Boutsikas, M. V.; Economides, D.-J.; Vaggelatou, E. On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model. (English) Zbl 07809283 Scand. Actuar. J. 2024, No. 1, 64-88 (2024). MSC: 91G05 91B05 60J74 62P05 PDFBibTeX XMLCite \textit{M. V. Boutsikas} et al., Scand. Actuar. J. 2024, No. 1, 64--88 (2024; Zbl 07809283) Full Text: DOI
Orihuela, José; Zapata, José M. Duality and stable compactness in Orlicz-type modules. (English) Zbl 07796709 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 118, No. 1, Paper No. 18, 19 p. (2024). MSC: 46B50 46H25 46E30 54D30 46N10 91B05 PDFBibTeX XMLCite \textit{J. Orihuela} and \textit{J. M. Zapata}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 118, No. 1, Paper No. 18, 19 p. (2024; Zbl 07796709) Full Text: DOI arXiv OA License
Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach. (English) Zbl 07793568 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107761, 12 p. (2024). MSC: 91B05 60H30 60J65 PDFBibTeX XMLCite \textit{G. Ascione} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107761, 12 p. (2024; Zbl 07793568) Full Text: DOI arXiv
Yang, Yang; Chen, Shaoying; Yuen, Kam Chuen Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance. (English) Zbl 07791016 Sci. China, Math. 67, No. 1, 163-186 (2024). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Sci. China, Math. 67, No. 1, 163--186 (2024; Zbl 07791016) Full Text: DOI
Wang, Wenyuan; Ming, Ruixing; Hu, Yijun On de Finetti’s optimal impulse dividend control problem under Chapter 11 bankruptcy. (English) Zbl 07784081 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 215-233 (2024). MSC: 91G05 60G51 91B05 93E20 PDFBibTeX XMLCite \textit{W. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 215--233 (2024; Zbl 07784081) Full Text: DOI
Embrechts, Paul; Hofert, Marius; Chavez-Demoulin, Valérie Risk revealed. Cautionary tales, understanding and communication (to appear). (English) Zbl 07782888 Cambridge: Cambridge University Press (ISBN 978-1-00-929981-7/pbk; 978-1-00-929980-0/hbk). (2024). MSC: 91-01 60-01 91B05 91G70 PDFBibTeX XML
Rodriguez, Eduardo Risk analytics. Data-driven decisions under uncertainty. (English) Zbl 07740585 Boca Raton, FL: CRC Press (ISBN 978-0-367-35961-4/hbk; 978-1-032-50778-1/pbk; 978-0-429-34289-9/ebook). 479 p. (2024). MSC: 91-02 91B05 91B06 62P20 PDFBibTeX XMLCite \textit{E. Rodriguez}, Risk analytics. Data-driven decisions under uncertainty. Boca Raton, FL: CRC Press (2024; Zbl 07740585) Full Text: DOI
O’connor, Kathryn; Saloff-Coste, Laurent The 4-player Gambler’s Ruin problem. (English) Zbl 07820667 Ruiz, Patricia Alonso (ed.) et al., From classical analysis to analysis on fractals. A tribute to Robert Strichartz. Volume 1. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 83-106 (2023). MSC: 60J10 91A60 91B05 PDFBibTeX XMLCite \textit{K. O'connor} and \textit{L. Saloff-Coste}, in: From classical analysis to analysis on fractals. A tribute to Robert Strichartz. Volume 1. Cham: Birkhäuser. 83--106 (2023; Zbl 07820667) Full Text: DOI arXiv
Kim, Gwang; Lee, Jongmin; Moon, Ilkyeong An exact solution approach for the mobile multi-agent sensing problem. (English) Zbl 07816599 Int. J. Robust Nonlinear Control 33, No. 17, 10405-10424 (2023). MSC: 93A16 91B05 PDFBibTeX XMLCite \textit{G. Kim} et al., Int. J. Robust Nonlinear Control 33, No. 17, 10405--10424 (2023; Zbl 07816599) Full Text: DOI
Tanrisever, Fehmi; Büke, Burak; Jongen, Geert Futures hedging in electricity retailing. (English) Zbl 07801452 Ann. Oper. Res. 330, No. 1-2, 757-785 (2023). MSC: 91G20 91B05 PDFBibTeX XMLCite \textit{F. Tanrisever} et al., Ann. Oper. Res. 330, No. 1--2, 757--785 (2023; Zbl 07801452) Full Text: DOI
Cummins, Mark; Gogolin, Fabian; Kearney, Fearghal; Kiely, Greg; Murphy, Bernard Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. (English) Zbl 07801442 Ann. Oper. Res. 330, No. 1-2, 431-455 (2023). MSC: 91B05 91G99 PDFBibTeX XMLCite \textit{M. Cummins} et al., Ann. Oper. Res. 330, No. 1--2, 431--455 (2023; Zbl 07801442) Full Text: DOI OA License
Chong, Wing Fung; Feng, Runhuan; Jin, Longhao Holistic principle for risk aggregation and capital allocation. (English) Zbl 07801428 Ann. Oper. Res. 330, No. 1-2, 21-54 (2023). MSC: 91B05 91G50 PDFBibTeX XMLCite \textit{W. F. Chong} et al., Ann. Oper. Res. 330, No. 1--2, 21--54 (2023; Zbl 07801428) Full Text: DOI OA License
