Liu, Bing; Zhou, Ming Robust portfolio selection for individuals: minimizing the probability of lifetime ruin. (English) Zbl 07356914 J. Ind. Manag. Optim. 17, No. 2, 937-952 (2021). Reviewer: Reviewer (Berlin) MSC: 91B30 91B42 PDF BibTeX XML Cite \textit{B. Liu} and \textit{M. Zhou}, J. Ind. Manag. Optim. 17, No. 2, 937--952 (2021; Zbl 07356914) Full Text: DOI
Ma, Hongguang; Li, Xiang Multi-period hazardous waste collection planning with consideration of risk stability. (English) Zbl 07356887 J. Ind. Manag. Optim. 17, No. 1, 393-408 (2021). Reviewer: Reviewer (Berlin) MSC: 90B06 90B50 90C30 PDF BibTeX XML Cite \textit{H. Ma} and \textit{X. Li}, J. Ind. Manag. Optim. 17, No. 1, 393--408 (2021; Zbl 07356887) Full Text: DOI
Yuan, Haili; Hu, Yijun Optimal investment for an insurer under liquid reserves. (English) Zbl 07356884 J. Ind. Manag. Optim. 17, No. 1, 339-355 (2021). Reviewer: Reviewer (Berlin) MSC: 93E20 60J75 60G46 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, J. Ind. Manag. Optim. 17, No. 1, 339--355 (2021; Zbl 07356884) Full Text: DOI
Cheung, Kam-Fung; Bell, Michael G. H. Attacker-defender model against quantal response adversaries for cyber security in logistics management: an introductory study. (English) Zbl 07356138 Eur. J. Oper. Res. 291, No. 2, 471-481 (2021). Reviewer: Reviewer (Berlin) MSC: 90B PDF BibTeX XML Cite \textit{K.-F. Cheung} and \textit{M. G. H. Bell}, Eur. J. Oper. Res. 291, No. 2, 471--481 (2021; Zbl 07356138) Full Text: DOI
Gupta, Aparna; Wang, Runzu; Lu, Yueliang Addressing systemic risk using contingent convertible debt – a network analysis. (English) Zbl 07354592 Eur. J. Oper. Res. 290, No. 1, 263-277 (2021). Reviewer: Reviewer (Berlin) MSC: 90B PDF BibTeX XML Cite \textit{A. Gupta} et al., Eur. J. Oper. Res. 290, No. 1, 263--277 (2021; Zbl 07354592) Full Text: DOI
Ogunranti, Gbemileke A.; Ceryan, Oben; Banerjee, Avijit Buyer-supplier currency exchange rate flexibility contracts in global supply chains. (English) Zbl 07354092 Eur. J. Oper. Res. 288, No. 2, 420-435 (2021). Reviewer: Reviewer (Berlin) MSC: 90B PDF BibTeX XML Cite \textit{G. A. Ogunranti} et al., Eur. J. Oper. Res. 288, No. 2, 420--435 (2021; Zbl 07354092) Full Text: DOI
Cui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy A data-driven framework for consistent financial valuation and risk measurement. (English) Zbl 07354060 Eur. J. Oper. Res. 289, No. 1, 381-398 (2021). Reviewer: Reviewer (Berlin) MSC: 90B PDF BibTeX XML Cite \textit{Z. Cui} et al., Eur. J. Oper. Res. 289, No. 1, 381--398 (2021; Zbl 07354060) Full Text: DOI
du Jardin, Philippe Forecasting corporate failure using ensemble of self-organizing neural networks. (English) Zbl 07354020 Eur. J. Oper. Res. 288, No. 3, 869-885 (2021). Reviewer: Reviewer (Berlin) MSC: 90B PDF BibTeX XML Cite \textit{P. du Jardin}, Eur. J. Oper. Res. 288, No. 3, 869--885 (2021; Zbl 07354020) Full Text: DOI
Serrano, Rafael Portfolio allocation in a levy-type jump-diffusion model with nonlife insurance risk. (English) Zbl 07353442 Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021). Reviewer: Reviewer (Berlin) MSC: 91G PDF BibTeX XML Cite \textit{R. Serrano}, Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021; Zbl 07353442) Full Text: DOI
