Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail variance for Generalized Skew-Elliptical distributions. (English) Zbl 07532288 Commun. Stat., Theory Methods 51, No. 2, 519-536 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Commun. Stat., Theory Methods 51, No. 2, 519--536 (2022; Zbl 07532288) Full Text: DOI OpenURL
Zhang, Lili The Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 07532232 Commun. Stat., Theory Methods 50, No. 24, 5899-5917 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Zhang}, Commun. Stat., Theory Methods 50, No. 24, 5899--5917 (2021; Zbl 07532232) Full Text: DOI OpenURL
Dib, K.; Bouezmarni, T.; Belalia, M.; Kitouni, A. Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring. (English) Zbl 07532216 Commun. Stat., Theory Methods 50, No. 23, 5574-5584 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Dib} et al., Commun. Stat., Theory Methods 50, No. 23, 5574--5584 (2021; Zbl 07532216) Full Text: DOI OpenURL
Tan, Jiyang; Yuan, Senlin A dividend optimization problem with constraint of survival probability in a Markovian environment model. (English) Zbl 07530998 Commun. Stat., Theory Methods 50, No. 15, 3522-3546 (2021). MSC: 60G51 93E20 62-XX PDF BibTeX XML Cite \textit{J. Tan} and \textit{S. Yuan}, Commun. Stat., Theory Methods 50, No. 15, 3522--3546 (2021; Zbl 07530998) Full Text: DOI OpenURL
Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI OpenURL
Adcock, Chris; Landsman, Zinoviy; Shushi, Tomer Stein’s Lemma for generalized skew-elliptical random vectors. (English) Zbl 07530965 Commun. Stat., Theory Methods 50, No. 13, 3014-3029 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Adcock} et al., Commun. Stat., Theory Methods 50, No. 13, 3014--3029 (2021; Zbl 07530965) Full Text: DOI OpenURL
Wang, Yajie; Rong, Ximin; Zhao, Hui; Li, Danping Optimal investment problem between two insurers with value-added service. (English) Zbl 07530937 Commun. Stat., Theory Methods 50, No. 8, 1781-1806 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1781--1806 (2021; Zbl 07530937) Full Text: DOI OpenURL
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond. (English) Zbl 07532192 Commun. Stat., Theory Methods 50, No. 21, 5126-5159 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Deng} et al., Commun. Stat., Theory Methods 50, No. 21, 5126--5159 (2020; Zbl 07532192) Full Text: DOI OpenURL
Goudarzi, Monir; Zokaei, Mohammad Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics. (English) Zbl 07532181 Commun. Stat., Theory Methods 50, No. 21, 4934-4962 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Goudarzi} and \textit{M. Zokaei}, Commun. Stat., Theory Methods 50, No. 21, 4934--4962 (2020; Zbl 07532181) Full Text: DOI OpenURL
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDF BibTeX XML Cite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI OpenURL
Su, Wen; Shi, Benxuan; Wang, Yunyun Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion. (English) Zbl 07529979 Commun. Stat., Theory Methods 49, No. 23, 5686-5708 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Su} et al., Commun. Stat., Theory Methods 49, No. 23, 5686--5708 (2020; Zbl 07529979) Full Text: DOI OpenURL