Rosenthal, Maxwell Robust incentives for risk. (English) Zbl 07799764 J. Math. Econ. 109, Article ID 102893, 11 p. (2023). MSC: 91B43 91B41 91B05 PDFBibTeX XMLCite \textit{M. Rosenthal}, J. Math. Econ. 109, Article ID 102893, 11 p. (2023; Zbl 07799764) Full Text: DOI
Grigutis, A. Probabilistic overview of probabilities of default for low default portfolios by K. Pluto and D. Tasche. (English) Zbl 07799326 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 63-74 (2023). MSC: 91B05 62P05 PDFBibTeX XMLCite \textit{A. Grigutis}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 63--74 (2023; Zbl 07799326) Full Text: DOI arXiv
Chudziak, Jacek; Chudziak, Małgorzata Zero utility principles coinciding on binary risks. (English) Zbl 07784715 Aequationes Math. 97, No. 5-6, 1245-1258 (2023). MSC: 39B12 39B82 91B16 91B05 PDFBibTeX XMLCite \textit{J. Chudziak} and \textit{M. Chudziak}, Aequationes Math. 97, No. 5--6, 1245--1258 (2023; Zbl 07784715) Full Text: DOI OA License
Lin, Zhengqi; Ruszczyński, Andrzej An integrated transportation distance between kernels and approximate dynamic risk evaluation in Markov systems. (English) Zbl 07782639 SIAM J. Control Optim. 61, No. 6, 3559-3583 (2023). MSC: 90C40 90C39 91B05 91G70 93E20 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{A. Ruszczyński}, SIAM J. Control Optim. 61, No. 6, 3559--3583 (2023; Zbl 07782639) Full Text: DOI arXiv
Grigutis, Andrius; Karbonskis, Arvydas; Šiaulys, Jonas Ruin probability for renewal risk models with neutral net profit condition. (English) Zbl 07781217 Nonlinear Anal., Model. Control 28, No. 6, 1182-1195 (2023). MSC: 91B05 60K10 60G50 PDFBibTeX XMLCite \textit{A. Grigutis} et al., Nonlinear Anal., Model. Control 28, No. 6, 1182--1195 (2023; Zbl 07781217) Full Text: arXiv Link
Peralta, Oscar; Simon, Matthieu Ruin problems for risk processes with dependent phase-type claims. (English) Zbl 07775426 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 86, 23 p. (2023). MSC: 91B05 60J28 PDFBibTeX XMLCite \textit{O. Peralta} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 86, 23 p. (2023; Zbl 07775426) Full Text: DOI arXiv
Karakostas, Alexandros; Morgan, Giles; Zizzo, Daniel John Socially interdependent risk taking. (English) Zbl 1527.91045 Theory Decis. 95, No. 3, 365-378 (2023). MSC: 91B05 91-05 PDFBibTeX XMLCite \textit{A. Karakostas} et al., Theory Decis. 95, No. 3, 365--378 (2023; Zbl 1527.91045) Full Text: DOI OA License
Li, Yingqiu; Wei, Yushao; Hu, Yangli Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time. (English) Zbl 1528.60022 Lith. Math. J. 63, No. 3, 367-381 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60E10 60G51 91B05 PDFBibTeX XMLCite \textit{Y. Li} et al., Lith. Math. J. 63, No. 3, 367--381 (2023; Zbl 1528.60022) Full Text: DOI
Menegatti, Mario A note on changes in additive risky benefits and risky costs. (English) Zbl 07753503 Int. J. Econ. Theory 19, No. 3, 753-763 (2023). MSC: 91B05 91B06 PDFBibTeX XMLCite \textit{M. Menegatti}, Int. J. Econ. Theory 19, No. 3, 753--763 (2023; Zbl 07753503) Full Text: DOI
Eling, Martin; Elvedi, Mauro; Falco, Greg The economic impact of extreme cyber risk scenarios. (English) Zbl 1527.91044 N. Am. Actuar. J. 27, No. 3, 429-443 (2023). MSC: 91B05 PDFBibTeX XMLCite \textit{M. Eling} et al., N. Am. Actuar. J. 27, No. 3, 429--443 (2023; Zbl 1527.91044) Full Text: DOI
Yuan, Meng; Lu, Dawei Asymptotics for a time-dependent by-claim model with dependent subexponential claims. (English) Zbl 1522.62096 Insur. Math. Econ. 112, 120-141 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{D. Lu}, Insur. Math. Econ. 112, 120--141 (2023; Zbl 1522.62096) Full Text: DOI
Liu, Zaiming; Geng, Bingzhen; Man, Xinyue; Liu, Xinyu Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims. (English) Zbl 1522.62095 Stochastics 95, No. 7, 1147-1169 (2023). MSC: 62P05 60K10 91B05 PDFBibTeX XMLCite \textit{Z. Liu} et al., Stochastics 95, No. 7, 1147--1169 (2023; Zbl 1522.62095) Full Text: DOI
Avanzi, B.; Falden, D. K.; Steffensen, M. Stable dividends under linear-quadratic optimisation. (English) Zbl 1522.91303 Quant. Finance 23, No. 9, 1199-1215 (2023). MSC: 91G50 91B05 49N10 93E20 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Quant. Finance 23, No. 9, 1199--1215 (2023; Zbl 1522.91303) Full Text: DOI arXiv