Dodd, Erengul; Forster, Jonathan J.; Bijak, Jakub; Smith, Peter W. F. Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model. (English) Zbl 07352454 Scand. Actuar. J. 2021, No. 2, 134-155 (2021). Reviewer: Reviewer (Berlin) MSC: 91B30 PDF BibTeX XML Cite \textit{E. Dodd} et al., Scand. Actuar. J. 2021, No. 2, 134--155 (2021; Zbl 07352454) Full Text: DOI
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 07352449 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). Reviewer: Reviewer (Berlin) MSC: 91B30 PDF BibTeX XML Cite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 07352449) Full Text: DOI
Claus, Matthias A second-order sufficient optimality condition for risk-neutral bi-level stochastic linear programs. (English) Zbl 07350186 J. Optim. Theory Appl. 188, No. 1, 243-259 (2021). Reviewer: Reviewer (Berlin) MSC: 90C15 91A65 PDF BibTeX XML Cite \textit{M. Claus}, J. Optim. Theory Appl. 188, No. 1, 243--259 (2021; Zbl 07350186) Full Text: DOI
Hansen, Lars Peter; Sargent, Thomas J. Macroeconomic uncertainty prices when beliefs are tenuous. (English) Zbl 07343313 J. Econom. 223, No. 1, 222-250 (2021). Reviewer: Reviewer (Berlin) MSC: 62 91 PDF BibTeX XML Cite \textit{L. P. Hansen} and \textit{T. J. Sargent}, J. Econom. 223, No. 1, 222--250 (2021; Zbl 07343313) Full Text: DOI
Su, Jiun-Hua Model selection in utility-maximizing binary prediction. (English) Zbl 07343309 J. Econom. 223, No. 1, 96-124 (2021). Reviewer: Reviewer (Berlin) MSC: 62 91 PDF BibTeX XML Cite \textit{J.-H. Su}, J. Econom. 223, No. 1, 96--124 (2021; Zbl 07343309) Full Text: DOI
Desmettre, Sascha; Leobacher, Gunther; Rogers, L. C. G. Change of drift in one-dimensional diffusions. (English) Zbl 07341441 Finance Stoch. 25, No. 2, 359-381 (2021). Reviewer: Reviewer (Berlin) MSC: 91G70 60G44 91B70 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Finance Stoch. 25, No. 2, 359--381 (2021; Zbl 07341441) Full Text: DOI
Strub, Moris S.; Zhou, Xun Yu Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes. (English) Zbl 07341440 Finance Stoch. 25, No. 2, 331-358 (2021). Reviewer: Reviewer (Berlin) MSC: 91G15 91B16 PDF BibTeX XML Cite \textit{M. S. Strub} and \textit{X. Y. Zhou}, Finance Stoch. 25, No. 2, 331--358 (2021; Zbl 07341440) Full Text: DOI
Bahl, Raj Kumari; Sabanis, Sotirios Model-independent price bounds for catastrophic mortality bonds. (English) Zbl 1460.91209 Insur. Math. Econ. 96, 276-291 (2021). Reviewer: Reviewer (Berlin) MSC: 91G05 91G20 60G44 PDF BibTeX XML Cite \textit{R. K. Bahl} and \textit{S. Sabanis}, Insur. Math. Econ. 96, 276--291 (2021; Zbl 1460.91209) Full Text: DOI
Li, Hong; Porth, Lysa; Tan, Ken Seng; Zhu, Wenjun Improved index insurance design and yield estimation using a dynamic factor forecasting approach. (English) Zbl 1460.91230 Insur. Math. Econ. 96, 208-221 (2021). Reviewer: Reviewer (Berlin) MSC: 91G05 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 96, 208--221 (2021; Zbl 1460.91230) Full Text: DOI
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong Pareto-optimal reinsurance policies with maximal synergy. (English) Zbl 1460.91225 Insur. Math. Econ. 96, 185-198 (2021). Reviewer: Reviewer (Berlin) MSC: 91G05 91B16 91B26 PDF BibTeX XML Cite \textit{W. Jiang} et al., Insur. Math. Econ. 96, 185--198 (2021; Zbl 1460.91225) Full Text: DOI
Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. (English) Zbl 1460.91235 Insur. Math. Econ. 96, 127-139 (2021). Reviewer: Reviewer (Berlin) MSC: 91G05 PDF BibTeX XML Cite \textit{R. Oh} et al., Insur. Math. Econ. 96, 127--139 (2021; Zbl 1460.91235) Full Text: DOI