Ding, Liwang; Chen, Ping; Yongming, Li On some inequalities for \(\psi \)-mixing sequences and its applications in conditional value-at-risk estimate. (English) Zbl 07529966 Commun. Stat., Theory Methods 49, No. 22, 5455-5467 (2020). MSC: 62G05 62G20 62E20 62-XX PDF BibTeX XML Cite \textit{L. Ding} et al., Commun. Stat., Theory Methods 49, No. 22, 5455--5467 (2020; Zbl 07529966) Full Text: DOI OpenURL
Longo, Michele; Stabile, Gabriele Sub-optimal investment for insurers. (English) Zbl 07528953 Commun. Stat., Theory Methods 49, No. 17, 4298-4312 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Longo} and \textit{G. Stabile}, Commun. Stat., Theory Methods 49, No. 17, 4298--4312 (2020; Zbl 07528953) Full Text: DOI OpenURL
Chen, Mi; Hu, Xiang Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process. (English) Zbl 07528936 Commun. Stat., Theory Methods 49, No. 16, 3985-4001 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Chen} and \textit{X. Hu}, Commun. Stat., Theory Methods 49, No. 16, 3985--4001 (2020; Zbl 07528936) Full Text: DOI OpenURL
Zhao, Qian; Li, Peng; Zhang, Jie Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes. (English) Zbl 07528900 Commun. Stat., Theory Methods 49, No. 14, 3421-3437 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Q. Zhao} et al., Commun. Stat., Theory Methods 49, No. 14, 3421--3437 (2020; Zbl 07528900) Full Text: DOI OpenURL
Liu, Bing; Zhou, Ming; Li, Peng Optimal investment and premium control for insurers with ambiguity. (English) Zbl 07528883 Commun. Stat., Theory Methods 49, No. 9, 2110-2130 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Liu} et al., Commun. Stat., Theory Methods 49, No. 9, 2110--2130 (2020; Zbl 07528883) Full Text: DOI OpenURL
Meng, Qingbin; Bi, Junna On the dividends of the risk model with Markovian barrier. (English) Zbl 07528846 Commun. Stat., Theory Methods 49, No. 5, 1272-1280 (2020). MSC: 62P05 91B30 62-XX PDF BibTeX XML Cite \textit{Q. Meng} and \textit{J. Bi}, Commun. Stat., Theory Methods 49, No. 5, 1272--1280 (2020; Zbl 07528846) Full Text: DOI OpenURL
Li, Yuying; Sendova, Kristina P. A surplus process involving a compound Poisson counting process and applications. (English) Zbl 07528735 Commun. Stat., Theory Methods 49, No. 13, 3238-3256 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Li} and \textit{K. P. Sendova}, Commun. Stat., Theory Methods 49, No. 13, 3238--3256 (2020; Zbl 07528735) Full Text: DOI OpenURL
Qian, Linyi; Wang, Wei; Wang, Ning; Wang, Shuai Pricing and hedging equity-indexed annuities via local risk-minimization. (English) Zbl 07530892 Commun. Stat., Theory Methods 48, No. 6, 1417-1434 (2019). MSC: 91B25 91G20 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 48, No. 6, 1417--1434 (2019; Zbl 07530892) Full Text: DOI OpenURL
Bhati, Deepesh; Bakouch, Hassan S. A new infinitely divisible discrete distribution with applications to count data modeling. (English) Zbl 07530891 Commun. Stat., Theory Methods 48, No. 6, 1401-1416 (2019). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{H. S. Bakouch}, Commun. Stat., Theory Methods 48, No. 6, 1401--1416 (2019; Zbl 07530891) Full Text: DOI OpenURL
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDF BibTeX XML Cite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI OpenURL
Aminzadeh, M. S.; Deng, M. Bayesian predictive modeling for inverse Gamma-Pareto composite distribution. (English) Zbl 07530858 Commun. Stat., Theory Methods 48, No. 8, 1938-1954 (2019). MSC: 62F15 62P05 62G05 PDF BibTeX XML Cite \textit{M. S. Aminzadeh} and \textit{M. Deng}, Commun. Stat., Theory Methods 48, No. 8, 1938--1954 (2019; Zbl 07530858) Full Text: DOI OpenURL