Perninge, Magnus Non-Markovian impulse control under nonlinear expectation. (English) Zbl 1522.49034 Appl. Math. Optim. 88, No. 3, Paper No. 72, 47 p. (2023). MSC: 49N25 90C39 91B05 91A15 PDFBibTeX XMLCite \textit{M. Perninge}, Appl. Math. Optim. 88, No. 3, Paper No. 72, 47 p. (2023; Zbl 1522.49034) Full Text: DOI arXiv
Hermanns, Benedicta; Kokot, Johanna Contextual framing effects on risk aversion assessed using the bomb risk elicitation task. (English) Zbl 1521.91062 Econ. Lett. 229, Article ID 111227, 4 p. (2023). MSC: 91B05 PDFBibTeX XMLCite \textit{B. Hermanns} and \textit{J. Kokot}, Econ. Lett. 229, Article ID 111227, 4 p. (2023; Zbl 1521.91062) Full Text: DOI
Kongjiw, Hattacha; Rattanawong, Petcharat; Neammanee, Kritsana Local limit theorems for collective risk models. (English) Zbl 1521.60013 Stat. Probab. Lett. 201, Article ID 109867, 11 p. (2023). MSC: 60F05 91B05 62P05 PDFBibTeX XMLCite \textit{H. Kongjiw} et al., Stat. Probab. Lett. 201, Article ID 109867, 11 p. (2023; Zbl 1521.60013) Full Text: DOI
Wang, Tao; Xu, Mingyuan; Cao, Yu Effects of openness and decision-making contexts on risk-taking behavior in double auctions: online survey. (English) Zbl 1521.91140 J. Nonlinear Convex Anal. 24, No. 7, 1471-1484 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 91B26 91B06 91B05 PDFBibTeX XMLCite \textit{T. Wang} et al., J. Nonlinear Convex Anal. 24, No. 7, 1471--1484 (2023; Zbl 1521.91140) Full Text: Link
Wang, Shijie; Yang, Yueli; Liu, Yang; Yang, Lianqiang Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1517.62081 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 76, 13 p. (2023). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{S. Wang} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 76, 13 p. (2023; Zbl 1517.62081) Full Text: DOI
Mugerman, Yevgeny; Hecht, Yoel Lecture notes in risk management. (English) Zbl 07726629 World Scientific Lecture Notes in Finance 7. Singapore: World Scientific (ISBN 978-981-12-7194-6/hbk; 978-981-12-7196-0/ebook). (2023). MSC: 91-01 91G40 91G30 91G50 91B05 PDFBibTeX XML Full Text: DOI
Santana, David J.; Rincón, Luis Ruin probabilities as functions of the roots of a polynomial. (English) Zbl 1520.91101 Mod. Stoch., Theory Appl. 10, No. 3, 247-266 (2023). MSC: 91B05 91G05 11B37 PDFBibTeX XMLCite \textit{D. J. Santana} and \textit{L. Rincón}, Mod. Stoch., Theory Appl. 10, No. 3, 247--266 (2023; Zbl 1520.91101) Full Text: DOI
Cubillos, Pablo Gutiérrez; Pastén, Roberto Nonlinear risks: a unified framework. (English) Zbl 1520.91099 Theory Decis. 95, No. 1, 11-32 (2023). MSC: 91B05 PDFBibTeX XMLCite \textit{P. G. Cubillos} and \textit{R. Pastén}, Theory Decis. 95, No. 1, 11--32 (2023; Zbl 1520.91099) Full Text: DOI
Yin, Jie; Wong, Hoi Ying Bond portfolio optimization with long-range dependent credits. (English) Zbl 1524.49071 J. Ind. Manag. Optim. 19, No. 10, 7090-7104 (2023). MSC: 49N90 60H30 91B05 91G40 PDFBibTeX XMLCite \textit{J. Yin} and \textit{H. Y. Wong}, J. Ind. Manag. Optim. 19, No. 10, 7090--7104 (2023; Zbl 1524.49071) Full Text: DOI
Knopov, P. S. Optimization and identification of stochastic systems. (English. Ukrainian original) Zbl 07712005 Cybern. Syst. Anal. 59, No. 3, 375-384 (2023); translation from Kibern. Sist. Anal. 59, No. 3, 21-32 (2023). MSC: 90C15 90-02 91B05 93E20 62F12 PDFBibTeX XMLCite \textit{P. S. Knopov}, Cybern. Syst. Anal. 59, No. 3, 375--384 (2023; Zbl 07712005); translation from Kibern. Sist. Anal. 59, No. 3, 21--32 (2023) Full Text: DOI
Cao, Jingyi; Young, Virginia R. Approximating the classical risk process by stable Lévy motion. (English) Zbl 1520.91098 Scand. Actuar. J. 2023, No. 7, 679-707 (2023). MSC: 91B05 60G51 91G05 PDFBibTeX XMLCite \textit{J. Cao} and \textit{V. R. Young}, Scand. Actuar. J. 2023, No. 7, 679--707 (2023; Zbl 1520.91098) Full Text: DOI
Gao, Qingwu; Lin, Jia’nan; Liu, Xijun Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1517.60033 Stat. Probab. Lett. 197, Article ID 109809, 12 p. (2023). MSC: 60F10 62P05 91B05 PDFBibTeX XMLCite \textit{Q. Gao} et al., Stat. Probab. Lett. 197, Article ID 109809, 12 p. (2023; Zbl 1517.60033) Full Text: DOI