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Suxin Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. (English) Zbl 1459.91164 J. Comput. Appl. Math. 391, Article ID 113382, 18 p. (2021). Reviewer: Reviewer (Berlin) MSC: 91G05 91G20 49J15 PDF BibTeX XML Cite \textit{P. Wang} et al., J. Comput. Appl. Math. 391, Article ID 113382, 18 p. (2021; Zbl 1459.91164) Full Text: DOI
Chen, Jianxin; Zhang, Tonghua; Zhou, Yong-wu Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit. (English) Zbl 07318230 Math. Comput. Simul. 181, 471-486 (2021). Reviewer: Reviewer (Berlin) MSC: 91A PDF BibTeX XML Cite \textit{J. Chen} et al., Math. Comput. Simul. 181, 471--486 (2021; Zbl 07318230) Full Text: DOI
Wang, Pei; Li, Zhongfei; Sun, Jingyun Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity. (English) Zbl 1460.91242 Optimization 70, No. 1, 191-224 (2021). Reviewer: Reviewer (Berlin) MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{P. Wang} et al., Optimization 70, No. 1, 191--224 (2021; Zbl 1460.91242) Full Text: DOI
Wu, Yi; Wang, Xuejun Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications. (English) Zbl 07310635 J. Math. Anal. Appl. 494, No. 2, Article ID 124566, 23 p. (2021). Reviewer: Ludwig Paditz (Dresden) MSC: 60F15 62J05 PDF BibTeX XML Cite \textit{Y. Wu} and \textit{X. Wang}, J. Math. Anal. Appl. 494, No. 2, Article ID 124566, 23 p. (2021; Zbl 07310635) Full Text: DOI
E, Weinan; Wojtowytsch, Stephan Kolmogorov width decay and poor approximators in machine learning: shallow neural networks, random feature models and neural tangent kernels. (English) Zbl 07307666 Res. Math. Sci. 8, No. 1, Paper No. 5, 28 p. (2021). Reviewer: Reviewer (Berlin) MSC: 68T07 41A30 41A65 46E15 46E22 PDF BibTeX XML Cite \textit{W. E} and \textit{S. Wojtowytsch}, Res. Math. Sci. 8, No. 1, Paper No. 5, 28 p. (2021; Zbl 07307666) Full Text: DOI
Du, Guansan; Liu, Zixian; Lu, Haifeng Application of innovative risk early warning mode under big data technology in Internet credit financial risk assessment. (English) Zbl 1457.91400 J. Comput. Appl. Math. 386, Article ID 113260, 12 p. (2021). Reviewer: Reviewer (Berlin) MSC: 91G40 62P05 62R07 PDF BibTeX XML Cite \textit{G. Du} et al., J. Comput. Appl. Math. 386, Article ID 113260, 12 p. (2021; Zbl 1457.91400) Full Text: DOI
Pal, Ayan; Mondal, Shuvashree; Kundu, Debasis A cure rate model for exponentially distributed lifetimes with competing risks. (English) Zbl 1458.62227 J. Stat. Theory Pract. 15, No. 1, Paper No. 21, 24 p. (2021). Reviewer: Reviewer (Berlin) MSC: 62N05 62F12 62P10 PDF BibTeX XML Cite \textit{A. Pal} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 21, 24 p. (2021; Zbl 1458.62227) Full Text: DOI
Gerds, Thomas A.; Kattan, Michael W. Medical risk prediction models. With ties to machine learning. (English) Zbl 07302699 Chapman & Hall/CRC Biostatistics Series. Boca Raton, FL: CRC Press (ISBN 978-1-138-38447-7/hbk; 978-1-138-38448-4/ebook). 312 p. (2021). Reviewer: Reviewer (Berlin) MSC: 62-02 92-02 62P10 62M20 62N05 62H30 92C50 92D30 62-08 68T05 PDF BibTeX XML Cite \textit{T. A. Gerds} and \textit{M. W. Kattan}, Medical risk prediction models. With ties to machine learning. Boca Raton, FL: CRC Press (2021; Zbl 07302699) Full Text: DOI
