Palmborg, Lina; Lindskog, Filip Premium control with reinforcement learning. (English) Zbl 1520.91347 ASTIN Bull. 53, No. 2, 233-257 (2023). MSC: 91G05 90C40 68T05 PDFBibTeX XMLCite \textit{L. Palmborg} and \textit{F. Lindskog}, ASTIN Bull. 53, No. 2, 233--257 (2023; Zbl 1520.91347) Full Text: DOI
Félix, Luiz; Kräussl, Roman; Stork, Philip Implied volatility sentiment: a tale of two tails. (English) Zbl 1466.91311 Quant. Finance 20, No. 5, 823-849 (2020). MSC: 91G15 68T05 PDFBibTeX XMLCite \textit{L. Félix} et al., Quant. Finance 20, No. 5, 823--849 (2020; Zbl 1466.91311) Full Text: DOI Link
Lkabous, Mohamed Amine; Czarna, Irmina; Renaud, Jean-François Parisian ruin for a refracted Lévy process. (English) Zbl 1394.60046 Insur. Math. Econ. 74, 153-163 (2017). MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{M. A. Lkabous} et al., Insur. Math. Econ. 74, 153--163 (2017; Zbl 1394.60046) Full Text: DOI arXiv
Luong, Andrew Cramér-Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications. (English) Zbl 1401.62211 Scand. Actuar. J. 2016, No. 6, 530-549 (2016). MSC: 62P05 62F35 60E10 91B30 60G51 PDFBibTeX XMLCite \textit{A. Luong}, Scand. Actuar. J. 2016, No. 6, 530--549 (2016; Zbl 1401.62211) Full Text: DOI
Yang, Lin; Pantelous, Athanasios A.; Assa, Hirbod Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework. (English) Zbl 1390.91217 ASTIN Bull. 46, No. 3, 747-778 (2016). MSC: 91B30 93B36 93D09 93D21 PDFBibTeX XMLCite \textit{L. Yang} et al., ASTIN Bull. 46, No. 3, 747--778 (2016; Zbl 1390.91217) Full Text: DOI Link
Emeç, Uğur; Çatay, Bülent; Bozkaya, Burcin An adaptive large neighborhood search for an E-grocery delivery routing problem. (English) Zbl 1349.90085 Comput. Oper. Res. 69, 109-125 (2016). MSC: 90B06 90C10 PDFBibTeX XMLCite \textit{U. Emeç} et al., Comput. Oper. Res. 69, 109--125 (2016; Zbl 1349.90085) Full Text: DOI
Karimnezhad, Ali; Parsian, Ahmad Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction. (English) Zbl 1443.62356 AStA, Adv. Stat. Anal. 98, No. 3, 287-303 (2014). MSC: 62P05 62F15 62F35 PDFBibTeX XMLCite \textit{A. Karimnezhad} and \textit{A. Parsian}, AStA, Adv. Stat. Anal. 98, No. 3, 287--303 (2014; Zbl 1443.62356) Full Text: DOI
Cont, Rama; Deguest, Romain; He, Xue Dong Loss-based risk measures. (English) Zbl 1267.62103 Stat. Risk. Model. 30, No. 2, 133-167 (2013). MSC: 62P05 91B30 62F35 91G10 91G70 PDFBibTeX XMLCite \textit{R. Cont} et al., Stat. Risk. Model. 30, No. 2, 133--167 (2013; Zbl 1267.62103) Full Text: DOI arXiv
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique A study of Bayesian local robustness with applications in actuarial statistics. (English) Zbl 1511.62291 J. Appl. Stat. 37, No. 9, 1537-1546 (2010). MSC: 62P05 62F15 62F35 PDFBibTeX XMLCite \textit{E. Gómez-Déniz} and \textit{E. Calderín-Ojeda}, J. Appl. Stat. 37, No. 9, 1537--1546 (2010; Zbl 1511.62291) Full Text: DOI
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas Robust fitting of claim severity distributions and the method of trimmed moments. (English) Zbl 1159.62067 J. Stat. Plann. Inference 139, No. 6, 2028-2043 (2009). MSC: 62P05 62F12 62F35 PDFBibTeX XMLCite \textit{V. Brazauskas} et al., J. Stat. Plann. Inference 139, No. 6, 2028--2043 (2009; Zbl 1159.62067) Full Text: DOI
Malinovskii, Vsevolod K. Adaptive control strategies and dependence of finite time ruin on the premium loading. (English) Zbl 1141.91534 Insur. Math. Econ. 42, No. 1, 81-94 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{V. K. Malinovskii}, Insur. Math. Econ. 42, No. 1, 81--94 (2008; Zbl 1141.91534) Full Text: DOI
Calderín Ojeda, Enrique; Gómez Déniz, Emilio; Cabrera Ortega, Ignacio J. Bayesian local robustness under weighted squared-error loss function incorporating unimodality. (English) Zbl 1109.62021 Stat. Probab. Lett. 77, No. 1, 69-74 (2007). MSC: 62F15 62F35 PDFBibTeX XMLCite \textit{E. Calderín Ojeda} et al., Stat. Probab. Lett. 77, No. 1, 69--74 (2007; Zbl 1109.62021) Full Text: DOI
Marceau, Étienne; Rioux, Jacques On robustness in risk theory. (English) Zbl 1002.62081 Insur. Math. Econ. 29, No. 2, 167-185 (2001). MSC: 62P05 62F35 62G35 91B30 62G05 62F10 PDFBibTeX XMLCite \textit{É. Marceau} and \textit{J. Rioux}, Insur. Math. Econ. 29, No. 2, 167--185 (2001; Zbl 1002.62081) Full Text: DOI
Gather, Ursula Robust estimation of the mean of the exponential distribution in outlier situations. (English) Zbl 0603.62041 Commun. Stat., Theory Methods 15, 2323-2345 (1986). Reviewer: H.Nyquist MSC: 62F35 62F10 PDFBibTeX XMLCite \textit{U. Gather}, Commun. Stat., Theory Methods 15, 2323--2345 (1986; Zbl 0603.62041) Full Text: DOI
Guttman, Irwin; Kraft, Charles H. Robustness to spurious observations of linearized Hodges-Lehmann. (English) Zbl 0438.62033 Technometrics 22, 55-63 (1980). MSC: 62F35 62F10 65C05 PDFBibTeX XMLCite \textit{I. Guttman} and \textit{C. H. Kraft}, Technometrics 22, 55--63 (1980; Zbl 0438.62033) Full Text: DOI