Martins-da-Rocha, V. Filipe; Rosa, Rafael Mouallem Complete markets with bankruptcy risk and pecuniary default punishments. (English) Zbl 1520.91100 Econ. Theory 75, No. 3, 625-640 (2023). MSC: 91B05 91B50 PDFBibTeX XMLCite \textit{V. F. Martins-da-Rocha} and \textit{R. M. Rosa}, Econ. Theory 75, No. 3, 625--640 (2023; Zbl 1520.91100) Full Text: DOI
Zhang, Aili; Li, Shuanming; Wang, Wenyuan A scale function based approach for solving integral-differential equations in insurance risk models. (English) Zbl 07701061 Appl. Math. Comput. 450, Article ID 127965, 12 p. (2023). MSC: 91G05 91B05 97M30 PDFBibTeX XMLCite \textit{A. Zhang} et al., Appl. Math. Comput. 450, Article ID 127965, 12 p. (2023; Zbl 07701061) Full Text: DOI
Ozbek, Kemal Adaptive risk assessments. (English) Zbl 1519.91081 J. Math. Econ. 106, Article ID 102843, 11 p. (2023). MSC: 91B05 91B43 91B16 PDFBibTeX XMLCite \textit{K. Ozbek}, J. Math. Econ. 106, Article ID 102843, 11 p. (2023; Zbl 1519.91081) Full Text: DOI
Qazi, Abroon; Simsekler, Mecit Can Emre; Formaneck, Steven Supply chain risk network value at risk assessment using Bayesian belief networks and Monte Carlo simulation. (English) Zbl 1517.90018 Ann. Oper. Res. 322, No. 1, 241-272 (2023). MSC: 90B06 90B50 91B05 90B10 PDFBibTeX XMLCite \textit{A. Qazi} et al., Ann. Oper. Res. 322, No. 1, 241--272 (2023; Zbl 1517.90018) Full Text: DOI
Jang, Jiwook; Qu, Yan; Zhao, Hongbiao; Dassios, Angelos A Cox model for gradually disappearing events. (English) Zbl 1518.91042 Probab. Eng. Inf. Sci. 37, No. 1, 214-231 (2023). MSC: 91B05 60G55 91G05 PDFBibTeX XMLCite \textit{J. Jang} et al., Probab. Eng. Inf. Sci. 37, No. 1, 214--231 (2023; Zbl 1518.91042) Full Text: DOI
Zardasht, V. On the second-order excess wealth order and its properties. (English) Zbl 1518.91043 Probab. Eng. Inf. Sci. 37, No. 1, 135-153 (2023). MSC: 91B05 60E15 PDFBibTeX XMLCite \textit{V. Zardasht}, Probab. Eng. Inf. Sci. 37, No. 1, 135--153 (2023; Zbl 1518.91043) Full Text: DOI
Liang, Jin; Zhang, Liuqing A free boundary problem for a flexible loan based on the borrower asset. (English) Zbl 1517.35271 Discrete Contin. Dyn. Syst., Ser. B 28, No. 11, 5559-5579 (2023). MSC: 35R35 35K10 91B05 91G80 PDFBibTeX XMLCite \textit{J. Liang} and \textit{L. Zhang}, Discrete Contin. Dyn. Syst., Ser. B 28, No. 11, 5559--5579 (2023; Zbl 1517.35271) Full Text: DOI
Martin, Jessica; Villeneuve, Stéphane Risk-sharing and optimal contracts with large exogenous risks. (English) Zbl 1518.91123 Decis. Econ. Finance 46, No. 1, 1-43 (2023). MSC: 91B43 91B41 91B05 PDFBibTeX XMLCite \textit{J. Martin} and \textit{S. Villeneuve}, Decis. Econ. Finance 46, No. 1, 1--43 (2023; Zbl 1518.91123) Full Text: DOI
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang A simple Bayesian state-space approach to the collective risk models. (English) Zbl 1524.62520 Scand. Actuar. J. 2023, No. 5, 509-529 (2023). Reviewer: James P. Howard II (Columbia) MSC: 62P05 62F15 91B05 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Scand. Actuar. J. 2023, No. 5, 509--529 (2023; Zbl 1524.62520) Full Text: DOI arXiv
Ejov, Vladimir V.; Filar, Jerzy A.; Qiao, Zhihao Hidden equations of risk critical thresholds. (English) Zbl 1514.91045 Stoch. Models 39, No. 2, 383-413 (2023). MSC: 91B05 PDFBibTeX XMLCite \textit{V. V. Ejov} et al., Stoch. Models 39, No. 2, 383--413 (2023; Zbl 1514.91045) Full Text: DOI arXiv
Guan, Chonghu Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps. (English) Zbl 1512.35586 Appl. Math. Optim. 88, No. 1, Paper No. 15, 36 p. (2023). MSC: 35Q91 91B70 91B05 93E20 35R35 35K10 35R09 60G55 35A09 35A01 PDFBibTeX XMLCite \textit{C. Guan}, Appl. Math. Optim. 88, No. 1, Paper No. 15, 36 p. (2023; Zbl 1512.35586) Full Text: DOI
Joshi, Ravi; Narayanan, Rajesh P.; Pace, R. Kelley Valuation when disaster risks increase at an increasing rate. (English) Zbl 1511.91037 Econ. Lett. 224, Article ID 111013, 4 p. (2023). MSC: 91B05 91B76 PDFBibTeX XMLCite \textit{R. Joshi} et al., Econ. Lett. 224, Article ID 111013, 4 p. (2023; Zbl 1511.91037) Full Text: DOI
Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 1524.62519 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 1524.62519) Full Text: DOI
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 1524.62512 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 60K10 62E20 91B05 PDFBibTeX XMLCite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 1524.62512) Full Text: DOI
