Salvador, Beatriz; Oosterlee, Cornelis W. Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model. (English) Zbl 07330433 Appl. Math. Comput. 391, Article ID 125489, 20 p. (2021). MSC: 91 65 PDF BibTeX XML Cite \textit{B. Salvador} and \textit{C. W. Oosterlee}, Appl. Math. Comput. 391, Article ID 125489, 20 p. (2021; Zbl 07330433) Full Text: DOI
Fissler, Tobias; Ziegel, Johanna F. Correction to: “Higher order elicitability and Osband’s principle”. (English) Zbl 1456.62015 Ann. Stat. 49, No. 1, 614 (2021). MSC: 62C05 62C20 62P05 91B06 PDF BibTeX XML Cite \textit{T. Fissler} and \textit{J. F. Ziegel}, Ann. Stat. 49, No. 1, 614 (2021; Zbl 1456.62015) Full Text: DOI Euclid
He, Zhijian; Wang, Xiaoqun Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall. (English) Zbl 1452.65006 Math. Comput. 90, No. 327, 303-319 (2021). MSC: 65C05 65D30 91G70 PDF BibTeX XML Cite \textit{Z. He} and \textit{X. Wang}, Math. Comput. 90, No. 327, 303--319 (2021; Zbl 1452.65006) Full Text: DOI
Feischl, Michael; Peterseim, Daniel Sparse compression of expected solution operators. (English) Zbl 07275252 SIAM J. Numer. Anal. 58, No. 6, 3144-3164 (2020). MSC: 65N30 65C05 35R60 35R05 65T60 PDF BibTeX XML Cite \textit{M. Feischl} and \textit{D. Peterseim}, SIAM J. Numer. Anal. 58, No. 6, 3144--3164 (2020; Zbl 07275252) Full Text: DOI
Kłopotek, Mieczysław A. On the consistency of \(k\)-means++ algorithm. (English) Zbl 07271743 Fundam. Inform. 172, No. 4, 361-377 (2020). MSC: 68 PDF BibTeX XML Cite \textit{M. A. Kłopotek}, Fundam. Inform. 172, No. 4, 361--377 (2020; Zbl 07271743) Full Text: DOI
Ma, Shengyun; Wang, Yuxin; Ma, Zhanxin; Sun, Pengzhe Generalized data envelopment analysis method with random decision making units. (Chinese. English summary) Zbl 07267316 Math. Pract. Theory 49, No. 24, 76-82 (2020). MSC: 90B50 90C15 90C29 PDF BibTeX XML Cite \textit{S. Ma} et al., Math. Pract. Theory 49, No. 24, 76--82 (2020; Zbl 07267316)
Zhang, Jing; Zhang, Ying Nonmonotone smoothing Newton method for solving stochastic generalized linear complementarity problem. (English) Zbl 07266343 Acta Sci. Nat. Univ. Nankaiensis 53, No. 2, 29-37 (2020). MSC: 65K05 90C33 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{Y. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 53, No. 2, 29--37 (2020; Zbl 07266343)
Thiel, Marko; Williams, Nathan Strange expectations and the Winnie-the-Pooh problem. (English) Zbl 07244209 J. Comb. Theory, Ser. A 176, Article ID 105298, 25 p. (2020). MSC: 17B10 05E16 PDF BibTeX XML Cite \textit{M. Thiel} and \textit{N. Williams}, J. Comb. Theory, Ser. A 176, Article ID 105298, 25 p. (2020; Zbl 07244209) Full Text: DOI
Yang, Yu; Sun, Xiao-Jun; Cao, Jia-Yi; Wang, Hua; Zhang, Xiao-Dong The expected subtree number index in random polyphenylene and spiro chains. (English) Zbl 1447.05059 Discrete Appl. Math. 285, 483-492 (2020). MSC: 05C09 05C30 05C05 05C92 92E10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Discrete Appl. Math. 285, 483--492 (2020; Zbl 1447.05059) Full Text: DOI
Yassine, Noura A sustainable economic production model: effects of quality and emissions tax from transportation. (English) Zbl 1447.90013 Ann. Oper. Res. 290, No. 1-2, 73-94 (2020). MSC: 90B30 90B06 91B76 90B05 PDF BibTeX XML Cite \textit{N. Yassine}, Ann. Oper. Res. 290, No. 1--2, 73--94 (2020; Zbl 1447.90013) Full Text: DOI
Tadese, Mekonnen; Drapeau, Samuel Relative bound and asymptotic comparison of expectile with respect to expected shortfall. (English) Zbl 1448.62064 Insur. Math. Econ. 93, 387-399 (2020). MSC: 62G32 62P05 91G05 PDF BibTeX XML Cite \textit{M. Tadese} and \textit{S. Drapeau}, Insur. Math. Econ. 93, 387--399 (2020; Zbl 1448.62064) Full Text: DOI
Wang, Ruodu; Wei, Yunran Characterizing optimal allocations in quantile-based risk sharing. (English) Zbl 1446.91074 Insur. Math. Econ. 93, 288-300 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Wei}, Insur. Math. Econ. 93, 288--300 (2020; Zbl 1446.91074) Full Text: DOI
Bera, Sukhendu; Jana, Dipak Kumar; Basu, Kajla; Maiti, Manoranjan Novel multi-objective green supply chain model with \(\mathrm{CO_2}\) emission cost in fuzzy environment via soft computing technique. (English) Zbl 1436.90004 Castillo, Oscar (ed.) et al., Recent advances in intelligent information systems and applied mathematics. Selected papers based on the presentations at the 2nd international conference on information technology and applied mathematics, ICITAM 2019, Haldia Institute of Technology, Haldia, India, March 7–9, 2019. Cham: Springer. Stud. Comput. Intell. 863, 463-480 (2020). MSC: 90B05 90C29 PDF BibTeX XML Cite \textit{S. Bera} et al., Stud. Comput. Intell. 863, 463--480 (2020; Zbl 1436.90004) Full Text: DOI
