Carlier, Guillaume On the linear convergence of the multimarginal Sinkhorn algorithm. (English) Zbl 1505.49037 SIAM J. Optim. 32, No. 2, 786-794 (2022). MSC: 49Q22 45G15 49M05 65R20 PDFBibTeX XMLCite \textit{G. Carlier}, SIAM J. Optim. 32, No. 2, 786--794 (2022; Zbl 1505.49037) Full Text: DOI
Merahi, Fateh; Bibi, Abdelouahab Evolutionary transfer functions solution for continuous-time bilinear stochastic processes with time-varying coefficients. (English) Zbl 07532195 Commun. Stat., Theory Methods 50, No. 22, 5189-5214 (2021). MSC: 40A05 40A25 45G05 62-XX PDFBibTeX XMLCite \textit{F. Merahi} and \textit{A. Bibi}, Commun. Stat., Theory Methods 50, No. 22, 5189--5214 (2021; Zbl 07532195) Full Text: DOI
Pycke, J. R. On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials. (English) Zbl 1475.33004 Result. Math. 76, No. 3, Paper No. 148, 27 p. (2021). MSC: 33C45 42C10 45C05 60G15 PDFBibTeX XMLCite \textit{J. R. Pycke}, Result. Math. 76, No. 3, Paper No. 148, 27 p. (2021; Zbl 1475.33004) Full Text: DOI
Bibi, Abdelouahab; Merahi, Fateh Moment method estimation of first-order continuous-time bilinear processes. (English) Zbl 07551043 Commun. Stat., Simulation Comput. 48, No. 4, 1070-1087 (2019). MSC: 40A05 40A25 45G05 PDFBibTeX XMLCite \textit{A. Bibi} and \textit{F. Merahi}, Commun. Stat., Simulation Comput. 48, No. 4, 1070--1087 (2019; Zbl 07551043) Full Text: DOI
Laskin, Nick Valuing options in shot noise market. (English) Zbl 1498.91451 Physica A 502, 518-533 (2018). Reviewer: Paweł Kliber (Poznan) MSC: 91G20 45K05 35J08 60J70 PDFBibTeX XMLCite \textit{N. Laskin}, Physica A 502, 518--533 (2018; Zbl 1498.91451) Full Text: DOI
Jordanova, Pavlina K.; Stehlík, Milan On multivariate modifications of Cramer-Lundberg risk model with constant intensities. (English) Zbl 1411.62140 Stochastic Anal. Appl. 36, No. 5, 858-882 (2018). MSC: 62H12 62P05 60G10 45J05 PDFBibTeX XMLCite \textit{P. K. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 36, No. 5, 858--882 (2018; Zbl 1411.62140) Full Text: DOI arXiv
Wang, Kaiyong; Chen, Yang; Tan, Zhongquan Asymptotics for the solutions to defective renewal equations. (English) Zbl 1474.45009 Abstr. Appl. Anal. 2014, Article ID 732735, 5 p. (2014). MSC: 45B05 PDFBibTeX XMLCite \textit{K. Wang} et al., Abstr. Appl. Anal. 2014, Article ID 732735, 5 p. (2014; Zbl 1474.45009) Full Text: DOI
Dai, Wanyang Mean-variance portfolio selection based on a generalized BNS stochastic volatility model. (English) Zbl 1237.91204 Int. J. Comput. Math. 88, No. 16, 3521-3534 (2011). MSC: 91G10 45K05 60H30 60K30 93E20 PDFBibTeX XMLCite \textit{W. Dai}, Int. J. Comput. Math. 88, No. 16, 3521--3534 (2011; Zbl 1237.91204) Full Text: DOI
Yang, Hu; Zhang, Zhimin The perturbed compound Poisson risk model with multi-layer dividend strategy. (English) Zbl 1169.62358 Stat. Probab. Lett. 79, No. 1, 70-78 (2009). MSC: 62P05 91B30 60K10 45J05 PDFBibTeX XMLCite \textit{H. Yang} and \textit{Z. Zhang}, Stat. Probab. Lett. 79, No. 1, 70--78 (2009; Zbl 1169.62358) Full Text: DOI
Brokate, M.; Klüppelberg, C.; Kostadinova, R.; Maller, R.; Seydel, R. C. On the distribution tail of an integrated risk model: A numerical approach. (English) Zbl 1141.91423 Insur. Math. Econ. 42, No. 1, 101-106 (2008). MSC: 91B28 91B30 45K05 65M06 60G51 PDFBibTeX XMLCite \textit{M. Brokate} et al., Insur. Math. Econ. 42, No. 1, 101--106 (2008; Zbl 1141.91423) Full Text: DOI
Buchmann, Boris; Klüppelberg, Claudia Fractional integral equations and state space transforms. (English) Zbl 1114.60048 Bernoulli 12, No. 3, 431-456 (2006). MSC: 60H10 60G10 45D05 PDFBibTeX XMLCite \textit{B. Buchmann} and \textit{C. Klüppelberg}, Bernoulli 12, No. 3, 431--456 (2006; Zbl 1114.60048) Full Text: DOI Euclid