Vernic, Raluca On a fuzzy discretization of continuous distributions with applications to risk models. (English) Zbl 1524.60013 Comput. Appl. Math. 42, No. 1, Paper No. 61, 26 p. (2023). MSC: 60A86 91B05 91G05 PDFBibTeX XMLCite \textit{R. Vernic}, Comput. Appl. Math. 42, No. 1, Paper No. 61, 26 p. (2023; Zbl 1524.60013) Full Text: DOI
Zou, Lei; Peng, Jiangyan; Yang, Ruonan Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations. (English) Zbl 1504.60178 Japan J. Ind. Appl. Math. 40, No. 1, 603-643 (2023). MSC: 60K10 91B05 91G40 PDFBibTeX XMLCite \textit{L. Zou} et al., Japan J. Ind. Appl. Math. 40, No. 1, 603--643 (2023; Zbl 1504.60178) Full Text: DOI
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 PDFBibTeX XMLCite \textit{A. Pal} and \textit{D. Prajapati}, Appl. Math. Modelling 113, 514--527 (2023; Zbl 1505.92106) Full Text: DOI
Wang, Wenyuan; Wang, Ning; Chen, Mi On a doubly reflected risk process with running maximum dependent reflecting barriers. (English) Zbl 1505.91137 J. Comput. Appl. Math. 422, Article ID 114880, 22 p. (2023). MSC: 91B05 91G50 60G51 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Comput. Appl. Math. 422, Article ID 114880, 22 p. (2023; Zbl 1505.91137) Full Text: DOI
Osatakul, Dhiti; Li, Shuanming; Wu, Xueyuan Discrete-time risk models with surplus-dependent premium corrections. (English) Zbl 1510.91065 Appl. Math. Comput. 437, Article ID 127495, 19 p. (2023). MSC: 91B05 60G51 PDFBibTeX XMLCite \textit{D. Osatakul} et al., Appl. Math. Comput. 437, Article ID 127495, 19 p. (2023; Zbl 1510.91065) Full Text: DOI
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 1513.62217 J. Ind. Manag. Optim. 19, No. 3, 2140-2155 (2023). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 1513.62217) Full Text: DOI
Deprez, Laurens; Antonio, Katrien; Boute, Robert Empirical risk assessment of maintenance costs under full-service contracts. (English) Zbl 1524.62510 Eur. J. Oper. Res. 304, No. 2, 476-493 (2023). MSC: 62P05 90B25 91B05 PDFBibTeX XMLCite \textit{L. Deprez} et al., Eur. J. Oper. Res. 304, No. 2, 476--493 (2023; Zbl 1524.62510) Full Text: DOI
Almen, Aray; Dentcheva, Darinka On Risk Evaluation and Control of Distributed Multi-Agent Systems. arXiv:2311.10287 Preprint, arXiv:2311.10287 [math.OC] (2023). MSC: 90C15 91B05 93A16 BibTeX Cite \textit{A. Almen} and \textit{D. Dentcheva}, ``On Risk Evaluation and Control of Distributed Multi-Agent Systems'', Preprint, arXiv:2311.10287 [math.OC] (2023) Full Text: arXiv OA License
Denisov, Denis; Gotthardt, Niklas; Korshunov, Dmitry; Wachtel, Vitali Probabilistic approach to risk processes with level-dependent premium rate. arXiv:2311.02484 Preprint, arXiv:2311.02484 [math.PR] (2023). MSC: 91B05 60J20 60F10 BibTeX Cite \textit{D. Denisov} et al., ``Probabilistic approach to risk processes with level-dependent premium rate'', Preprint, arXiv:2311.02484 [math.PR] (2023) Full Text: arXiv OA License
Braouezec, Yann; Cagnol, John Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis. arXiv:2309.15269 Preprint, arXiv:2309.15269 [econ.TH] (2023). MSC: 46N10 91B05 91B42 BibTeX Cite \textit{Y. Braouezec} and \textit{J. Cagnol}, ``Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis'', Preprint, arXiv:2309.15269 [econ.TH] (2023) Full Text: arXiv OA License
Wang, MingYi; Patnaik, Natasha; Somalwar, Anne; Wu, Jingyi; Vladimirsky, Alexander Risk-aware stochastic control of a sailboat. arXiv:2309.13436 Preprint, arXiv:2309.13436 [math.OC] (2023). MSC: 93E20 93C30 49L20 65K15 91B05 BibTeX Cite \textit{M. Wang} et al., ``Risk-aware stochastic control of a sailboat'', Preprint, arXiv:2309.13436 [math.OC] (2023) Full Text: arXiv OA License
Gutfraind, Alexander Risk-reducing design and operations toolkit: 90 strategies for managing risk and uncertainty in decision problems. arXiv:2309.03133 Preprint, arXiv:2309.03133 [q-fin.RM] (2023). MSC: 60A05 91B05 62C05 BibTeX Cite \textit{A. Gutfraind}, ``Risk-reducing design and operations toolkit: 90 strategies for managing risk and uncertainty in decision problems'', Preprint, arXiv:2309.03133 [q-fin.RM] (2023) Full Text: arXiv OA License