Dutta, Palash; Saikia, Rupjit A decision making approach for finding cause of disease under hesitant fuzzy environment. (English) Zbl 1444.92042 Castillo, Oscar (ed.) et al., Recent advances in intelligent information systems and applied mathematics. Selected papers based on the presentations at the 2nd international conference on information technology and applied mathematics, ICITAM 2019, Haldia Institute of Technology, Haldia, India, March 7–9, 2019. Cham: Springer. Stud. Comput. Intell. 863, 260-269 (2020). MSC: 92C50 03E72 91B06 PDF BibTeX XML Cite \textit{P. Dutta} and \textit{R. Saikia}, Stud. Comput. Intell. 863, 260--269 (2020; Zbl 1444.92042) Full Text: DOI
Sengupta, Dipanjana; Das, Amrit; Dutta, Anirban; Bera, Uttam Kumar A fixed charge solid transportation problem with possibility and expected value approaches in hybrid uncertain environment. (English) Zbl 1442.90020 Castillo, Oscar (ed.) et al., Recent advances in intelligent information systems and applied mathematics. Selected papers based on the presentations at the 2nd international conference on information technology and applied mathematics, ICITAM 2019, Haldia Institute of Technology, Haldia, India, March 7–9, 2019. Cham: Springer. Stud. Comput. Intell. 863, 182-193 (2020). MSC: 90B06 90B50 03E72 PDF BibTeX XML Cite \textit{D. Sengupta} et al., Stud. Comput. Intell. 863, 182--193 (2020; Zbl 1442.90020) Full Text: DOI
Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan; van Dijk, Herman K. Partially censored posterior for robust and efficient risk evaluation. (English) Zbl 1456.62273 J. Econom. 217, No. 2, 335-355 (2020). MSC: 62P20 62F15 62M10 62P05 91G70 PDF BibTeX XML Cite \textit{A. Borowska} et al., J. Econom. 217, No. 2, 335--355 (2020; Zbl 1456.62273) Full Text: DOI
Girstmair, Kurt The Petersson-Knopp identity and Farey points. (English) Zbl 07211945 J. Integer Seq. 23, No. 5, Article 20.5.4, 12 p. (2020). MSC: 11F20 PDF BibTeX XML Cite \textit{K. Girstmair}, J. Integer Seq. 23, No. 5, Article 20.5.4, 12 p. (2020; Zbl 07211945) Full Text: Link
Leitao, Álvaro; Ortiz-Gracia, Luis Model-free computation of risk contributions in credit portfolios. (English) Zbl 07208722 Appl. Math. Comput. 382, Article ID 125351, 21 p. (2020). MSC: 91G60 91G40 65T60 PDF BibTeX XML Cite \textit{Á. Leitao} and \textit{L. Ortiz-Gracia}, Appl. Math. Comput. 382, Article ID 125351, 21 p. (2020; Zbl 07208722) Full Text: DOI
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen The skew normal multivariate risk measurement framework. (English) Zbl 07205160 Comput. Manag. Sci. 17, No. 1, 105-119 (2020). MSC: 60E05 62E15 91G70 PDF BibTeX XML Cite \textit{M. Bernardi} et al., Comput. Manag. Sci. 17, No. 1, 105--119 (2020; Zbl 07205160) Full Text: DOI
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 60J60 60K15 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin; Schmidt, Thorsten Fair estimation of capital risk allocation. (English) Zbl 1436.62487 Stat. Risk. Model. 37, No. 1-2, 1-24 (2020). MSC: 62P05 62G05 91B05 91G40 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Stat. Risk. Model. 37, No. 1--2, 1--24 (2020; Zbl 1436.62487) Full Text: DOI
Luo, Sheng-Feng Dynamic mean-variance portfolios with risk budget. (English) Zbl 1444.91200 Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050007, 16 p. (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{S.-F. Luo}, Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050007, 16 p. (2020; Zbl 1444.91200) Full Text: DOI
Petturiti, Davide; Vantaggi, Barbara Modeling agent’s conditional preferences under objective ambiguity in Dempster-Shafer theory. (English) Zbl 1443.91115 Int. J. Approx. Reasoning 119, 151-176 (2020). MSC: 91B06 91B08 90C05 PDF BibTeX XML Cite \textit{D. Petturiti} and \textit{B. Vantaggi}, Int. J. Approx. Reasoning 119, 151--176 (2020; Zbl 1443.91115) Full Text: DOI
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Tail expectile process and risk assessment. (English) Zbl 1441.62263 Bernoulli 26, No. 1, 531-556 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 62G32 91G05 91G15 60G70 91G70 PDF BibTeX XML Cite \textit{A. Daouia} et al., Bernoulli 26, No. 1, 531--556 (2020; Zbl 1441.62263) Full Text: DOI Euclid
