Liu, Shanshan; Liu, Zhaoyang; Liu, Guoxin Optimal dividend strategy for the dual model with surplus-dependent expense. (English) Zbl 07649627 Commun. Stat., Theory Methods 52, No. 3, 543-566 (2023). MSC: 60J25 91B30 93E20 PDF BibTeX XML Cite \textit{S. Liu} et al., Commun. Stat., Theory Methods 52, No. 3, 543--566 (2023; Zbl 07649627) Full Text: DOI OpenURL
Xia, Zichao; Zou, Zhenfeng; Hu, Taizhong Inf-convolution and optimal allocations for mixed-VaRs. (English) Zbl 07649589 Insur. Math. Econ. 108, 156-164 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{Z. Xia} et al., Insur. Math. Econ. 108, 156--164 (2023; Zbl 07649589) Full Text: DOI OpenURL
Li, Han; Liu, Haibo; Tang, Qihe; Yuan, Zhongyi Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (English) Zbl 07649586 Insur. Math. Econ. 108, 84-106 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 108, 84--106 (2023; Zbl 07649586) Full Text: DOI OpenURL
Wasinrat, Sirithip; Choopradit, Boonyarit The Poisson inverse Pareto distribution and its application. (English) Zbl 07647988 Thail. Stat. 21, No. 1, 110-124 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Wasinrat} and \textit{B. Choopradit}, Thail. Stat. 21, No. 1, 110--124 (2023; Zbl 07647988) Full Text: Link OpenURL
Biagini, Francesca; Mazzon, Andrea; Oberpriller, Katharina Reduced-form framework for multiple ordered default times under model uncertainty. (English) Zbl 07637688 Stochastic Processes Appl. 156, 1-43 (2023). MSC: 60G65 91G40 91G80 PDF BibTeX XML Cite \textit{F. Biagini} et al., Stochastic Processes Appl. 156, 1--43 (2023; Zbl 07637688) Full Text: DOI arXiv OpenURL
Sigrist, Fabio; Leuenberger, Nicola Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. (English) Zbl 07632174 Eur. J. Oper. Res. 305, No. 3, 1390-1406 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{F. Sigrist} and \textit{N. Leuenberger}, Eur. J. Oper. Res. 305, No. 3, 1390--1406 (2023; Zbl 07632174) Full Text: DOI OpenURL
Zhong, Wei; Cui, Zhenyu; Zhang, Zhimin Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. (English) Zbl 07630795 J. Comput. Appl. Math. 422, Article ID 114914, 26 p. (2023). MSC: 91G05 60J28 60J74 PDF BibTeX XML Cite \textit{W. Zhong} et al., J. Comput. Appl. Math. 422, Article ID 114914, 26 p. (2023; Zbl 07630795) Full Text: DOI OpenURL
Osatakul, Dhiti; Li, Shuanming; Wu, Xueyuan Discrete-time risk models with surplus-dependent premium corrections. (English) Zbl 07617922 Appl. Math. Comput. 437, Article ID 127495, 19 p. (2023). MSC: 91Bxx 60Gxx 60Jxx PDF BibTeX XML Cite \textit{D. Osatakul} et al., Appl. Math. Comput. 437, Article ID 127495, 19 p. (2023; Zbl 07617922) Full Text: DOI OpenURL
Ji, Xinru; Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations. (English) Zbl 07616048 J. Ind. Manag. Optim. 19, No. 3, 2140-2155 (2023). MSC: 62P05 62E10 PDF BibTeX XML Cite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 07616048) Full Text: DOI OpenURL
Cafferata, Alessia; Casellina, Simone; Landini, Simone; Uberti, Mariacristina Financial fragility and credit risk: a simulation model. (English) Zbl 1501.91171 Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106879, 14 p. (2023). MSC: 91G40 PDF BibTeX XML Cite \textit{A. Cafferata} et al., Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106879, 14 p. (2023; Zbl 1501.91171) Full Text: DOI OpenURL
Zhang, Yan; Zhao, Peibiao; Zhou, Huaren The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility. (English) Zbl 07605438 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 1, 97-124 (2023). MSC: 91B30 93E20 62P05 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 1, 97--124 (2023; Zbl 07605438) Full Text: DOI OpenURL
Berger, Niklas; Schulze-Schwering, Stefan; Long, Elisa; Spinler, Stefan Risk management of supply chain disruptions: an epidemic modeling approach. (English) Zbl 07594684 Eur. J. Oper. Res. 304, No. 3, 1036-1051 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{N. Berger} et al., Eur. J. Oper. Res. 304, No. 3, 1036--1051 (2023; Zbl 07594684) Full Text: DOI OpenURL
Yin, Xuecheng; Büyüktahtakın, İ. Esra; Patel, Bhumi P. COVID-19: data-driven optimal allocation of ventilator supply under uncertainty and risk. (English) Zbl 07583171 Eur. J. Oper. Res. 304, No. 1, 255-275 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{X. Yin} et al., Eur. J. Oper. Res. 304, No. 1, 255--275 (2023; Zbl 07583171) Full Text: DOI arXiv OpenURL