Guo, Fenglong; Wang, Dingcheng; Peng, Jiangyan Tail asymptotic of discounted aggregate claims with compound dependence under risky investment. (English) Zbl 07530626 Commun. Stat., Theory Methods 48, No. 4, 810-830 (2019). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{F. Guo} et al., Commun. Stat., Theory Methods 48, No. 4, 810--830 (2019; Zbl 07530626) Full Text: DOI OpenURL
Xu, Chao; Dong, Yinghui; Wang, Guojing The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier. (English) Zbl 07530016 Commun. Stat., Theory Methods 48, No. 9, 2185-2205 (2019). MSC: 91B25 60J27 60G55 PDF BibTeX XML Cite \textit{C. Xu} et al., Commun. Stat., Theory Methods 48, No. 9, 2185--2205 (2019; Zbl 07530016) Full Text: DOI OpenURL
Fang, Ying; Wang, Xia; Liu, Hongli; Li, Tong Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles. (English) Zbl 07529912 Commun. Stat., Theory Methods 48, No. 24, 6134-6154 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Fang} et al., Commun. Stat., Theory Methods 48, No. 24, 6134--6154 (2019; Zbl 07529912) Full Text: DOI OpenURL
Gao, Zhongqin; He, Jingmin The Gerber-Shiu function for the compound Poisson omega model with a three-step premium rate. (English) Zbl 07529905 Commun. Stat., Theory Methods 48, No. 24, 6019-6037 (2019). MSC: 62P20 91B30 62-XX PDF BibTeX XML Cite \textit{Z. Gao} and \textit{J. He}, Commun. Stat., Theory Methods 48, No. 24, 6019--6037 (2019; Zbl 07529905) Full Text: DOI OpenURL
Wang, Yige; Zhang, Nan; Jin, Zhuo; Ho, Tin Long Pricing longevity-linked derivatives using a stochastic mortality model. (English) Zbl 07529899 Commun. Stat., Theory Methods 48, No. 24, 5923-5942 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 48, No. 24, 5923--5942 (2019; Zbl 07529899) Full Text: DOI OpenURL
Sun, Zhongyang Upper bounds for ruin probabilities under model uncertainty. (English) Zbl 07528171 Commun. Stat., Theory Methods 48, No. 18, 4511-4527 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Sun}, Commun. Stat., Theory Methods 48, No. 18, 4511--4527 (2019; Zbl 07528171) Full Text: DOI OpenURL
Wang, Suxin; Rong, Ximin; Zhao, Hui Mean-variance problem for an insurer with default risk under a jump-diffusion risk model. (English) Zbl 07528155 Commun. Stat., Theory Methods 48, No. 17, 4221-4249 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 48, No. 17, 4221--4249 (2019; Zbl 07528155) Full Text: DOI OpenURL
Amato, Valeria D.; Haberman, Steven; Piscopo, Gabriella The dependency premium based on a multifactor model for dependent mortality data. (English) Zbl 07431586 Commun. Stat., Theory Methods 48, No. 1, 50-61 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{V. D. Amato} et al., Commun. Stat., Theory Methods 48, No. 1, 50--61 (2019; Zbl 07431586) Full Text: DOI OpenURL
Tahmasebi, S.; Daneshi, S. Measures of inaccuracy in record values. (English) Zbl 07527155 Commun. Stat., Theory Methods 47, No. 24, 6002-6018 (2018). MSC: 62N05 90B25 62-XX PDF BibTeX XML Cite \textit{S. Tahmasebi} and \textit{S. Daneshi}, Commun. Stat., Theory Methods 47, No. 24, 6002--6018 (2018; Zbl 07527155) Full Text: DOI OpenURL