Michaliszyn, Jakub; Otop, Jan Non-deterministic weighted automata evaluated over Markov chains. (English) Zbl 1436.68182 J. Comput. Syst. Sci. 108, 118-136 (2020). MSC: 68Q45 60J20 68Q87 68W25 68W40 PDF BibTeX XML Cite \textit{J. Michaliszyn} and \textit{J. Otop}, J. Comput. Syst. Sci. 108, 118--136 (2020; Zbl 1436.68182) Full Text: DOI
Meng, Xiaochun; Taylor, James W. Estimating value-at-risk and expected shortfall using the intraday low and range data. (English) Zbl 1431.91444 Eur. J. Oper. Res. 280, No. 1, 191-202 (2020). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{X. Meng} and \textit{J. W. Taylor}, Eur. J. Oper. Res. 280, No. 1, 191--202 (2020; Zbl 1431.91444) Full Text: DOI
Majumder, Saibal; Kar, Samarjit; Pal, Tandra Uncertain multi-objective Chinese postman problem. (English) Zbl 1436.90105 Soft Comput. 23, No. 22, 11557-11572 (2019). MSC: 90C25 90C29 PDF BibTeX XML Cite \textit{S. Majumder} et al., Soft Comput. 23, No. 22, 11557--11572 (2019; Zbl 1436.90105) Full Text: DOI
Jiang, Qin; Wang, Hong-yong The expected values of detour and hyper-detour indices in random polyphenylene chains. (English) Zbl 07217250 Ars Comb. 146, 273-284 (2019). MSC: 05C12 05C80 05C90 05D40 PDF BibTeX XML Cite \textit{Q. Jiang} and \textit{H.-y. Wang}, Ars Comb. 146, 273--284 (2019; Zbl 07217250)
Petturiti, Davide; Vantaggi, Barbara Conditional submodular Choquet expected values and conditional coherent risk measures. (English) Zbl 07174596 Int. J. Approx. Reasoning 113, 14-38 (2019). MSC: 68T37 PDF BibTeX XML Cite \textit{D. Petturiti} and \textit{B. Vantaggi}, Int. J. Approx. Reasoning 113, 14--38 (2019; Zbl 07174596) Full Text: DOI
Perera, S. S. N. Insurance model to estimate the financial risk due to direct medical cost on dengue outbreaks. (English) Zbl 1431.91342 Smith, Frank T. (ed.) et al., Mathematics applied to engineering, modelling, and social issues. Cham: Springer. Stud. Syst. Decis. Control 200, 629-663 (2019). MSC: 91G05 92C60 34D20 92D30 PDF BibTeX XML Cite \textit{S. S. N. Perera}, Stud. Syst. Decis. Control 200, 629--663 (2019; Zbl 1431.91342) Full Text: DOI
Geiger, Daniel J.; Adekpedjou, Akim On corrected phase-type approximations of the time value of ruin with heavy tails. (English) Zbl 1436.62069 Stat. Risk. Model. 36, No. 1-4, 57-75 (2019). MSC: 62E17 91B05 62P20 PDF BibTeX XML Cite \textit{D. J. Geiger} and \textit{A. Adekpedjou}, Stat. Risk. Model. 36, No. 1--4, 57--75 (2019; Zbl 1436.62069) Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky Conditional excess risk measures and multivariate regular variation. (English) Zbl 1434.60085 Stat. Risk. Model. 36, No. 1-4, 1-23 (2019). MSC: 60F10 60G50 60G70 PDF BibTeX XML Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, Stat. Risk. Model. 36, No. 1--4, 1--23 (2019; Zbl 1434.60085) Full Text: DOI
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; Maillard, Didier Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR. (English) Zbl 1430.91131 Ann. Oper. Res. 281, No. 1-2, 423-453 (2019). MSC: 91G70 PDF BibTeX XML Cite \textit{C.-O. Amédée-Manesme} et al., Ann. Oper. Res. 281, No. 1--2, 423--453 (2019; Zbl 1430.91131) Full Text: DOI
Coletti, Giulianella; Petturiti, Davide; Vantaggi, Barbara Dutch book rationality conditions for conditional preferences under ambiguity. (English) Zbl 1430.91034 Ann. Oper. Res. 279, No. 1-2, 115-150 (2019). MSC: 91B06 91B08 91A60 PDF BibTeX XML Cite \textit{G. Coletti} et al., Ann. Oper. Res. 279, No. 1--2, 115--150 (2019; Zbl 1430.91034) Full Text: DOI
Huang, Guihua; Wu, Renfang; Deng, Hanyuan The expected values of Hosoya index and Merrifield-Simmons index in a random spiro chain. (English) Zbl 1427.05068 Util. Math. 110, 195-202 (2019). MSC: 05C12 05C80 05C90 05D40 05C30 PDF BibTeX XML Cite \textit{G. Huang} et al., Util. Math. 110, 195--202 (2019; Zbl 1427.05068)
Wei, Shouliu; Ke, Xiaoling Wiener and Kirchhoff indices in random generalized polyomino chains. (English) Zbl 07144830 Ars Comb. 143, 337-350 (2019). MSC: 05C09 05C12 05C90 PDF BibTeX XML Cite \textit{S. Wei} and \textit{X. Ke}, Ars Comb. 143, 337--350 (2019; Zbl 07144830)
Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex An efficient approach to quantile capital allocation and sensitivity analysis. (English) Zbl 07140544 Math. Finance 29, No. 4, 1131-1156 (2019). MSC: 91G70 PDF BibTeX XML Cite \textit{V. Asimit} et al., Math. Finance 29, No. 4, 1131--1156 (2019; Zbl 07140544) Full Text: DOI
