Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Cui, Hengxin; Tan, Ken Seng; Yang, Fan; Zhou, Chen Asymptotic analysis of portfolio diversification. (English) Zbl 1498.91381 Insur. Math. Econ. 106, 302-325 (2022). MSC: 91G10 91G05 PDFBibTeX XMLCite \textit{H. Cui} et al., Insur. Math. Econ. 106, 302--325 (2022; Zbl 1498.91381) Full Text: DOI
Aradillas-López, Andrés; Rosen, Adam M. Inference in ordered response games with complete information. (English) Zbl 07471879 J. Econom. 226, No. 2, 451-476 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aradillas-López} and \textit{A. M. Rosen}, J. Econom. 226, No. 2, 451--476 (2022; Zbl 07471879) Full Text: DOI Link
Nadeb, Hossein; Torabi, Hamzeh; Dolati, Ali Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios. (English) Zbl 1460.91234 Math. Inequal. Appl. 23, No. 1, 35-56 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60E15 62P05 PDFBibTeX XMLCite \textit{H. Nadeb} et al., Math. Inequal. Appl. 23, No. 1, 35--56 (2020; Zbl 1460.91234) Full Text: DOI arXiv
Jiang, Xiao; Nadarajah, Saralees Efficient expressions for moments of dependent random sums using copulas. (English) Zbl 1433.60022 J. Comput. Appl. Math. 353, 130-139 (2019). MSC: 60G50 60E05 62H05 62P05 91G05 PDFBibTeX XMLCite \textit{X. Jiang} and \textit{S. Nadarajah}, J. Comput. Appl. Math. 353, 130--139 (2019; Zbl 1433.60022) Full Text: DOI Link
Kupka, Ivan; Kiseľák, Jozef; Ishimura, Naoyuki; Yoshizawa, Yasukazu; Salazar, Ledys; Stehlík, Milan Time evolutions of copulas and foreign exchange markets. (English) Zbl 1448.91181 Inf. Sci. 467, 163-178 (2018). MSC: 91B64 62P20 62M10 PDFBibTeX XMLCite \textit{I. Kupka} et al., Inf. Sci. 467, 163--178 (2018; Zbl 1448.91181) Full Text: DOI Link
Brahim, Brahimi; Fatah, Benatia; Djabrane, Yahia Copula conditional tail expectation for multivariate financial risks. (English) Zbl 1413.91035 Arab J. Math. Sci. 24, No. 1, 82-100 (2018). MSC: 91B30 62P05 62H20 91B26 62H05 PDFBibTeX XMLCite \textit{B. Brahim} et al., Arab J. Math. Sci. 24, No. 1, 82--100 (2018; Zbl 1413.91035) Full Text: DOI
Hashorva, Enkelejd; Ratovomirija, Gildas On Sarmanov mixed Erlang risks in insurance applications. (English) Zbl 1390.62208 ASTIN Bull. 45, No. 1, 175-205 (2015). MSC: 62P05 62H05 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{G. Ratovomirija}, ASTIN Bull. 45, No. 1, 175--205 (2015; Zbl 1390.62208) Full Text: DOI Link
Mao, Tiantian; Yang, Fan Risk concentration based on expectiles for extreme risks under FGM copula. (English) Zbl 1348.91175 Insur. Math. Econ. 64, 429-439 (2015). MSC: 91B30 60G70 62H05 62P05 PDFBibTeX XMLCite \textit{T. Mao} and \textit{F. Yang}, Insur. Math. Econ. 64, 429--439 (2015; Zbl 1348.91175) Full Text: DOI
Bolancé, Catalina; Bahraoui, Zuhair; Artís, Manuel Quantifying the risk using copulae with nonparametric marginals. (English) Zbl 1304.62127 Insur. Math. Econ. 58, 46-56 (2014). MSC: 62P05 62H05 62G07 91B30 PDFBibTeX XMLCite \textit{C. Bolancé} et al., Insur. Math. Econ. 58, 46--56 (2014; Zbl 1304.62127) Full Text: DOI
Kizilok Kara, Emel; Gebizlioglu, Omer L. Measurement of bivariate risks by the north-south quantile points approach. (English) Zbl 1291.91117 J. Comput. Appl. Math. 255, 208-215 (2014). MSC: 91B30 62H05 91G10 91G70 PDFBibTeX XMLCite \textit{E. Kizilok Kara} and \textit{O. L. Gebizlioglu}, J. Comput. Appl. Math. 255, 208--215 (2014; Zbl 1291.91117) Full Text: DOI
Hernández-Bastida, Agustín; Fernández-Sánchez, M. Pilar A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model. (English) Zbl 1332.62042 Stat. Methods Appl. 21, No. 4, 391-409 (2012). MSC: 62E10 62-07 62F15 91B30 PDFBibTeX XMLCite \textit{A. Hernández-Bastida} and \textit{M. P. Fernández-Sánchez}, Stat. Methods Appl. 21, No. 4, 391--409 (2012; Zbl 1332.62042) Full Text: DOI
Martel-Escobar, M.; Hernández-Bastida, A.; Vázquez-Polo, F. J. On the independence between risk profiles in the compound collective risk actuarial model. (English) Zbl 1306.91082 Math. Comput. Simul. 82, No. 8, 1419-1431 (2012). MSC: 91B30 60E05 62F15 62P05 PDFBibTeX XMLCite \textit{M. Martel-Escobar} et al., Math. Comput. Simul. 82, No. 8, 1419--1431 (2012; Zbl 1306.91082) Full Text: DOI
Mode, Charles J.; Salsburg, Michael A. On the formulation and computer implementation of an age-dependent two- sex demographic model. (English) Zbl 0792.92019 Math. Biosci. 118, No. 2, 211-240 (1993). MSC: 92D25 91D20 60K99 39A10 65C20 PDFBibTeX XMLCite \textit{C. J. Mode} and \textit{M. A. Salsburg}, Math. Biosci. 118, No. 2, 211--240 (1993; Zbl 0792.92019) Full Text: DOI
Feichtinger, G. “Probability learning” in statistical learning theory. (“Wahrscheinlichkeitslernen” in der statistischen Lerntheorie.) (German) Zbl 0227.62062 Metrika 18, 35-55 (1971). MSC: 62P15 68T05 91E40 PDFBibTeX XMLCite \textit{G. Feichtinger}, Metrika 18, 35--55 (1971; Zbl 0227.62062) Full Text: DOI EuDML