Shushi, Tomer The generalized exponential family of distributions and its characteristics. (English) Zbl 07416394 Commun. Stat., Theory Methods 47, No. 10, 2520-2526 (2018). MSC: 62-XX 60E05 62E15 62E10 PDF BibTeX XML Cite \textit{T. Shushi}, Commun. Stat., Theory Methods 47, No. 10, 2520--2526 (2018; Zbl 07416394) Full Text: DOI OpenURL
Guo, Jie; Dong, Yinghui; Wang, Guojing Basket CDS pricing with default intensities using a regime-switching shot-noise model. (English) Zbl 07405705 Commun. Stat., Theory Methods 47, No. 18, 4443-4458 (2018). MSC: 62-XX 44A10 49K15 PDF BibTeX XML Cite \textit{J. Guo} et al., Commun. Stat., Theory Methods 47, No. 18, 4443--4458 (2018; Zbl 07405705) Full Text: DOI OpenURL
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu Pricing dynamic fund protections for a hyperexponential jump diffusion process. (English) Zbl 1386.91148 Commun. Stat., Theory Methods 47, No. 1, 210-221 (2018). MSC: 91G20 60G51 60J75 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 47, No. 1, 210--221 (2018; Zbl 1386.91148) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing Regime-switching pure jump processes and applications in the valuation of mortality-linked products. (English) Zbl 1388.49020 Commun. Stat., Theory Methods 47, No. 6, 1372-1391 (2018). MSC: 49K15 44A10 47D07 60J10 93E20 PDF BibTeX XML Cite \textit{Y. Dong} et al., Commun. Stat., Theory Methods 47, No. 6, 1372--1391 (2018; Zbl 1388.49020) Full Text: DOI OpenURL
Yan, Zhen; Zhang, Junjian Adjusted empirical likelihood for value at risk and expected shortfall. (English) Zbl 1367.62287 Commun. Stat., Theory Methods 46, No. 5, 2580-2591 (2017). MSC: 62P05 62G05 91G70 PDF BibTeX XML Cite \textit{Z. Yan} and \textit{J. Zhang}, Commun. Stat., Theory Methods 46, No. 5, 2580--2591 (2017; Zbl 1367.62287) Full Text: DOI OpenURL
Pumi, Guilherme; Lopes, Sílvia R. C. Copulas related to piecewise monotone functions of the interval and associated processes. (English) Zbl 1364.62117 Commun. Stat., Theory Methods 46, No. 2, 828-860 (2017). MSC: 62H05 62M10 37M10 37C40 62F10 65C60 PDF BibTeX XML Cite \textit{G. Pumi} and \textit{S. R. C. Lopes}, Commun. Stat., Theory Methods 46, No. 2, 828--860 (2017; Zbl 1364.62117) Full Text: DOI OpenURL
Wang, Houchun; Ling, Nengxiang On the Gerber-Shiu function with random discount rate. (English) Zbl 1360.62067 Commun. Stat., Theory Methods 46, No. 1, 210-220 (2017). MSC: 62E20 60K05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{N. Ling}, Commun. Stat., Theory Methods 46, No. 1, 210--220 (2017; Zbl 1360.62067) Full Text: DOI OpenURL
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1360.62505 Commun. Stat., Theory Methods 46, No. 4, 1898-1915 (2017). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, Commun. Stat., Theory Methods 46, No. 4, 1898--1915 (2017; Zbl 1360.62505) Full Text: DOI OpenURL
Giles, David E.; Feng, Hui; Godwin, Ryan T. Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution. (English) Zbl 1341.62077 Commun. Stat., Theory Methods 45, No. 8, 2465-2483 (2016). MSC: 62F10 62F40 62N02 62N05 PDF BibTeX XML Cite \textit{D. E. Giles} et al., Commun. Stat., Theory Methods 45, No. 8, 2465--2483 (2016; Zbl 1341.62077) Full Text: DOI Link OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Multiple mortality modeling in Poisson Lee-Carter framework. (English) Zbl 1365.62414 Commun. Stat., Theory Methods 45, No. 6, 1723-1732 (2016). MSC: 62P10 62P25 62F40 62N05 62M20 91D20 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Commun. Stat., Theory Methods 45, No. 6, 1723--1732 (2016; Zbl 1365.62414) Full Text: DOI OpenURL