Lu, Ziqiang; Zhu, Yuanguo Numerical approach for solution to an uncertain fractional differential equation. (English) Zbl 1429.65152 Appl. Math. Comput. 343, 137-148 (2019). MSC: 65L06 34A08 34F05 PDF BibTeX XML Cite \textit{Z. Lu} and \textit{Y. Zhu}, Appl. Math. Comput. 343, 137--148 (2019; Zbl 1429.65152) Full Text: DOI
Hoga, Yannick Extending the limits of backtesting via the ‘vanishing \(p\)’-approach. (English) Zbl 07119468 J. Time Ser. Anal. 40, No. 5, 858-866 (2019). MSC: 62G10 PDF BibTeX XML Cite \textit{Y. Hoga}, J. Time Ser. Anal. 40, No. 5, 858--866 (2019; Zbl 07119468) Full Text: DOI
Zhang, Ru; Lin, C. Devon; Ranjan, Pritam A sequential design approach for calibrating dynamic computer simulators. (English) Zbl 1430.62178 SIAM/ASA J. Uncertain. Quantif. 7, 1245-1274 (2019). MSC: 62L05 62-08 62M10 PDF BibTeX XML Cite \textit{R. Zhang} et al., SIAM/ASA J. Uncertain. Quantif. 7, 1245--1274 (2019; Zbl 1430.62178) Full Text: DOI
Spizzichino, Fabio L. On the probabilistic meaning of copula-based extensions of fuzzy measures. Applications to target-based utilities and multi-state reliability systems. (English) Zbl 1423.28047 Fuzzy Sets Syst. 354, 1-19 (2019). MSC: 28E10 62H05 62H86 91B16 PDF BibTeX XML Cite \textit{F. L. Spizzichino}, Fuzzy Sets Syst. 354, 1--19 (2019; Zbl 1423.28047) Full Text: DOI
Novales, Alfonso; Garcia-Jorcano, Laura Backtesting extreme value theory models of expected shortfall. (English) Zbl 1420.91493 Quant. Finance 19, No. 5, 799-825 (2019). MSC: 91G40 60G70 PDF BibTeX XML Cite \textit{A. Novales} and \textit{L. Garcia-Jorcano}, Quant. Finance 19, No. 5, 799--825 (2019; Zbl 1420.91493) Full Text: DOI
Wang, Chao; Chen, Qian; Gerlach, Richard Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution. (English) Zbl 1428.62467 Quant. Finance 19, No. 6, 1017-1042 (2019). MSC: 62P05 62M10 62N05 65C05 PDF BibTeX XML Cite \textit{C. Wang} et al., Quant. Finance 19, No. 6, 1017--1042 (2019; Zbl 1428.62467) Full Text: DOI
Klüppelberg, Claudia; Seifert, Miriam Isabel Financial risk measures for a network of individual agents holding portfolios of light-tailed objects. (English) Zbl 1426.91306 Finance Stoch. 23, No. 4, 795-826 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G70 91G10 62P05 62E20 90B10 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. I. Seifert}, Finance Stoch. 23, No. 4, 795--826 (2019; Zbl 1426.91306) Full Text: DOI
Naz, Sumera; Akram, Muhammad Novel decision-making approach based on hesitant fuzzy sets and graph theory. (English) Zbl 1449.91039 Comput. Appl. Math. 38, No. 1, Paper No. 7, 26 p. (2019). MSC: 91B06 90B50 91B86 05C90 PDF BibTeX XML Cite \textit{S. Naz} and \textit{M. Akram}, Comput. Appl. Math. 38, No. 1, Paper No. 7, 26 p. (2019; Zbl 1449.91039) Full Text: DOI
Chatterjee, Krishnendu; Henzinger, Thomas A.; Otop, Jan Quantitative automata under probabilistic semantics. (English) Zbl 1442.68086 Log. Methods Comput. Sci. 15, No. 3, Paper No. 16, 45 p. (2019). MSC: 68Q45 03B25 68Q55 68Q87 PDF BibTeX XML Cite \textit{K. Chatterjee} et al., Log. Methods Comput. Sci. 15, No. 3, Paper No. 16, 45 p. (2019; Zbl 1442.68086) Full Text: arXiv
Tian, Ding-shi; Cai, Zong-wu; Fang, Ying Econometric modeling of risk measures: a selective review of the recent literature. (English) Zbl 1438.62159 Appl. Math., Ser. B (Engl. Ed.) 34, No. 2, 205-228 (2019). MSC: 62M10 62-02 62G08 91B84 91B05 PDF BibTeX XML Cite \textit{D.-s. Tian} et al., Appl. Math., Ser. B (Engl. Ed.) 34, No. 2, 205--228 (2019; Zbl 1438.62159) Full Text: DOI
Kabluchko, Zakhar; Zaporozhets, Dmitry Expected volumes of Gaussian polytopes, external angles, and multiple order statistics. (English) Zbl 07076088 Trans. Am. Math. Soc. 372, No. 3, 1709-1733 (2019). MSC: 60D05 52A22 60G15 52A23 60G70 51M20 PDF BibTeX XML Cite \textit{Z. Kabluchko} and \textit{D. Zaporozhets}, Trans. Am. Math. Soc. 372, No. 3, 1709--1733 (2019; Zbl 07076088) Full Text: DOI arXiv
Baidya, Abhijit Stochastic supply chain, transportation models: implementations and benefits. (English) Zbl 07073400 Opsearch 56, No. 2, 432-476 (2019). MSC: 90B PDF BibTeX XML Cite \textit{A. Baidya}, Opsearch 56, No. 2, 432--476 (2019; Zbl 07073400) Full Text: DOI
Gross, Benedict; Harris, Joe; Riehl, Emily Fat chance. Probability from 0 to 1. (English) Zbl 1423.00005 Cambridge: Cambridge University Press (ISBN 978-1-108-48296-7/hbk; 978-1-108-72818-8/pbk; 978-1-108-61027-8/ebook). xi, 200 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 00A09 97A80 60-01 97K50 PDF BibTeX XML Cite \textit{B. Gross} et al., Fat chance. Probability from 0 to 1. Cambridge: Cambridge University Press (2019; Zbl 1423.00005) Full Text: DOI
