176 results in 62Pxx
Asymptotics for the sum-ruin probability of a bi-dimensional compound risk model with dependent numbers of claims
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- Probability in the Engineering and Informational Sciences , First View
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- 20 September 2024, pp. 1-15
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Tail variance and confidence of using tail conditional expectation: analytical representation, capital adequacy, and asymptotics
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- Advances in Applied Probability , First View
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- 31 July 2024, pp. 1-25
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Optimal risk sharing for lambda value-at-risk
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- Advances in Applied Probability , First View
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- 29 July 2024, pp. 1-33
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Calculating premium principles from the mode of a unimodal weighted distribution
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- ASTIN Bulletin: The Journal of the IAA , First View
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- 15 May 2024, pp. 1-13
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Multivariate regularly varying insurance and financial risks in multidimensional risk models
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- Journal of Applied Probability , First View
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- 13 May 2024, pp. 1-24
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Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
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- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
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- 11 April 2024, pp. 213-238
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- May 2024
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STOCHASTIC MATCHING MODELS
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- Bulletin of the Australian Mathematical Society / Volume 109 / Issue 2 / April 2024
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- 12 December 2023, pp. 407-408
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- April 2024
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BAYESIAN SPATIOTEMPORAL MODELS FOR INFECTIOUS DISEASES IN RELATION TO HEALTH INEQUALITY
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 3 / December 2023
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- 31 August 2023, pp. 516-517
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- December 2023
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Detection and treatment of outliers for multivariate robust loss reserving
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- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
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- 24 August 2023, pp. 102-125
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AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS
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- The ANZIAM Journal / Volume 64 / Issue 4 / October 2022
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- 23 August 2023, pp. 380-393
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A NOVEL SNP HERITABILITY MODEL FOR HERITABILITY ANALYSES AND GENOMIC PREDICTION
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
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- 23 June 2023, pp. 347-348
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- October 2023
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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH $\boldsymbol{{(P, Q)}}$ models
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 15 May 2023, pp. 1501-1515
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- December 2023
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Asymptotic results on tail moment and tail central moment for dependent risks
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 08 May 2023, pp. 1116-1143
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- December 2023
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Costa’s concavity inequality for dependent variables based on the multivariate Gaussian copula
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 12 April 2023, pp. 1136-1156
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- December 2023
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Survival energy models for mortality prediction and future prospects
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- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
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- 03 April 2023, pp. 377-391
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- May 2023
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How do empirical estimators of popular risk measures impact pro-cyclicality?
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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- 29 March 2023, pp. 547-579
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FUZZY APPROACHES AGAINST OUTLIERS AND APPLICATIONS IN WIND ENERGY
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- Bulletin of the Australian Mathematical Society / Volume 107 / Issue 2 / April 2023
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- 03 February 2023, pp. 346-348
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- April 2023
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On impact of largest claims reinsurance treaties on the ceding company’s loss reserve
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 01 February 2023, pp. 328-357
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FAST METHODS FOR FITTING LOG-GAUSSIAN COX PROCESS MODELS IN ECOLOGY
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- Bulletin of the Australian Mathematical Society / Volume 107 / Issue 2 / April 2023
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- 13 January 2023, pp. 344-345
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- April 2023
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INTEGRATING MULTIPLE SOURCES OF DATA TO CONSTRUCT A TIME SERIES OF RECREATIONAL CATCH AND EFFORT FOR THE WEST COAST BIOREGION OF WESTERN AUSTRALIA
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- Bulletin of the Australian Mathematical Society / Volume 107 / Issue 1 / February 2023
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- 02 December 2022, pp. 175-176
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- February 2023
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