Mehralizade, Rouhollah; Mehralizade, Akbar LR mixed fuzzy random portfolio choice based on the risk curve. (English) Zbl 07649394 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 30, No. 2, 231-261 (2022). MSC: 68Txx PDF BibTeX XML Cite \textit{R. Mehralizade} and \textit{A. Mehralizade}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 30, No. 2, 231--261 (2022; Zbl 07649394) Full Text: DOI OpenURL
Verschuren, Robert Matthijs Frequency-severity experience rating based on latent Markovian risk profiles. (English) Zbl 07648750 Insur. Math. Econ. 107, 379-392 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{R. M. Verschuren}, Insur. Math. Econ. 107, 379--392 (2022; Zbl 07648750) Full Text: DOI arXiv OpenURL
Steinmetz, Julia; Jentsch, Carsten Asymptotic theory for Mack’s model. (English) Zbl 07648743 Insur. Math. Econ. 107, 223-268 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Steinmetz} and \textit{C. Jentsch}, Insur. Math. Econ. 107, 223--268 (2022; Zbl 07648743) Full Text: DOI OpenURL
Li, Bo; Li, Xiangfa; Teo, Kok Lay; Zheng, Peiyao A new uncertain random portfolio optimization model for complex systems with downside risks and diversification. (English) Zbl 07641420 Chaos Solitons Fractals 160, Article ID 112213, 10 p. (2022). MSC: 91G15 91B05 91G40 PDF BibTeX XML Cite \textit{B. Li} et al., Chaos Solitons Fractals 160, Article ID 112213, 10 p. (2022; Zbl 07641420) Full Text: DOI OpenURL
Becker, Robert A. Maximal points of convex sets in \(\ell_\infty\) revisted. (English) Zbl 07640658 Pure Appl. Funct. Anal. 7, No. 6, 2003-2039 (2022). MSC: 46N10 91-02 91B05 91B32 91B50 PDF BibTeX XML Cite \textit{R. A. Becker}, Pure Appl. Funct. Anal. 7, No. 6, 2003--2039 (2022; Zbl 07640658) Full Text: Link OpenURL
Huang, Jiefei; Xu, Yang; Song, Yuping A high-frequency approach to VaR measures and forecasts based on the HAR-QREG model with jumps. (English) Zbl 07639848 Physica A 608, Part 1, Article ID 128253, 19 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{J. Huang} et al., Physica A 608, Part 1, Article ID 128253, 19 p. (2022; Zbl 07639848) Full Text: DOI OpenURL
Aganovic, Amar; Cao, Guangyu; Kurnitski, Jarek; Melikov, Arsen; Wargocki, Pawel Zonal modeling of air distribution impact on the long-range airborne transmission risk of SARS-CoV-2. (English) Zbl 07636495 Appl. Math. Modelling 112, 800-821 (2022). MSC: 92-XX 91-XX PDF BibTeX XML Cite \textit{A. Aganovic} et al., Appl. Math. Modelling 112, 800--821 (2022; Zbl 07636495) Full Text: DOI OpenURL
Chang, Hao; Li, Xueyan; Chen, Xingjiang Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model. (English) Zbl 07633434 Commun. Stat., Theory Methods 51, No. 24, 8799-8821 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Chang} et al., Commun. Stat., Theory Methods 51, No. 24, 8799--8821 (2022; Zbl 07633434) Full Text: DOI OpenURL
He, Jingmin; Wu, Fangling Exact solutions of the two-side exit time problems for the Vasicek model. (English) Zbl 07633421 Commun. Stat., Theory Methods 51, No. 24, 8625-8633 (2022). MSC: 62P20 91B30 PDF BibTeX XML Cite \textit{J. He} and \textit{F. Wu}, Commun. Stat., Theory Methods 51, No. 24, 8625--8633 (2022; Zbl 07633421) Full Text: DOI OpenURL
Inoue, Atsushi; Kilian, Lutz Joint Bayesian inference about impulse responses in VAR models. (English) Zbl 07633048 J. Econom. 231, No. 2, 457-476 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Inoue} and \textit{L. Kilian}, J. Econom. 231, No. 2, 457--476 (2022; Zbl 07633048) Full Text: DOI OpenURL
Christensen, Jens H. E.; Spiegel, Mark M. Monetary reforms and inflation expectations in Japan: evidence from inflation-indexed bonds. (English) Zbl 07633046 J. Econom. 231, No. 2, 410-431 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. H. E. Christensen} and \textit{M. M. Spiegel}, J. Econom. 231, No. 2, 410--431 (2022; Zbl 07633046) Full Text: DOI OpenURL
Grigutis, Andrius; Nakliuda, Artur Note on the bi-risk discrete time risk model with income rate two. (English) Zbl 1499.91022 Mod. Stoch., Theory Appl. 9, No. 4, 401-412 (2022). MSC: 91B05 60G50 60J80 62P05 PDF BibTeX XML Cite \textit{A. Grigutis} and \textit{A. Nakliuda}, Mod. Stoch., Theory Appl. 9, No. 4, 401--412 (2022; Zbl 1499.91022) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Tan} et al., Commun. Stat., Simulation Comput. 51, No. 11, 6840--6853 (2022; Zbl 07632240) Full Text: DOI OpenURL