Liu, Shanshan; Xing, Xiaoyu; Liu, Guoxin Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation. (English) Zbl 1407.60118 Stat. Probab. Lett. 147, 45-56 (2019). MSC: 60K15 60J55 PDF BibTeX XML Cite \textit{S. Liu} et al., Stat. Probab. Lett. 147, 45--56 (2019; Zbl 1407.60118) Full Text: DOI
Cornilly, Dries; Vanduffel, Steven Equivalent distortion risk measures on moment spaces. (English) Zbl 1450.62131 Stat. Probab. Lett. 146, 187-192 (2019). MSC: 62P05 62H20 91B05 91G70 PDF BibTeX XML Cite \textit{D. Cornilly} and \textit{S. Vanduffel}, Stat. Probab. Lett. 146, 187--192 (2019; Zbl 1450.62131) Full Text: DOI
Coletti, Giulianella; Petturiti, Davide; Vantaggi, Barbara Models for pessimistic or optimistic decisions under different uncertain scenarios. (English) Zbl 1452.68204 Int. J. Approx. Reasoning 105, 305-326 (2019). MSC: 68T37 PDF BibTeX XML Cite \textit{G. Coletti} et al., Int. J. Approx. Reasoning 105, 305--326 (2019; Zbl 1452.68204) Full Text: DOI
Hashorva, Enkelejd Approximation of some multivariate risk measures for Gaussian risks. (English) Zbl 1404.60050 J. Multivariate Anal. 169, 330-340 (2019). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva}, J. Multivariate Anal. 169, 330--340 (2019; Zbl 1404.60050) Full Text: DOI
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas Reverse sensitivity testing: what does it take to break the model? (English) Zbl 1406.91203 Eur. J. Oper. Res. 274, No. 2, 654-670 (2019). MSC: 91B30 91G70 62P05 PDF BibTeX XML Cite \textit{S. M. Pesenti} et al., Eur. J. Oper. Res. 274, No. 2, 654--670 (2019; Zbl 1406.91203) Full Text: DOI
Wei, Shouliu; Shiu, Wai Chee Enumeration of Wiener indices in random polygonal chains. (English) Zbl 1397.05053 J. Math. Anal. Appl. 469, No. 2, 537-548 (2019). MSC: 05C12 05C40 92E99 PDF BibTeX XML Cite \textit{S. Wei} and \textit{W. C. Shiu}, J. Math. Anal. Appl. 469, No. 2, 537--548 (2019; Zbl 1397.05053) Full Text: DOI
Zhu, Yuanguo Uncertain optimal control. (English) Zbl 1407.49001 Springer Uncertainty Research. Singapore: Springer (ISBN 978-981-13-2133-7/hbk; 978-981-13-2134-4/ebook). ix, 208 p. (2019). Reviewer: Savin Treanta (Bucharest) MSC: 49-02 49N30 93C41 90B50 PDF BibTeX XML Cite \textit{Y. Zhu}, Uncertain optimal control. Singapore: Springer (2019; Zbl 1407.49001) Full Text: DOI
Egorova, Yuliya Evgen’evna Properties of the possibility distribution parameters of the expected value of a weighted sum of fuzzy random variables. (Russian. English summary) Zbl 1452.60004 Nechetkie Sist. Myagkie Vychisl. 13, No. 1, 81-93 (2018). MSC: 60A86 PDF BibTeX XML Cite \textit{Y. E. Egorova}, Nechetkie Sist. Myagkie Vychisl. 13, No. 1, 81--93 (2018; Zbl 1452.60004)
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu Quantile-based risk sharing. (English) Zbl 1455.91274 Oper. Res. 66, No. 4, 936-949 (2018). MSC: 91G70 PDF BibTeX XML Cite \textit{P. Embrechts} et al., Oper. Res. 66, No. 4, 936--949 (2018; Zbl 1455.91274) Full Text: DOI
Wei, Shouliu; Ke, Xiaoling; Wang, Yan Wiener indices in random cyclooctane chains. (English) Zbl 1438.05074 Wuhan Univ. J. Nat. Sci. 23, No. 6, 498-502 (2018). MSC: 05C09 05C12 05C40 05C92 PDF BibTeX XML Cite \textit{S. Wei} et al., Wuhan Univ. J. Nat. Sci. 23, No. 6, 498--502 (2018; Zbl 1438.05074) Full Text: DOI
Li, Tong; Ma, Shixia; Han, Mi Optimal dividend and financing problems for a diffusion model with excess-of-loss reinsurance strategy and terminal value. (English) Zbl 1438.91111 J. Math., Wuhan Univ. 38, No. 6, 1031-1048 (2018). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{T. Li} et al., J. Math., Wuhan Univ. 38, No. 6, 1031--1048 (2018; Zbl 1438.91111) Full Text: DOI
Ren, Yonghong; Yao, Jiali; Nie, Caonan; Ren, Jiansheng An equivalent form of two-stage stochastic second-order cone programming problem with recourse. (Chinese. English summary) Zbl 1438.90261 J. Liaoning Norm. Univ., Nat. Sci. 41, No. 4, 446-449 (2018). MSC: 90C25 90C15 PDF BibTeX XML Cite \textit{Y. Ren} et al., J. Liaoning Norm. Univ., Nat. Sci. 41, No. 4, 446--449 (2018; Zbl 1438.90261) Full Text: DOI
