630 (2022). MSC: 62H12 62G05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Verschuren, Robert Matthijs Frequency-severity experience rating based on latent Markovian risk profiles. (English) Zbl 1507.91192 Insur. Math. Econ. 107, 379-392 (2022). MSC: 91G05 62P05 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Hu, Jun; Zhuang, Yan A broader class of modified two-stage minimum risk point estimation procedures for a normal mean. (English) Zbl 07632286 Commun. Stat., Simulation Comput. 51, No. 12, 7587-7601 (2022). MSC: 62L10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Mahmoud, M. A. W.; Ramadan, Dina A.; Mansour, M. M. M. Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model. (English) Zbl 07632251 Commun. Stat., Simulation Comput. 51, No. 12, 7005-7018 (2022). MSC: 62N01 62N02 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Tan, Jiyang; Yang, Yang; Liu, Shuren; Xiang, Kainan A consistent estimation of optimal dividend strategy in a risk model with delayed claims. (English) Zbl 07632240 Commun. Stat., Simulation Comput. 51, No. 11, 6840-6853 (2022). MSC: 60G51 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Ming Study on the effect of the different prior distributions on E-Bayesian estimation of failure probability and its E-posterior risk. (English) Zbl 07632215 Commun. Stat., Simulation Comput. 51, No. 11, 6441-6455 (2022). MSC: 62F15 62F10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Fathi, Max; Goldstein, Larry; Reinert, Gesine; Saumard, Adrien Relaxing the Gaussian assumption in shrinkage and SURE in high dimension. (English) Zbl 1539.62223 Ann. Stat. 50, No. 5, 2737-2766 (2022). MSC: 62J07 62H12 60F05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mølbak Ingholt, Marcus Multiple credit constraints and time-varying macroeconomic dynamics. (English) Zbl 1517.91250 J. Econ. Dyn. Control 143, Article ID 104504, 21 p. (2022). MSC: 91G40 91B51 91B64 × Cite Format Result Cite Review PDF Full Text: DOI