Adão, Luiz F. S.; Silveira, Douglas; Ely, Regis A.; Cajueiro, Daniel O. The impacts of interest rates on banks’ loan portfolio risk-taking. (English) Zbl 07631996 J. Econ. Dyn. Control 144, Article ID 104521, 23 p. (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{L. F. S. Adão} et al., J. Econ. Dyn. Control 144, Article ID 104521, 23 p. (2022; Zbl 07631996) Full Text: DOI OpenURL
Xu, Hao; Wei, Zhiya; Peng, Xuhui A research on bidimensional compound Poisson-geometric processes risk model with interference. (Chinese. English summary) Zbl 1499.91025 Chin. J. Appl. Probab. Stat. 38, No. 3, 333-343 (2022). MSC: 91B05 62P05 91G05 PDF BibTeX XML Cite \textit{H. Xu} et al., Chin. J. Appl. Probab. Stat. 38, No. 3, 333--343 (2022; Zbl 1499.91025) Full Text: Link OpenURL
Le, Tri M.; Clarke, Bertrand S. Model averaging is asymptotically better than model selection for prediction. (English) Zbl 07625186 J. Mach. Learn. Res. 23, Paper No. 33, 53 p. (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{T. M. Le} and \textit{B. S. Clarke}, J. Mach. Learn. Res. 23, Paper No. 33, 53 p. (2022; Zbl 07625186) Full Text: Link OpenURL
Samson, Helge R.; Rech, Claus; Benz, Katharina; Mercorelli, Paolo Controlling a bank model economy by sliding mode control with help of Kalman filter. (English) Zbl 07624921 Zattoni, Elena (ed.) et al., 15th European workshop on advanced control and diagnosis, ACD 2019. Proceedings of the workshop, Bologna, Italy, November 21–22, 2019. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 995-1006 (2022). MSC: 93B12 93E11 91G45 PDF BibTeX XML Cite \textit{H. R. Samson} et al., in: 15th European workshop on advanced control and diagnosis, ACD 2019. Proceedings of the workshop, Bologna, Italy, November 21--22, 2019. Cham: Springer. 995--1006 (2022; Zbl 07624921) Full Text: DOI OpenURL
Zhang, Jiankang More ambiguity aversion or more risk aversion? (English) Zbl 07622447 Econ. Theory Bull. 10, No. 2, 217-232 (2022). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{J. Zhang}, Econ. Theory Bull. 10, No. 2, 217--232 (2022; Zbl 07622447) Full Text: DOI OpenURL
Fu, Ke-Ang; Liu, Yang Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims. (English) Zbl 07621945 Probab. Eng. Inf. Sci. 36, No. 3, 799-811 (2022). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{Y. Liu}, Probab. Eng. Inf. Sci. 36, No. 3, 799--811 (2022; Zbl 07621945) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI OpenURL
Lerdsuwansri, Rattana; Phonsrirat, Chonthicha; Prawalwanna, Panicha; Wongsai, Noppachai; Wongsai, Sangdao; Simmachan, Teerawat Road traffic injuries in Thailand and their associated factors using Conway-Maxwell-Poisson regression model. (English) Zbl 07618006 Thai J. Math., Spec. Iss.: IMT-GT International Conference on Mathematics, Statistics and Their Applications 2021, 240-249 (2022). MSC: 62P05 90-10 62J05 PDF BibTeX XML Cite \textit{R. Lerdsuwansri} et al., Thai J. Math., 240--249 (2022; Zbl 07618006) Full Text: Link OpenURL
Ènkhbayar, Khangaĭ.; Battulga, Gankhuu; Batbilèg, Sukhè Multi-period loan interest rate Nash model with Basel II solvency constraint. (English) Zbl 07615824 Izv. Irkutsk. Gos. Univ., Ser. Mat. 41, 3-18 (2022). MSC: 91G40 91A10 91A80 PDF BibTeX XML Cite \textit{Khangaĭ. Ènkhbayar} et al., Izv. Irkutsk. Gos. Univ., Ser. Mat. 41, 3--18 (2022; Zbl 07615824) Full Text: DOI Link OpenURL
Boxma, O. J.; Mandjes, M. R. H. Queueing and risk models with dependencies. (English) Zbl 07613926 Queueing Syst. 102, No. 1-2, 69-86 (2022). MSC: 60K25 PDF BibTeX XML Cite \textit{O. J. Boxma} and \textit{M. R. H. Mandjes}, Queueing Syst. 102, No. 1--2, 69--86 (2022; Zbl 07613926) Full Text: DOI OpenURL
Arrouy, Pierre-Edouard; Boumezoued, Alexandre; Lapeyre, Bernard; Mehalla, Sophian Economic scenario generators: a risk management tool for insurance. (English) Zbl 07613644 MathS In Action 11, 43-60 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{P.-E. Arrouy} et al., MathS In Action 11, 43--60 (2022; Zbl 07613644) Full Text: DOI OpenURL
Fahim, Arash; Zhu, Lingjiong Asymptotic analysis for optimal dividends in a dual risk model. (English) Zbl 07610066 Stoch. Models 38, No. 4, 605-637 (2022). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{A. Fahim} and \textit{L. Zhu}, Stoch. Models 38, No. 4, 605--637 (2022; Zbl 07610066) Full Text: DOI arXiv OpenURL
Wan, Nana; Li, Li; Wu, Xiaozhi; Fan, Jianchang Risk minimization inventory model with a profit target and option contracts under spot price uncertainty. (English) Zbl 07607751 J. Ind. Manag. Optim. 18, No. 4, 2827-2845 (2022). MSC: 90B05 90B50 90C05 PDF BibTeX XML Cite \textit{N. Wan} et al., J. Ind. Manag. Optim. 18, No. 4, 2827--2845 (2022; Zbl 07607751) Full Text: DOI OpenURL