Hu, Bowen; Makarov, Roman N. Optimal selection of assets and portfolios. (English) Zbl 1414.62419 Kilgour, D. Marc (ed.) et al., Recent advances in mathematical and statistical methods. IV AMMCS international conference, Waterloo, Canada, August 20–25, 2017. Cham: Springer. Springer Proc. Math. Stat. 259, 509-519 (2018). MSC: 62P05 62M10 91B30 PDF BibTeX XML Cite \textit{B. Hu} and \textit{R. N. Makarov}, Springer Proc. Math. Stat. 259, 509--519 (2018; Zbl 1414.62419) Full Text: DOI
Thiel, Marko; Williams, Nathan Winnie-the-Pooh and the strange expectations. (English) Zbl 1411.05298 Sémin. Lothar. Comb. 80B, 80B.50, 12 p. (2018). MSC: 05E15 17B10 PDF BibTeX XML Cite \textit{M. Thiel} and \textit{N. Williams}, Sémin. Lothar. Comb. 80B, 80B.50, 12 p. (2018; Zbl 1411.05298) Full Text: Link
Majumder, Saibal; Kar, Samarjit; Pal, Tandra Mean-entropy model of uncertain portfolio selection problem. (English) Zbl 1409.91216 Mandal, Jyotsna K. (ed.) et al., Multi-objective optimization. Evolutionary to hybrid framework. Singapore: Springer. 25-54 (2018). MSC: 91G10 PDF BibTeX XML Cite \textit{S. Majumder} et al., in: Multi-objective optimization. Evolutionary to hybrid framework. Singapore: Springer. 25--54 (2018; Zbl 1409.91216) Full Text: DOI
Lehdili, Noureddine; Givi, Arshia Efficient computation of Value-at-Risk and expected shortfall in large and heterogeneous credit portfolios: application to default risk charge. (English) Zbl 1409.91264 Risk Decis. Anal. 7, No. 3-4, 91-105 (2018). MSC: 91G40 91G70 PDF BibTeX XML Cite \textit{N. Lehdili} and \textit{A. Givi}, Risk Decis. Anal. 7, No. 3--4, 91--105 (2018; Zbl 1409.91264) Full Text: DOI
He, Qing-Hua; Xu, Shou-Jun Hosoya polynomials of random phenylene chains. (English) Zbl 06986947 Ars Comb. 141, 259-268 (2018). MSC: 05C31 05C90 05C12 92E10 PDF BibTeX XML Cite \textit{Q.-H. He} and \textit{S.-J. Xu}, Ars Comb. 141, 259--268 (2018; Zbl 06986947)
Sengupta, Dipanjana; Bera, Uttam Kumar Reduction of type-2 lognormal uncertain variable and its application to a two-stage solid transportation problem. (English) Zbl 1429.90038 Kar, Samarjit (ed.) et al., Operations research and optimization. FOTA 2016, Kolkata, India, November 24–26, 2016. Singapore: Springer. Springer Proc. Math. Stat. 225, 333-345 (2018). MSC: 90C08 90C29 90C15 PDF BibTeX XML Cite \textit{D. Sengupta} and \textit{U. K. Bera}, Springer Proc. Math. Stat. 225, 333--345 (2018; Zbl 1429.90038) Full Text: DOI
Gottfried, Björn Mathematics in strokes. A diagrammatic introduction to probability theory. (Mathematik in Strichen. Eine diagrammatische Einführung in die Wahrscheinlichkeitstheorie.) (German) Zbl 1412.60001 Hamburg: tredition (ISBN 978-3-7439-7215-5/pbk; 978-3-7439-7216-2/hbk). 224 p. (2018). Reviewer: Franz Lemmermeyer (Jagstzell) MSC: 60-01 60A05 62A01 97K50 97K70 PDF BibTeX XML Cite \textit{B. Gottfried}, Mathematik in Strichen. Eine diagrammatische Einführung in die Wahrscheinlichkeitstheorie. Hamburg: tredition (2018; Zbl 1412.60001)
Lazgham, Mourad Regularity properties in a state-constrained expected utility maximization problem. (English) Zbl 1418.91212 Math. Methods Oper. Res. 88, No. 2, 185-240 (2018). MSC: 91B16 90C39 93E20 49L25 PDF BibTeX XML Cite \textit{M. Lazgham}, Math. Methods Oper. Res. 88, No. 2, 185--240 (2018; Zbl 1418.91212) Full Text: DOI
Wei, Pengyu Risk management with weighted VaR. (English) Zbl 1417.91484 Math. Finance 28, No. 4, 1020-1060 (2018). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{P. Wei}, Math. Finance 28, No. 4, 1020--1060 (2018; Zbl 1417.91484) Full Text: DOI
Zheng, Mingfa; Yi, Yuan; Wang, Xuhua; Wang, Jian; Mao, Sheng The information value and the uncertainties in two-stage uncertain programming with recourse. (English) Zbl 1398.90217 Soft Comput. 22, No. 17, 5791-5801 (2018). MSC: 90C60 PDF BibTeX XML Cite \textit{M. Zheng} et al., Soft Comput. 22, No. 17, 5791--5801 (2018; Zbl 1398.90217) Full Text: DOI
Yang, Kai; Zhang, Zhuhong; Lu, Jiaxuan Adaptive racing ranking-based immune optimization approach solving multi-objective expected value programming. (English) Zbl 1398.90167 Soft Comput. 22, No. 7, 2139-2158 (2018). MSC: 90C29 90C59 PDF BibTeX XML Cite \textit{K. Yang} et al., Soft Comput. 22, No. 7, 2139--2158 (2018; Zbl 1398.90167) Full Text: DOI
Govorun, M.; Jones, B. L.; Liu, X.; Stanford, D. A. Physiological age, health costs, and their interrelation. (English) Zbl 1403.62188 N. Am. Actuar. J. 22, No. 3, 323-340 (2018). MSC: 62P05 62M20 91B30 91D20 PDF BibTeX XML Cite \textit{M. Govorun} et al., N. Am. Actuar. J. 22, No. 3, 323--340 (2018; Zbl 1403.62188) Full Text: DOI