Yan, Huahui; Shu, Huisheng; Kan, Xiu Pricing equity-indexed annuities when discrete dividends follow a Markov-modulated jump diffusion model. (English) Zbl 1329.91132 Commun. Stat., Theory Methods 44, No. 11, 2207-2221 (2015). MSC: 91G20 60H30 60J75 62P05 PDF BibTeX XML Cite \textit{H. Yan} et al., Commun. Stat., Theory Methods 44, No. 11, 2207--2221 (2015; Zbl 1329.91132) Full Text: DOI OpenURL
Lin, Xu; Dongjin, Zhu; Yanru, Zhou Minimizing upper bound of ruin probability under discrete risk model with Markov chain interest rate. (English) Zbl 1338.60184 Commun. Stat., Theory Methods 44, No. 4, 810-822 (2015). MSC: 60J10 60K05 60G42 91B30 93E20 60J22 65C40 PDF BibTeX XML Cite \textit{X. Lin} et al., Commun. Stat., Theory Methods 44, No. 4, 810--822 (2015; Zbl 1338.60184) Full Text: DOI OpenURL
Xing, Guo-Dong; Yang, Shan-Chao; Li, Yong-Ming Strong consistency of conditional value-at-risk estimate for \(\varphi\)-mixing samples. (English) Zbl 1332.60047 Commun. Stat., Theory Methods 43, No. 23, 5105-5113 (2014). MSC: 60F15 62G05 62G20 PDF BibTeX XML Cite \textit{G.-D. Xing} et al., Commun. Stat., Theory Methods 43, No. 23, 5105--5113 (2014; Zbl 1332.60047) Full Text: DOI OpenURL
Qian, Linyi; Wang, Rongming; Zhao, Qian Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. (English) Zbl 1297.91140 Commun. Stat., Theory Methods 43, No. 14, 2870-2885 (2014). MSC: 91G30 91G60 62P05 60J70 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 43, No. 14, 2870--2885 (2014; Zbl 1297.91140) Full Text: DOI OpenURL
Hashorva, Enkelejd; Ji, Lanpeng Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English) Zbl 1293.91095 Commun. Stat., Theory Methods 43, No. 10-12, 2540-2548 (2014). MSC: 91B30 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{L. Ji}, Commun. Stat., Theory Methods 43, No. 10--12, 2540--2548 (2014; Zbl 1293.91095) Full Text: DOI Link OpenURL
Song, Lixin; Lu, Dawei; Liu, Fang Using convex combination of copulas and EM algorithm for credibility. (English) Zbl 1462.62095 Commun. Stat., Theory Methods 43, No. 6, 1222-1233 (2014). MSC: 62E10 60C05 PDF BibTeX XML Cite \textit{L. Song} et al., Commun. Stat., Theory Methods 43, No. 6, 1222--1233 (2014; Zbl 1462.62095) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing Fair valuation of life insurance contracts under a two-sided jump diffusion model. (English) Zbl 1277.91082 Commun. Stat., Theory Methods 42, No. 21, 3926-3948 (2013). MSC: 91B30 91G20 60J60 60J75 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, Commun. Stat., Theory Methods 42, No. 21, 3926--3948 (2013; Zbl 1277.91082) Full Text: DOI OpenURL
Ahmadi Javid, Amir Copulas with truncation-invariance property. (English) Zbl 1318.62164 Commun. Stat., Theory Methods 38, No. 20, 3756-3771 (2009). MSC: 62H05 60E05 62E10 PDF BibTeX XML Cite \textit{A. Ahmadi Javid}, Commun. Stat., Theory Methods 38, No. 20, 3756--3771 (2009; Zbl 1318.62164) Full Text: DOI OpenURL
Brazauskas, Vytaras Information matrix for Pareto(IV), Burr, and related distributions. (English) Zbl 1029.62013 Commun. Stat., Theory Methods 32, No. 2, 315-325 (2003). MSC: 62E15 PDF BibTeX XML Cite \textit{V. Brazauskas}, Commun. Stat., Theory Methods 32, No. 2, 315--325 (2003; Zbl 1029.62013) Full Text: DOI OpenURL