Gu, Ailing; Chen, Shumin; Li, Zhongfei; Viens, Frederi G. Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model. (English) Zbl 1501.91153 Scand. Actuar. J. 2022, No. 9, 749-774 (2022). MSC: 91G05 91B43 49L20 91A65 PDF BibTeX XML Cite \textit{A. Gu} et al., Scand. Actuar. J. 2022, No. 9, 749--774 (2022; Zbl 1501.91153) Full Text: DOI OpenURL
Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin Gambler’s ruin problem in a Markov-modulated jump-diffusion risk model. (English) Zbl 1501.91157 Scand. Actuar. J. 2022, No. 8, 682-694 (2022). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{Y. Liu} et al., Scand. Actuar. J. 2022, No. 8, 682--694 (2022; Zbl 1501.91157) Full Text: DOI OpenURL
Mamplata, Jonathan; Mamon, Rogemar; David, Guido Modelling and filtering for dynamic investment in the precious-metals market. (English) Zbl 07606310 Int. J. Comput. Math. 99, No. 12, 2382-2409 (2022). MSC: 91-XX 60-XX PDF BibTeX XML Cite \textit{J. Mamplata} et al., Int. J. Comput. Math. 99, No. 12, 2382--2409 (2022; Zbl 07606310) Full Text: DOI OpenURL
Fisman, Raymond; Knill, April; Mityakov, Sergey; Portnykh, Margarita; Parsons, Chris Political beta. (English) Zbl 1501.91105 Rev. Finance 26, No. 5, 1179-1215 (2022). MSC: 91B60 91G10 91F10 PDF BibTeX XML Cite \textit{R. Fisman} et al., Rev. Finance 26, No. 5, 1179--1215 (2022; Zbl 1501.91105) Full Text: DOI OpenURL
Yu, Hang; Li, Xintong; Song, Weiguo; Zhang, Jun; Li, Xudong; Xu, Han; Jiang, Kechun Pedestrian emergency evacuation model based on risk field under attack event. (English) Zbl 07605504 Physica A 606, Article ID 128111, 18 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{H. Yu} et al., Physica A 606, Article ID 128111, 18 p. (2022; Zbl 07605504) Full Text: DOI OpenURL
Wang, Mei-Cheng; Zhu, Yuxin Bias correction via outcome reassignment for cross-sectional data with binary disease outcome. (English) Zbl 07605006 Lifetime Data Anal. 28, No. 4, 659-674 (2022). MSC: 62Nxx 62P10 PDF BibTeX XML Cite \textit{M.-C. Wang} and \textit{Y. Zhu}, Lifetime Data Anal. 28, No. 4, 659--674 (2022; Zbl 07605006) Full Text: DOI OpenURL
Guerrero-Lara, Ernesto A.; López-Flores, Jesús E.; Pantí-Trejo, Henry G. Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims. (Spanish. English summary) Zbl 07603787 Rev. Mat. Teor. Apl. 29, No. 2, 239-260 (2022). MSC: 62F12 91B05 62M05 62P05 PDF BibTeX XML Cite \textit{E. A. Guerrero-Lara} et al., Rev. Mat. Teor. Apl. 29, No. 2, 239--260 (2022; Zbl 07603787) Full Text: DOI OpenURL
Shapiro, Alexander Distributionally robust modeling of optimal control. (English) Zbl 07602480 Oper. Res. Lett. 50, No. 5, 561-567 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{A. Shapiro}, Oper. Res. Lett. 50, No. 5, 561--567 (2022; Zbl 07602480) Full Text: DOI OpenURL
Liu, Yan; Chen, Yuguo Variational inference for latent space models for dynamic networks. (English) Zbl 07601232 Stat. Sin. 32, No. 4, 2147-2170 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Liu} and \textit{Y. Chen}, Stat. Sin. 32, No. 4, 2147--2170 (2022; Zbl 07601232) Full Text: DOI arXiv OpenURL
Bougias, Alexandros; Episcopos, Athanasios; Leledakis, George N. Valuation of European firms during the Russia-Ukraine war. (English) Zbl 1498.91485 Econ. Lett. 218, Article ID 110750, 5 p. (2022). MSC: 91G50 PDF BibTeX XML Cite \textit{A. Bougias} et al., Econ. Lett. 218, Article ID 110750, 5 p. (2022; Zbl 1498.91485) Full Text: DOI OpenURL
Abd Naeeim, Nurul Syafiah; Abdul Rahman, Nuzlinda; Md. Ghani, Nor Azura Spatio-temporal modelling of dengue fever patterns in peninsular Malaysia from 2015–2017. (English) Zbl 1496.62177 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 345-364 (2022). MSC: 62P10 PDF BibTeX XML Cite \textit{N. S. Abd Naeeim} et al., Bull. Malays. Math. Sci. Soc. (2) 45, 345--364 (2022; Zbl 1496.62177) Full Text: DOI OpenURL
Chiroque-Solano, Pamela M.; Moura, Fernando Antônio da S. A heavy-tailed and overdispersed collective risk model. (English) Zbl 07596482 N. Am. Actuar. J. 26, No. 3, 323-335 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{P. M. Chiroque-Solano} and \textit{F. A. da S. Moura}, N. Am. Actuar. J. 26, No. 3, 323--335 (2022; Zbl 07596482) Full Text: DOI arXiv OpenURL