Ben Salah, Zied; Garrido, José On fair reinsurance premiums; capital injections in a perturbed risk model. (English) Zbl 1416.91157 Insur. Math. Econ. 82, 11-20 (2018). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{Z. Ben Salah} and \textit{J. Garrido}, Insur. Math. Econ. 82, 11--20 (2018; Zbl 1416.91157) Full Text: DOI
Goda, Takashi; Murakami, Daisuke; Tanaka, Kei; Sato, Kozo Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods. (English) Zbl 1401.86009 Comput. Geosci. 22, No. 4, 1009-1020 (2018). MSC: 86A32 86A60 65C05 62C05 PDF BibTeX XML Cite \textit{T. Goda} et al., Comput. Geosci. 22, No. 4, 1009--1020 (2018; Zbl 1401.86009) Full Text: DOI
Gkillas, Konstantinos; Katsiampa, Paraskevi An application of extreme value theory to cryptocurrencies. (English) Zbl 1397.91599 Econ. Lett. 164, 109-111 (2018). MSC: 91G70 60G70 62P05 PDF BibTeX XML Cite \textit{K. Gkillas} and \textit{P. Katsiampa}, Econ. Lett. 164, 109--111 (2018; Zbl 1397.91599) Full Text: DOI
Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor Which eligible assets are compatible with comonotonic capital requirements? (English) Zbl 1416.91195 Insur. Math. Econ. 81, 18-26 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Koch-Medina} et al., Insur. Math. Econ. 81, 18--26 (2018; Zbl 1416.91195) Full Text: DOI
Wei, Shouliu; Shiu, Wai Chee The number of perfect matchings in random polyazulenoid chains. (English) Zbl 1396.05094 J. Comb. Math. Comb. Comput. 105, 21-33 (2018). MSC: 05C70 05C90 92E10 PDF BibTeX XML Cite \textit{S. Wei} and \textit{W. C. Shiu}, J. Comb. Math. Comb. Comput. 105, 21--33 (2018; Zbl 1396.05094)
Rahimi, Mohamadtaghi; Kumar, Pranesh; Yari, Gholamhossein Credibility measure for intuitionistic fuzzy variables. (English) Zbl 1390.60015 Mathematics 6, No. 4, Paper No. 50, 7 p. (2018). MSC: 60A86 PDF BibTeX XML Cite \textit{M. Rahimi} et al., Mathematics 6, No. 4, Paper No. 50, 7 p. (2018; Zbl 1390.60015) Full Text: DOI
Barnard, Roger W.; Pearce, Kent; Trindade, A. Alexandre When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management. (English) Zbl 1391.62192 Ann. Oper. Res. 262, No. 1, 47-65 (2018). MSC: 62P05 62G32 91B30 PDF BibTeX XML Cite \textit{R. W. Barnard} et al., Ann. Oper. Res. 262, No. 1, 47--65 (2018; Zbl 1391.62192) Full Text: DOI
Colldeforns-Papiol, Gemma; Ortiz-Gracia, Luis Computation of market risk measures with stochastic liquidity horizon. (English) Zbl 1395.91494 J. Comput. Appl. Math. 342, 431-450 (2018). MSC: 91G60 62P05 60E10 65T60 PDF BibTeX XML Cite \textit{G. Colldeforns-Papiol} and \textit{L. Ortiz-Gracia}, J. Comput. Appl. Math. 342, 431--450 (2018; Zbl 1395.91494) Full Text: DOI
Wagalath, Lakshithe; Zubelli, Jorge P. A liquidation risk adjustment for value at risk and expected shortfall. (English) Zbl 1398.91357 Int. J. Theor. Appl. Finance 21, No. 3, Article ID 1850010, 21 p. (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{L. Wagalath} and \textit{J. P. Zubelli}, Int. J. Theor. Appl. Finance 21, No. 3, Article ID 1850010, 21 p. (2018; Zbl 1398.91357) Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky Risk contagion under regular variation and asymptotic tail independence. (English) Zbl 1397.62168 J. Multivariate Anal. 165, 194-215 (2018). MSC: 62G32 62G20 60G70 62H05 PDF BibTeX XML Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, J. Multivariate Anal. 165, 194--215 (2018; Zbl 1397.62168) Full Text: DOI
Bhati, Deepesh; Ravi, Sreenivasan On generalized log-Moyal distribution: a new heavy tailed size distribution. (English) Zbl 1401.91102 Insur. Math. Econ. 79, 247-259 (2018). MSC: 91B30 62P05 62G32 62E10 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{S. Ravi}, Insur. Math. Econ. 79, 247--259 (2018; Zbl 1401.91102) Full Text: DOI
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Estimation of tail risk based on extreme expectiles. (English) Zbl 1383.62235 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 2, 263-292 (2018). MSC: 62P05 62G32 60G70 91B30 91G70 PDF BibTeX XML Cite \textit{A. Daouia} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 2, 263--292 (2018; Zbl 1383.62235) Full Text: DOI
Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. From concentration profiles to concentration maps. New tools for the study of loss distributions. (English) Zbl 1398.91326 Insur. Math. Econ. 78, 13-29 (2018). MSC: 91B30 62P05 91B82 PDF BibTeX XML Cite \textit{A. Fontanari} et al., Insur. Math. Econ. 78, 13--29 (2018; Zbl 1398.91326) Full Text: DOI