Amini, Hamed; Cao, Zhongyuan; Minca, Andreea; Sulem, Agnès Ruin Probabilities for Risk Processes in Stochastic Networks. arXiv:2302.06668 Preprint, arXiv:2302.06668 [math.PR] (2023). MSC: 91B05 91G45 60C05 BibTeX Cite \textit{H. Amini} et al., ``Ruin Probabilities for Risk Processes in Stochastic Networks'', Preprint, arXiv:2302.06668 [math.PR] (2023) Full Text: arXiv OA License
Gutfraind, Alexander On solving decision and risk management problems subject to uncertainty. arXiv:2301.10244 Preprint, arXiv:2301.10244 [cs.AI] (2023). MSC: 60A05 91B05 62C05 BibTeX Cite \textit{A. Gutfraind}, ``On solving decision and risk management problems subject to uncertainty'', Preprint, arXiv:2301.10244 [cs.AI] (2023) Full Text: arXiv OA License
Ali, Mohammad Jamsher; Pärna, Kalev Ruin probability for merged risk processes with correlated arrivals. (English) Zbl 07819607 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 15-32 (2022). MSC: 60G55 91B05 PDFBibTeX XMLCite \textit{M. J. Ali} and \textit{K. Pärna}, Springer Proc. Math. Stat. 408, 15--32 (2022; Zbl 07819607) Full Text: DOI
Xu, Jintao; Ding, Rui; Li, Muye; Dai, Tao; Zheng, Mengyan; Yu, Tao; Sui, Yang A new Bayesian network model for risk assessment based on cloud model, interval type-2 fuzzy sets and improved D-S evidence theory. (English) Zbl 07813931 Inf. Sci. 618, 336-355 (2022). MSC: 91B05 62C10 PDFBibTeX XMLCite \textit{J. Xu} et al., Inf. Sci. 618, 336--355 (2022; Zbl 07813931) Full Text: DOI
Huang, Wencheng; Yu, Yaocheng; Tong, Chuangui; Xu, Minhao; Zhang, Rui Using a Duffing control approach to control the single risk factor in complex social-technical systems. (English) Zbl 07810771 Inf. Sci. 596, 264-279 (2022). MSC: 91B05 93C15 PDFBibTeX XMLCite \textit{W. Huang} et al., Inf. Sci. 596, 264--279 (2022; Zbl 07810771) Full Text: DOI
Koncz, Annamária; Johanyák, Zsolt Csaba; Pokorádi, László Fuzzy rule-based hierarchical overall risk analysis of battery testing laboratories. (English) Zbl 07774092 Proc. Rom. Acad., Ser. A, Math. Phys. Tech. Sci. Inf. Sci. 23, No. 1, 89-97 (2022). MSC: 62B86 91B05 PDFBibTeX XMLCite \textit{A. Koncz} et al., Proc. Rom. Acad., Ser. A, Math. Phys. Tech. Sci. Inf. Sci. 23, No. 1, 89--97 (2022; Zbl 07774092)
Caballero, William N.; Banks, David; Wu, Keru Defense and security planning under resource uncertainty and multi-period commitments. (English) Zbl 1527.91042 Nav. Res. Logist. 69, No. 7, 1009-1026 (2022). MSC: 91B05 91A15 90C40 PDFBibTeX XMLCite \textit{W. N. Caballero} et al., Nav. Res. Logist. 69, No. 7, 1009--1026 (2022; Zbl 1527.91042) Full Text: DOI
Xie, Wei; Wang, Bo; Li, Cheng; Xie, Dongming; Auclair, Jared Interpretable biomanufacturing process risk and sensitivity analyses for quality-by-design and stability control. (English) Zbl 1528.90261 Nav. Res. Logist. 69, No. 3, 461-483 (2022). MSC: 90C31 90B30 91B05 91A12 PDFBibTeX XMLCite \textit{W. Xie} et al., Nav. Res. Logist. 69, No. 3, 461--483 (2022; Zbl 1528.90261) Full Text: DOI arXiv
Chen, Jing; Wei, Hang; Xie, Lei Optimal strategy in managing product quality risk for a manufacturer: prevention or mitigation? (English) Zbl 1527.91043 Nav. Res. Logist. 69, No. 2, 287-302 (2022). MSC: 91B05 91G05 PDFBibTeX XMLCite \textit{J. Chen} et al., Nav. Res. Logist. 69, No. 2, 287--302 (2022; Zbl 1527.91043) Full Text: DOI
Gueye, Djibril; Jeanblanc, Monique Generalized Cox model for default times. (English) Zbl 1523.60089 Front. Math. Finance 1, No. 4, 467-489 (2022). MSC: 60G55 91B05 PDFBibTeX XMLCite \textit{D. Gueye} and \textit{M. Jeanblanc}, Front. Math. Finance 1, No. 4, 467--489 (2022; Zbl 1523.60089) Full Text: DOI
Bai, Libiao; Liu, Jiale; Huang, Ning; Zheng, Kanyin; Hao, Tingting Critical interactive risks in project portfolios from the life cycle perspective. (English) Zbl 1512.91041 Asia-Pac. J. Oper. Res. 39, No. 6, Article ID 2250007, 38 p. (2022). MSC: 91B05 90B70 91D30 PDFBibTeX XMLCite \textit{L. Bai} et al., Asia-Pac. J. Oper. Res. 39, No. 6, Article ID 2250007, 38 p. (2022; Zbl 1512.91041) Full Text: DOI
Wang, Shijie; Gao, Yu Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1510.91066 Lith. Math. J. 62, No. 4, 542-552 (2022). MSC: 91B05 60F10 60K10 PDFBibTeX XMLCite \textit{S. Wang} and \textit{Y. Gao}, Lith. Math. J. 62, No. 4, 542--552 (2022; Zbl 1510.91066) Full Text: DOI