Wang, Shijie; Qian, Huan; Sun, Huimin; Geng, Bingzhen Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims. (English) Zbl 07596362 Commun. Stat., Theory Methods 51, No. 22, 7871-7884 (2022). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 51, No. 22, 7871--7884 (2022; Zbl 07596362) Full Text: DOI OpenURL
Psarrakos, Georgios Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model. (English) Zbl 07596347 Commun. Stat., Theory Methods 51, No. 21, 7631-7651 (2022). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos}, Commun. Stat., Theory Methods 51, No. 21, 7631--7651 (2022; Zbl 07596347) Full Text: DOI OpenURL
Kriukov, Nikolai Uniform bounds for ruin probability in multidimensional risk model. (English) Zbl 1498.60142 Stat. Probab. Lett. 190, Article ID 109622, 8 p. (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{N. Kriukov}, Stat. Probab. Lett. 190, Article ID 109622, 8 p. (2022; Zbl 1498.60142) Full Text: DOI arXiv OpenURL
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Leshchinskaya, Maria Improved estimation method for high dimension semimartingale regression models based on discrete data. (English) Zbl 07594032 Stat. Inference Stoch. Process. 25, No. 3, 537-576 (2022). MSC: 62G08 62G05 PDF BibTeX XML Cite \textit{E. Pchelintsev} et al., Stat. Inference Stoch. Process. 25, No. 3, 537--576 (2022; Zbl 07594032) Full Text: DOI OpenURL
Lai, Wan-Ni; Chen, Claire Y. T.; Sun, Edward W. Risk factor extraction with quantile regression method. (English) Zbl 07592287 Ann. Oper. Res. 316, No. 2, 1543-1572 (2022). MSC: 62Pxx 62-XX 62Gxx PDF BibTeX XML Cite \textit{W.-N. Lai} et al., Ann. Oper. Res. 316, No. 2, 1543--1572 (2022; Zbl 07592287) Full Text: DOI OpenURL
Zariņa-Cīrule, Ilze; Pettere, Gaida; Voronova, Irina Efficient capital management using an internal model: a case of non-life insurance. (English) Zbl 07590012 Proc. Est. Acad. Sci. 71, No. 3, 289-306 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{I. Zariņa-Cīrule} et al., Proc. Est. Acad. Sci. 71, No. 3, 289--306 (2022; Zbl 07590012) Full Text: DOI OpenURL
Sun, Lei; Zhu, Yuyu Research on the risk spillover effects of stock market on commercial banks in China. (Chinese. English summary) Zbl 07588260 Chin. J. Appl. Probab. Stat. 38, No. 2, 285-302 (2022). MSC: 62P05 PDF BibTeX XML Cite \textit{L. Sun} and \textit{Y. Zhu}, Chin. J. Appl. Probab. Stat. 38, No. 2, 285--302 (2022; Zbl 07588260) Full Text: Link OpenURL
Yi, Zhang The posterior ratemaking of premium in binary Bayesian collective risk model. (Chinese. English summary) Zbl 07588257 Chin. J. Appl. Probab. Stat. 38, No. 2, 237-252 (2022). MSC: 62G35 PDF BibTeX XML Cite \textit{Z. Yi}, Chin. J. Appl. Probab. Stat. 38, No. 2, 237--252 (2022; Zbl 07588257) Full Text: Link OpenURL
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander Risk-averse stochastic programming: time consistency and optimal stopping. (English) Zbl 1500.90037 Oper. Res. 70, No. 4, 2439-2455 (2022). MSC: 90C15 90C90 PDF BibTeX XML Cite \textit{A. Pichler} et al., Oper. Res. 70, No. 4, 2439--2455 (2022; Zbl 1500.90037) Full Text: DOI OpenURL
Daly, Fraser Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings. (English) Zbl 1498.91355 Scand. Actuar. J. 2022, No. 6, 471-487 (2022). MSC: 91G05 60F05 60G50 PDF BibTeX XML Cite \textit{F. Daly}, Scand. Actuar. J. 2022, No. 6, 471--487 (2022; Zbl 1498.91355) Full Text: DOI arXiv OpenURL
Asutay, Mehmet; Wang, Yumeng; Avdukic, Alija Examining the performance of Islamic and conventional stock indices: a comparative analysis. (English) Zbl 1497.91284 Asia-Pac. Financ. Mark. 29, No. 2, 327-355 (2022). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{M. Asutay} et al., Asia-Pac. Financ. Mark. 29, No. 2, 327--355 (2022; Zbl 1497.91284) Full Text: DOI OpenURL
Grigutis, Andrius; Jankauskas, Jonas On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model. (English) Zbl 07585071 Result. Math. 77, No. 5, Paper No. 204, 25 p. (2022). MSC: 60G50 60J80 91G05 PDF BibTeX XML Cite \textit{A. Grigutis} and \textit{J. Jankauskas}, Result. Math. 77, No. 5, Paper No. 204, 25 p. (2022; Zbl 07585071) Full Text: DOI arXiv OpenURL
Martínez Sánchez, Jaime; Baltazar-Larios, Fernando Approximations of the ultimate ruin probability in the classical risk model using the Banach’s fixed-point theorem and the continuity of the ruin probability. (English) Zbl 07584156 Kybernetika 58, No. 2, 254-276 (2022). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{J. Martínez Sánchez} and \textit{F. Baltazar-Larios}, Kybernetika 58, No. 2, 254--276 (2022; Zbl 07584156) Full Text: DOI OpenURL