Atkinson, Katie; Bench-Capon, Trevor Taking account of the actions of others in value-based reasoning. (English) Zbl 1423.68478 Artif. Intell. 254, 1-20 (2018). MSC: 68T27 68T42 91A30 91A35 PDF BibTeX XML Cite \textit{K. Atkinson} and \textit{T. Bench-Capon}, Artif. Intell. 254, 1--20 (2018; Zbl 1423.68478) Full Text: DOI
Nandi, Swapan Kumar; Jana, Soovoojeet; Manadal, Manotosh; Kar, T. K. Analysis of a fuzzy epidemic model with saturated treatment and disease transmission. (English) Zbl 1381.92095 Int. J. Biomath. 11, No. 1, Article ID 1850002, 18 p. (2018). MSC: 92D30 34A07 PDF BibTeX XML Cite \textit{S. K. Nandi} et al., Int. J. Biomath. 11, No. 1, Article ID 1850002, 18 p. (2018; Zbl 1381.92095) Full Text: DOI
Znamenskij, Sergej V. A formula for the mean length of the longest common subsequence. (English) Zbl 07325323 J. Sib. Fed. Univ., Math. Phys. 10, No. 1, 71-74 (2017). MSC: 82 60 PDF BibTeX XML Cite \textit{S. V. Znamenskij}, J. Sib. Fed. Univ., Math. Phys. 10, No. 1, 71--74 (2017; Zbl 07325323) Full Text: DOI MNR
Lachhwani, Kailash Uncertain multi-objective programming model: a genetic algorithm approach. (English) Zbl 1452.90292 Int. J. Math. Oper. Res. 11, No. 2, 271-283 (2017). MSC: 90C29 90C59 91A65 PDF BibTeX XML Cite \textit{K. Lachhwani}, Int. J. Math. Oper. Res. 11, No. 2, 271--283 (2017; Zbl 1452.90292) Full Text: DOI
Ortobelli Lozza, Sergio; Petronio, Filomena; Lando, Tommaso A portfolio return definition coherent with the investors’ preferences. (English) Zbl 07067558 IMA J. Manag. Math. 28, No. 3, 451-466 (2017). MSC: 90 91 PDF BibTeX XML Cite \textit{S. Ortobelli Lozza} et al., IMA J. Manag. Math. 28, No. 3, 451--466 (2017; Zbl 07067558) Full Text: DOI
Xiao, Ning An algorithm for solving FEVM problem with hybrid intelligent algorithm. (Chinese. English summary) Zbl 1424.90298 Fuzzy Syst. Math. 31, No. 2, 82-88 (2017). MSC: 90C59 90C70 PDF BibTeX XML Cite \textit{N. Xiao}, Fuzzy Syst. Math. 31, No. 2, 82--88 (2017; Zbl 1424.90298)
Contino, Christian; Gerlach, Richard H. Bayesian tail-risk forecasting using realized GARCH. (English) Zbl 1420.91525 Appl. Stoch. Models Bus. Ind. 33, No. 2, 213-236 (2017). MSC: 91G70 62M10 62M20 PDF BibTeX XML Cite \textit{C. Contino} and \textit{R. H. Gerlach}, Appl. Stoch. Models Bus. Ind. 33, No. 2, 213--236 (2017; Zbl 1420.91525) Full Text: DOI
Moradian, Khosro; Kazemi, Ramin; Behzadi, Mohammad Hasan On the first variable Zagreb index. (English) Zbl 1406.92773 Iran. J. Math. Chem. 8, No. 3, 275-283 (2017). MSC: 92E10 05C05 05C90 PDF BibTeX XML Cite \textit{K. Moradian} et al., Iran. J. Math. Chem. 8, No. 3, 275--283 (2017; Zbl 1406.92773) Full Text: DOI
de Roon, Frans; Karehnke, Paul A simple skewed distribution with asset pricing applications. (English) Zbl 1402.91745 Rev. Finance 21, No. 6, 2169-2197 (2017); addendum ibid. 21, No. 6, 2401-2402 (2017). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{F. de Roon} and \textit{P. Karehnke}, Rev. Finance 21, No. 6, 2169--2197 (2017; Zbl 1402.91745) Full Text: DOI
Beckers, Benjamin; Herwartz, Helmut; Seidel, Moritz Risk forecasting in (T)GARCH models with uncorrelated dependent innovations. (English) Zbl 1402.91903 Quant. Finance 17, No. 1, 121-137 (2017). MSC: 91G70 62M10 62M05 PDF BibTeX XML Cite \textit{B. Beckers} et al., Quant. Finance 17, No. 1, 121--137 (2017; Zbl 1402.91903) Full Text: DOI
Zheng, Mingfa; Yi, Yuan; Wang, Zutong; Liao, Tianjun Relations among efficient solutions in uncertain multiobjective programming. (English) Zbl 1428.90158 Fuzzy Optim. Decis. Mak. 16, No. 3, 329-357 (2017). MSC: 90C29 90C15 PDF BibTeX XML Cite \textit{M. Zheng} et al., Fuzzy Optim. Decis. Mak. 16, No. 3, 329--357 (2017; Zbl 1428.90158) Full Text: DOI
Chinhamu, Knowledge; Huang, Chun-Kai; Chikobvu, Delson Evaluating risk in precious metal prices with generalised lambda, generalised Pareto and generalised extreme value distributions. (English) Zbl 1397.62406 S. Afr. Stat. J. 51, No. 1, 159-182 (2017). MSC: 62P05 91G70 PDF BibTeX XML Cite \textit{K. Chinhamu} et al., S. Afr. Stat. J. 51, No. 1, 159--182 (2017; Zbl 1397.62406) Full Text: Link
Feng, Yuan; Wang, Li; Liu, Xinhong Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach. (English) Zbl 06920629 Algorithms (Basel) 10, No. 2, Paper No. 43, 18 p. (2017). MSC: 00 PDF BibTeX XML Cite \textit{Y. Feng} et al., Algorithms (Basel) 10, No. 2, Paper No. 43, 18 p. (2017; Zbl 06920629) Full Text: DOI