Guerra, Alice; Parisi, Francesco Injurers versus victims: (a)symmetric reactions to symmetric risks. (English) Zbl 1510.91064 B. E. J. Theor. Econ. 22, No. 2, 603-620 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B05 91A90 PDFBibTeX XMLCite \textit{A. Guerra} and \textit{F. Parisi}, B. E. J. Theor. Econ. 22, No. 2, 603--620 (2022; Zbl 1510.91064) Full Text: DOI
Rescher, Nicholas Risk theory. Rational decision in the face of chance, uncertainty, and risk. (English) Zbl 1509.91003 SpringerBriefs in Philosophy. Cham: Springer (ISBN 978-3-030-78501-7/pbk; 978-3-030-78502-4/ebook). xiii, 80 p. (2022). MSC: 91-02 91B05 91B06 PDFBibTeX XMLCite \textit{N. Rescher}, Risk theory. Rational decision in the face of chance, uncertainty, and risk. Cham: Springer (2022; Zbl 1509.91003) Full Text: DOI
Martín-González, Ehyter Matías; Murillo-Salas, Antonio; Pantí, Henry Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps. (English) Zbl 1506.60049 Methodol. Comput. Appl. Probab. 24, No. 4, 2779-2800 (2022). MSC: 60G51 60J76 60K37 91B05 PDFBibTeX XMLCite \textit{E. M. Martín-González} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2779--2800 (2022; Zbl 1506.60049) Full Text: DOI
Mulinacci, Sabrina A Marshall-Olkin type multivariate model with underlying dependent shocks. (English) Zbl 1505.62481 Methodol. Comput. Appl. Probab. 24, No. 4, 2455-2484 (2022). MSC: 62H10 62N05 91B05 91G45 PDFBibTeX XMLCite \textit{S. Mulinacci}, Methodol. Comput. Appl. Probab. 24, No. 4, 2455--2484 (2022; Zbl 1505.62481) Full Text: DOI
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 1504.91304 Chaos Solitons Fractals 160, Article ID 112213, 10 p. (2022). MSC: 91G15 91B05 91G40 PDFBibTeX XMLCite \textit{B. Li} et al., Chaos Solitons Fractals 160, Article ID 112213, 10 p. (2022; Zbl 1504.91304) Full Text: DOI
Becker, Robert A. Maximal points of convex sets in \(\ell_\infty\) revisted. (English) Zbl 1514.46049 Pure Appl. Funct. Anal. 7, No. 6, 2003-2039 (2022). MSC: 46N10 91B05 91B32 91B50 91-02 PDFBibTeX XMLCite \textit{R. A. Becker}, Pure Appl. Funct. Anal. 7, No. 6, 2003--2039 (2022; Zbl 1514.46049) Full Text: Link
Delage, Erick; Guo, Shaoyan; Xu, Huifu Shortfall risk models when information on loss function is incomplete. (English) Zbl 1510.90197 Oper. Res. 70, No. 6, 3511-3518 (2022). MSC: 90C17 91B05 PDFBibTeX XMLCite \textit{E. Delage} et al., Oper. Res. 70, No. 6, 3511--3518 (2022; Zbl 1510.90197) Full Text: DOI
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 PDFBibTeX XMLCite \textit{A. Grigutis} and \textit{A. Nakliuda}, Mod. Stoch., Theory Appl. 9, No. 4, 401--412 (2022; Zbl 1499.91022) Full Text: DOI
Ben Lakhal, Nadhir Mansour; Nasri, Othman; Adouane, Lounis; Ben Hadj Slama, Jaleleddine Satisfaction of modeling requirements for intelligent navigation systems: risk management context. (English) Zbl 1505.90042 Gusikhin, Oleg (ed.) et al., Informatics in control, automation and robotics. 17th international conference, ICINCO 2020, Lieusaint, Paris, France, July 7–9, 2020. Revised selected papers. Cham: Springer. Lect. Notes Electr. Eng. 793, 456-478 (2022). MSC: 90B25 91B05 68T05 PDFBibTeX XMLCite \textit{N. M. Ben Lakhal} et al., Lect. Notes Electr. Eng. 793, 456--478 (2022; Zbl 1505.90042) Full Text: DOI
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 PDFBibTeX XMLCite \textit{H. Xu} et al., Chin. J. Appl. Probab. Stat. 38, No. 3, 333--343 (2022; Zbl 1499.91025) Full Text: Link
Ambrus, Attila; Gao, Wayne; Milán, Pau Informal risk sharing with local information. (English) Zbl 1505.91292 Rev. Econ. Stud. 89, No. 5, 2329-2380 (2022). MSC: 91D30 91B05 PDFBibTeX XMLCite \textit{A. Ambrus} et al., Rev. Econ. Stud. 89, No. 5, 2329--2380 (2022; Zbl 1505.91292) Full Text: DOI
Kataria, K. K.; Khandakar, M. Generalized fractional counting process. (English) Zbl 1509.60107 J. Theor. Probab. 35, No. 4, 2784-2805 (2022). MSC: 60G55 60G22 91B05 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Theor. Probab. 35, No. 4, 2784--2805 (2022; Zbl 1509.60107) Full Text: DOI arXiv
Miyamoto, Manabu; Tanaka, Keiichi An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems. (English) Zbl 1503.35233 JSIAM Lett. 14, 25-28 (2022). MSC: 35Q91 91G30 91B05 35C20 35P99 33C45 35R60 34F05 PDFBibTeX XMLCite \textit{M. Miyamoto} and \textit{K. Tanaka}, JSIAM Lett. 14, 25--28 (2022; Zbl 1503.35233) Full Text: DOI