Dibu, A. S.; Jacob, M. J. On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income. (English) Zbl 1498.91356 Ann. Oper. Res. 315, No. 2, 969-984 (2022). MSC: 91G05 45D05 60K10 PDF BibTeX XML Cite \textit{A. S. Dibu} and \textit{M. J. Jacob}, Ann. Oper. Res. 315, No. 2, 969--984 (2022; Zbl 1498.91356) Full Text: DOI OpenURL
Brito, Irene The normalized expected utility – entropy and variance model for decisions under risk. (English) Zbl 07581222 Int. J. Approx. Reasoning 148, 174-201 (2022). MSC: 68T37 PDF BibTeX XML Cite \textit{I. Brito}, Int. J. Approx. Reasoning 148, 174--201 (2022; Zbl 07581222) Full Text: DOI OpenURL
Cheng, Ming; Konstantinides, Dimitrios G.; Wang, Dingcheng Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims. (English) Zbl 07576345 Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022). MSC: 91Bxx 60Kxx 62Pxx PDF BibTeX XML Cite \textit{M. Cheng} et al., Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022; Zbl 07576345) Full Text: DOI OpenURL
Zhu, Min; Liu, Mengli A dengue fever model incorporating heterogeneous cross-diffusion. (English) Zbl 07572528 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 201-215 (2022). MSC: 35J60 35A01 92D30 PDF BibTeX XML Cite \textit{M. Zhu} and \textit{M. Liu}, Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 201--215 (2022; Zbl 07572528) Full Text: Link OpenURL
Jia, Beilin; Zeng, Donglin; Liao, Jason J. Z.; Liu, Guanghan F.; Tan, Xianming; Diao, Guoqing; Ibrahim, Joseph G. Mixture survival trees for cancer risk classification. (English) Zbl 07570810 Lifetime Data Anal. 28, No. 3, 356-379 (2022). MSC: 62Nxx 62P10 PDF BibTeX XML Cite \textit{B. Jia} et al., Lifetime Data Anal. 28, No. 3, 356--379 (2022; Zbl 07570810) Full Text: DOI OpenURL
Lien, Gudbrand; Kumbhakar, Subal C.; Mishra, Ashok K.; Hardaker, J. Brian Does risk management affect productivity of organic rice farmers in India? Evidence from a semiparametric production model. (English) Zbl 07567039 Eur. J. Oper. Res. 303, No. 3, 1392-1402 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{G. Lien} et al., Eur. J. Oper. Res. 303, No. 3, 1392--1402 (2022; Zbl 07567039) Full Text: DOI OpenURL
Li, Zhiyong; Feng, Chen; Tang, Ying Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis. (English) Zbl 1497.91325 Ann. Oper. Res. 315, No. 1, 279-315 (2022). MSC: 91G40 90C08 PDF BibTeX XML Cite \textit{Z. Li} et al., Ann. Oper. Res. 315, No. 1, 279--315 (2022; Zbl 1497.91325) Full Text: DOI OpenURL
Liu, Juan; Huang, Ya; Xiang, Xuyan; Zhou, Jieming On a discrete interaction risk model with delayed claims and randomized dividends. (English) Zbl 07565487 Commun. Stat., Theory Methods 51, No. 15, 5241-5257 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Liu} et al., Commun. Stat., Theory Methods 51, No. 15, 5241--5257 (2022; Zbl 07565487) Full Text: DOI OpenURL
Rincón, Luis; Santana, David J. Ruin probability for finite Erlang mixture claims via recurrence sequences. (English) Zbl 1493.60034 Methodol. Comput. Appl. Probab. 24, No. 3, 2213-2236 (2022). MSC: 60E05 62P05 PDF BibTeX XML Cite \textit{L. Rincón} and \textit{D. J. Santana}, Methodol. Comput. Appl. Probab. 24, No. 3, 2213--2236 (2022; Zbl 1493.60034) Full Text: DOI OpenURL
Li, Jingchao; Su, Bihao; Wei, Zhenghong; Nie, Ciyu A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model. (English) Zbl 1491.60134 Methodol. Comput. Appl. Probab. 24, No. 3, 2169-2194 (2022). MSC: 60J28 62P05 91G05 PDF BibTeX XML Cite \textit{J. Li} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2169--2194 (2022; Zbl 1491.60134) Full Text: DOI OpenURL
Zanotto, Alberto; Clemente, Gian Paolo An optimal reinsurance simulation model for non-life insurance in the Solvency II framework. (English) Zbl 1492.91319 Eur. Actuar. J. 12, No. 1, 89-123 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Zanotto} and \textit{G. P. Clemente}, Eur. Actuar. J. 12, No. 1, 89--123 (2022; Zbl 1492.91319) Full Text: DOI OpenURL
Liu, Jingyu; Piegorsch, Walter W.; Schissler, A. Grant; McCaster, Rachel R.; Cutter, Susan L. Adjusting statistical benchmark risk analysis to account for non-spatial autocorrelation, with application to natural hazard risk assessment. (English) Zbl 07563001 J. Appl. Stat. 49, No. 9, 2349-2369 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{J. Liu} et al., J. Appl. Stat. 49, No. 9, 2349--2369 (2022; Zbl 07563001) Full Text: DOI OpenURL
Ciner, Cetin Predicting the equity market risk premium: a model selection approach. (English) Zbl 1493.91118 Econ. Lett. 215, Article ID 110448, 3 p. (2022). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{C. Ciner}, Econ. Lett. 215, Article ID 110448, 3 p. (2022; Zbl 1493.91118) Full Text: DOI OpenURL
Kaibuchi, H.; Kawasaki, Y.; Stupfler, G. GARCH-UGH: a bias-reduced approach for dynamic extreme value-at-risk estimation in financial time series. (English) Zbl 1497.91343 Quant. Finance 22, No. 7, 1277-1294 (2022). MSC: 91G70 62M10 60G70 PDF BibTeX XML Cite \textit{H. Kaibuchi} et al., Quant. Finance 22, No. 7, 1277--1294 (2022; Zbl 1497.91343) Full Text: DOI arXiv OpenURL
Binder, Andreas; Jadhav, Onkar; Mehrmann, Volker Error analysis of a model order reduction framework for financial risk analysis. (English) Zbl 1492.35355 ETNA, Electron. Trans. Numer. Anal. 55, 469-507 (2022). MSC: 35Q91 35L10 65M60 91G30 91G60 91G80 PDF BibTeX XML Cite \textit{A. Binder} et al., ETNA, Electron. Trans. Numer. Anal. 55, 469--507 (2022; Zbl 1492.35355) Full Text: DOI arXiv Link OpenURL
Bian, Huabin; Tong, Xinle; Yao, Dingjun Population life prediction and SM bonds pricing based on DEJD model. (Chinese. English summary) Zbl 1499.62374 Chin. J. Appl. Probab. Stat. 38, No. 1, 24-42 (2022). MSC: 62P05 PDF BibTeX XML Cite \textit{H. Bian} et al., Chin. J. Appl. Probab. Stat. 38, No. 1, 24--42 (2022; Zbl 1499.62374) Full Text: Link OpenURL
Liu, Xijun; Gao, Qingwu Uniform asymptotics for the compound risk model with dependence structures and constant force of interest. (English) Zbl 1490.91052 Stochastics 94, No. 2, 191-211 (2022). MSC: 91B05 60K10 62E20 62P05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Q. Gao}, Stochastics 94, No. 2, 191--211 (2022; Zbl 1490.91052) Full Text: DOI OpenURL
Yang, Yang; Wang, Xinzhi; Chen, Shaoying Second order asymptotics for infinite-time ruin probability in a compound renewal risk model. (English) Zbl 1490.91053 Methodol. Comput. Appl. Probab. 24, No. 2, 1221-1236 (2022). MSC: 91B05 60K10 60G50 62P05 65C05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1221--1236 (2022; Zbl 1490.91053) Full Text: DOI OpenURL
Baltazar-Larios, F.; Esparza, Luz Judith R. Statistical inference for partially observed Markov-modulated diffusion risk model. (English) Zbl 1493.62578 Methodol. Comput. Appl. Probab. 24, No. 2, 571-593 (2022). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{F. Baltazar-Larios} and \textit{L. J. R. Esparza}, Methodol. Comput. Appl. Probab. 24, No. 2, 571--593 (2022; Zbl 1493.62578) Full Text: DOI OpenURL
Alcoforado, Renata G.; Bergel, Agnieszka I.; Cardoso, Rui M. R.; Reis, Alfredo D. Egídio dos; Rodríguez-Martínez, Eugenio V. Ruin and dividend measures in the renewal dual risk model. (English) Zbl 1489.91214 Methodol. Comput. Appl. Probab. 24, No. 2, 537-569 (2022). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{R. G. Alcoforado} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 537--569 (2022; Zbl 1489.91214) Full Text: DOI arXiv OpenURL
Shao, Jinghai; Mitra, Sovan; Karathanasopoulos, Andreas Optimal feedback control of stock prices under credit risk dynamics. (English) Zbl 1494.91145 Ann. Oper. Res. 313, No. 2, 1285-1318 (2022). MSC: 91G15 91G40 91G45 93E20 93B52 PDF BibTeX XML Cite \textit{J. Shao} et al., Ann. Oper. Res. 313, No. 2, 1285--1318 (2022; Zbl 1494.91145) Full Text: DOI OpenURL
Mukherjee, Soumyatanu; Padhi, Sidhartha S. Sourcing decision under interconnected risks: an application of mean-variance preferences approach. (English) Zbl 1494.91046 Ann. Oper. Res. 313, No. 2, 1243-1268 (2022). MSC: 91B08 91B06 90B06 PDF BibTeX XML Cite \textit{S. Mukherjee} and \textit{S. S. Padhi}, Ann. Oper. Res. 313, No. 2, 1243--1268 (2022; Zbl 1494.91046) Full Text: DOI OpenURL
Khalfaoui, Rabeh; Solarin, Sakiru Adebola; Al-Qadasi, Adel; Ben Jabeur, Sami Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries. (English) Zbl 1494.91142 Ann. Oper. Res. 313, No. 1, 105-143 (2022). MSC: 91G15 91G45 42C40 PDF BibTeX XML Cite \textit{R. Khalfaoui} et al., Ann. Oper. Res. 313, No. 1, 105--143 (2022; Zbl 1494.91142) Full Text: DOI OpenURL
Ji, Qiang; Zhang, Dayong; Zhao, Yuqian Intra-day co-movements of crude oil futures: China and the international benchmarks. (English) Zbl 1494.91157 Ann. Oper. Res. 313, No. 1, 77-103 (2022). MSC: 91G20 91G45 62P05 62H30 PDF BibTeX XML Cite \textit{Q. Ji} et al., Ann. Oper. Res. 313, No. 1, 77--103 (2022; Zbl 1494.91157) Full Text: DOI OpenURL