Robson, Arthur; Samuelson, Larry The evolution of risk attitudes with fertility thresholds. (English) Zbl 1504.91065 J. Econ. Theory 205, Article ID 105552, 18 p. (2022). MSC: 91B05 PDFBibTeX XMLCite \textit{A. Robson} and \textit{L. Samuelson}, J. Econ. Theory 205, Article ID 105552, 18 p. (2022; Zbl 1504.91065) Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky; Klüppelberg, Claudia Tail probabilities of random linear functions of regularly varying random vectors. (English) Zbl 1501.60001 Extremes 25, No. 4, 721-758 (2022). MSC: 60B10 60F10 60G70 90B15 91B05 PDFBibTeX XMLCite \textit{B. Das} et al., Extremes 25, No. 4, 721--758 (2022; Zbl 1501.60001) Full Text: DOI arXiv
Wong, Kit Pong Diversification and risk attitudes toward two risks. (English) Zbl 1501.91065 J. Math. Econ. 102, Article ID 102736, 11 p. (2022). MSC: 91B16 91B05 PDFBibTeX XMLCite \textit{K. P. Wong}, J. Math. Econ. 102, Article ID 102736, 11 p. (2022; Zbl 1501.91065) Full Text: DOI
Liu, Wei; Song, Shiji; Qiao, Ying; Zhao, Han; Wang, Huachang The loss-averse newsvendor problem with quantity-oriented reference point under CVaR criterion. (English) Zbl 1513.90005 J. Ind. Manag. Optim. 18, No. 4, 2633-2650 (2022). MSC: 90B05 91B42 91B05 PDFBibTeX XMLCite \textit{W. Liu} et al., J. Ind. Manag. Optim. 18, No. 4, 2633--2650 (2022; Zbl 1513.90005) Full Text: DOI
Zhao, Han; Sun, Bangdong; Wang, Hui; Song, Shiji; Zhang, Yuli; Wang, Liejun Optimization and coordination in a service-constrained supply chain with the bidirectional option contract under conditional value-at-risk. (English) Zbl 1500.90006 Discrete Contin. Dyn. Syst., Ser. S 15, No. 11, 3383-3412 (2022). MSC: 90B06 90B05 91B05 PDFBibTeX XMLCite \textit{H. Zhao} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 11, 3383--3412 (2022; Zbl 1500.90006) Full Text: DOI
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 1513.62216 Rev. Mat. Teor. Apl. 29, No. 2, 239-260 (2022). MSC: 62P05 62F12 91B05 62M05 PDFBibTeX XMLCite \textit{E. A. Guerrero-Lara} et al., Rev. Mat. Teor. Apl. 29, No. 2, 239--260 (2022; Zbl 1513.62216) Full Text: DOI
Lamin, Aounallah; Yamnenko, Rostyslav Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims. (Ukrainian. English summary) Zbl 1513.62219 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20-27 (2022). MSC: 62P05 60G50 60G15 91B05 PDFBibTeX XMLCite \textit{A. Lamin} and \textit{R. Yamnenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20--27 (2022; Zbl 1513.62219) Full Text: DOI
Chuluunbaatar, Ankhbayar; Rentsen, Enkhbat Solving a fractional programming problem in a commercial bank. (English) Zbl 1513.90190 J. Ind. Manag. Optim. 18, No. 6, 4183-4190 (2022). MSC: 90C32 90C26 91B05 PDFBibTeX XMLCite \textit{A. Chuluunbaatar} and \textit{E. Rentsen}, J. Ind. Manag. Optim. 18, No. 6, 4183--4190 (2022; Zbl 1513.90190) Full Text: DOI
Yi, Zhang The posterior ratemaking of premium in binary Bayesian collective risk model. (Chinese. English summary) Zbl 1513.62226 Chin. J. Appl. Probab. Stat. 38, No. 2, 237-252 (2022). MSC: 62P05 62G35 91B05 PDFBibTeX XMLCite \textit{Z. Yi}, Chin. J. Appl. Probab. Stat. 38, No. 2, 237--252 (2022; Zbl 1513.62226) Full Text: Link
Ma, Boyuan; Chu, Tingjin; Jin, Zhuo Frequency and severity estimation of cyber attacks using spatial clustering analysis. (English) Zbl 1498.91107 Insur. Math. Econ. 106, 33-45 (2022). MSC: 91B05 62H30 PDFBibTeX XMLCite \textit{B. Ma} et al., Insur. Math. Econ. 106, 33--45 (2022; Zbl 1498.91107) Full Text: DOI
Grigutis, Andrius; Jankauskas, Jonas On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model. (English) Zbl 1507.60059 Result. Math. 77, No. 5, Paper No. 204, 25 p. (2022). MSC: 60G50 91B05 91G05 PDFBibTeX XMLCite \textit{A. Grigutis} and \textit{J. Jankauskas}, Result. Math. 77, No. 5, Paper No. 204, 25 p. (2022; Zbl 1507.60059) Full Text: DOI arXiv
Zhen, Zhiyuan; Yang, Honglin; Zhuo, Wenyan Financing and ordering decisions in a capital-constrained and risk-averse supply chain for the monopolist and non-monopolist supplier. (English) Zbl 1513.90113 J. Ind. Manag. Optim. 18, No. 5, 3083-3102 (2022). MSC: 90B50 91A35 91A80 90B05 91B05 PDFBibTeX XMLCite \textit{Z. Zhen} et al., J. Ind. Manag. Optim. 18, No. 5, 3083--3102 (2022; Zbl 1513.90113) Full Text: DOI