Chen, Pinhan; Gao, Chao; Zhang, Anderson Y. Optimal full ranking from pairwise comparisons. (English) Zbl 07547950 Ann. Stat. 50, No. 3, 1775-1805 (2022). MSC: 62F07 PDF BibTeX XML Cite \textit{P. Chen} et al., Ann. Stat. 50, No. 3, 1775--1805 (2022; Zbl 07547950) Full Text: DOI arXiv OpenURL
Streltsova, E.; Borodin, A.; Yakovenko, I. Fuzzy-logic model for feasibility study of project implementation: project’s investment risk. (English) Zbl 07547162 Iran. J. Fuzzy Syst. 19, No. 2, 1-15 (2022). MSC: 91Bxx 90Cxx 03Exx PDF BibTeX XML Cite \textit{E. Streltsova} et al., Iran. J. Fuzzy Syst. 19, No. 2, 1--15 (2022; Zbl 07547162) Full Text: DOI OpenURL
Deng, M.; Aminzadeh, M. S. Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data. (English) Zbl 07545886 Commun. Stat., Simulation Comput. 51, No. 5, 2683-2709 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Deng} and \textit{M. S. Aminzadeh}, Commun. Stat., Simulation Comput. 51, No. 5, 2683--2709 (2022; Zbl 07545886) Full Text: DOI OpenURL
Choi, Wonhyung; Lin, Zhigui; Ahn, Inkyung SIS reaction-diffusion model with risk-induced dispersal under free boundary. (English) Zbl 1491.35417 Nonlinear Anal., Real World Appl. 67, Article ID 103605, 18 p. (2022). MSC: 35Q92 92D30 35R35 92-08 35K57 PDF BibTeX XML Cite \textit{W. Choi} et al., Nonlinear Anal., Real World Appl. 67, Article ID 103605, 18 p. (2022; Zbl 1491.35417) Full Text: DOI OpenURL
Gavagan, Joshua; Hu, Liang; Lee, Gee Y.; Liu, Haiyan; Weixel, Anna Optimal reinsurance with model uncertainty and Stackelberg game. (English) Zbl 1492.91292 Scand. Actuar. J. 2022, No. 1, 29-48 (2022). MSC: 91G05 91A65 91A80 PDF BibTeX XML Cite \textit{J. Gavagan} et al., Scand. Actuar. J. 2022, No. 1, 29--48 (2022; Zbl 1492.91292) Full Text: DOI OpenURL
Bates, Paul D. Flood inundation prediction. (English) Zbl 1491.76011 Moin, Parviz (ed.) et al., Annual review of fluid mechanics. Vol. 54. Palo Alto, CA: Annual Reviews. Annu. Rev. Fluid Mech. 54, 287-315 (2022). MSC: 76B15 76B10 76M99 76-02 86A05 PDF BibTeX XML Cite \textit{P. D. Bates}, Annu. Rev. Fluid Mech. 54, 287--315 (2022; Zbl 1491.76011) Full Text: DOI OpenURL
Liu, Guoxin; Liu, Xiaoying; Liu, Zhaoyang The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model. (English) Zbl 1491.60127 J. Comput. Appl. Math. 413, Article ID 114368, 14 p. (2022). MSC: 60J25 65K10 91B05 93E20 60G55 PDF BibTeX XML Cite \textit{G. Liu} et al., J. Comput. Appl. Math. 413, Article ID 114368, 14 p. (2022; Zbl 1491.60127) Full Text: DOI OpenURL
Uozumi, Ryuji; Yada, Shinjo; Maruo, Kazushi; Kawaguchi, Atsushi Confidence intervals for difference between two binomial proportions derived from logistic regression. (English) Zbl 1489.62230 Commun. Stat., Simulation Comput. 51, No. 6, 3223-3236 (2022). MSC: 62J12 62F25 62P10 PDF BibTeX XML Cite \textit{R. Uozumi} et al., Commun. Stat., Simulation Comput. 51, No. 6, 3223--3236 (2022; Zbl 1489.62230) Full Text: DOI OpenURL
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong The finite-time ruin probability of a risk model with a general counting process and stochastic return. (English) Zbl 1499.91026 J. Ind. Manag. Optim. 18, No. 3, 1541-1556 (2022). MSC: 91B05 62P05 62E10 60F05 60G51 PDF BibTeX XML Cite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 1499.91026) Full Text: DOI OpenURL
Talhi, Hamida; Aiachi, Hiba; Rahmania, Nadji Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data. (English) Zbl 1493.62012 Monte Carlo Methods Appl. 28, No. 2, 163-174 (2022). MSC: 62-08 62F15 62N05 65C05 91B05 PDF BibTeX XML Cite \textit{H. Talhi} et al., Monte Carlo Methods Appl. 28, No. 2, 163--174 (2022; Zbl 1493.62012) Full Text: DOI arXiv OpenURL
Gao, Zhongqin; He, Jingmin; Zhao, Zhifeng; Wang, Bingbing Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy. (English) Zbl 1487.62136 Methodol. Comput. Appl. Probab. 24, No. 1, 233-258 (2022). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{Z. Gao} et al., Methodol. Comput. Appl. Probab. 24, No. 1, 233--258 (2022; Zbl 1487.62136) Full Text: DOI OpenURL
Chateauneuf, Alain; Cornet, Bernard Submodular financial markets with frictions. (English) Zbl 1492.91349 Econ. Theory 73, No. 2-3, 721-744 (2022). MSC: 91G15 PDF BibTeX XML Cite \textit{A. Chateauneuf} and \textit{B. Cornet}, Econ. Theory 73, No. 2--3, 721--744 (2022; Zbl 1492.91349) Full Text: DOI OpenURL