Gu, Xing; Mamon, Rogemar; Duprey, Thibaut; Xiong, Heng Online estimation for a predictive analytics platform with a financial-stability-analysis application. (English) Zbl 1455.91247 Eur. J. Control 57, 205-221 (2021). Reviewer: Reviewer (Berlin) MSC: 91G15 91G45 93E10 93E11 PDF BibTeX XML Cite \textit{X. Gu} et al., Eur. J. Control 57, 205--221 (2021; Zbl 1455.91247) Full Text: DOI
Lee, Cheng Few; Yu, Hai-Chin Application of discriminant analysis, factor analysis, logistic regression, and KMV-Merton model in credit risk analysis. (English) Zbl 1451.62111 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4313-4348 (2021). Reviewer: Reviewer (Berlin) MSC: 62P05 91G40 PDF BibTeX XML Cite \textit{C. F. Lee} and \textit{H.-C. Yu}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4313--4348 (2021; Zbl 1451.62111) Full Text: DOI
Hong, Ted; Lee, Daniel; Wang, Wenching Algorithmic analyst (ALAN) – an application for artificial intelligence content as a service. (English) Zbl 1454.91250 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4075-4086 (2021). Reviewer: Reviewer (Berlin) MSC: 91G15 91G80 62P05 68T07 PDF BibTeX XML Cite \textit{T. Hong} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4075--4086 (2021; Zbl 1454.91250) Full Text: DOI
Chiou, Wan-Jiun Paul; Yu, Jing-Rung Advancement of optimal portfolio models with short-sales and transaction costs: methodology and effectiveness. (English) Zbl 1454.91217 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3649-3674 (2021). Reviewer: Reviewer (Berlin) MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{W.-J. P. Chiou} and \textit{J.-R. Yu}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3649--3674 (2021; Zbl 1454.91217) Full Text: DOI
Lee, Cheng Few Market model, CAPM, and beta forecasting. (English) Zbl 1454.91342 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2673-2711 (2021). Reviewer: Reviewer (Berlin) MSC: 91G45 91G10 62P05 62M20 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2673--2711 (2021; Zbl 1454.91342) Full Text: DOI
Lee, Cheng Few Credit analysis, bond rating forecasting, and default probability estimation. (English) Zbl 1454.91328 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2635-2671 (2021). Reviewer: Reviewer (Berlin) MSC: 91G40 91G20 62P05 62H25 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2635--2671 (2021; Zbl 1454.91328) Full Text: DOI
Tsai, Henghsiu; Ho, Hwai-Chung; Chen, Hung-Yin Non-parametric inference on risk measures for integrated returns. (English) Zbl 1451.91232 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485-2497 (2021). Reviewer: Reviewer (Berlin) MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{H. Tsai} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485--2497 (2021; Zbl 1451.91232) Full Text: DOI
Kao, Lie-Jane; Lee, Cheng Few Alternative method for determining industrial bond ratings: theory and empirical evidence. (English) Zbl 1451.91213 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2081-2105 (2021). Reviewer: Reviewer (Berlin) MSC: 91G40 90C29 PDF BibTeX XML Cite \textit{L.-J. Kao} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2081--2105 (2021; Zbl 1451.91213) Full Text: DOI
Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng Few; Lu, Hsin-Min The jump behavior of a foreign exchange market: analysis of the Thai baht. (English) Zbl 1454.91337 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1943-1968 (2021). Reviewer: Reviewer (Berlin) MSC: 91G45 60J74 62P05 PDF BibTeX XML Cite \textit{J.-R. Chang} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1943--1968 (2021; Zbl 1454.91337) Full Text: DOI
Chen, Ren Raw; Lee, Cheng Few; Lee, Han-Hsing Empirical performance of the constant elasticity variance option pricing model. (English) Zbl 1452.91305 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903-1942 (2021). Reviewer: Reviewer (Berlin) MSC: 91G20 60G40 91G60 91G40 PDF BibTeX XML Cite \textit{R. R. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903--1942 (2021; Zbl 1452.91305) Full Text: DOI
Lee, Han-Hsing; Chen, Ren-Raw; Lee, Cheng Few Empirical studies of structural credit risk models and the application in default prediction: review and new evidence. (English) Zbl 1451.91214 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1845-1901 (2021). Reviewer: Reviewer (Berlin) MSC: 91G40 PDF BibTeX XML Cite \textit{H.-H. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1845--1901 (2021; Zbl 1451.91214) Full Text: DOI
Chen, Hong-Yi; Lee, Alice C.; Lee, Cheng Few Alternative methods to deal with measurement error. (English) Zbl 1451.91230 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439-1484 (2021). Reviewer: Reviewer (Berlin) MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{H.-Y. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439--1484 (2021; Zbl 1451.91230) Full Text: DOI
Kwak, Wikil; Shi, Yong; Lee, Cheng Few Data mining applications in accounting and finance context. (English) Zbl 1452.91322 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 823-857 (2021). Reviewer: Reviewer (Berlin) MSC: 91G45 62P05 62R07 PDF BibTeX XML Cite \textit{W. Kwak} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 823--857 (2021; Zbl 1452.91322) Full Text: DOI
Lee, Cheng Few Introduction to financial econometrics, mathematics, statistics, and machine learning. (English) Zbl 1454.91364 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 1-99 (2021). Reviewer: Reviewer (Berlin) MSC: 91G70 91G80 62P05 68T05 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 1--99 (2021; Zbl 1454.91364) Full Text: DOI
Imanov, Gorkhmaz Fuzzy models in economics. (English) Zbl 07281224 Studies in Fuzziness and Soft Computing 402. Cham: Springer (ISBN 978-3-030-61281-8/hbk; 978-3-030-61282-5/ebook). xvi, 113 p. (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 91-02 91B86 91G45 91B44 PDF BibTeX XML Cite \textit{G. Imanov}, Fuzzy models in economics. Cham: Springer (2021; Zbl 07281224) Full Text: DOI
Srivastava, H. M.; Chung, Kun-Jen; Liao, Jui-Jung; Lin, Shy-Der; Lee, Shih-Fang An accurate and reliable mathematical analytic solution procedure for the EOQ model with non-instantaneous receipt under supplier credits. (English) Zbl 1448.91315 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 115, No. 1, Paper No. 1, 21 p. (2021). Reviewer: Reviewer (Berlin) MSC: 91G40 PDF BibTeX XML Cite \textit{H. M. Srivastava} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 115, No. 1, Paper No. 1, 21 p. (2021; Zbl 1448.91315) Full Text: DOI
Sheng, Chunguang; Zhang, Degang; Wang, Guangyu; Huang, Yingli Research on risk mechanism of China’s carbon financial market development from the perspective of ecological civilization. (English) Zbl 1447.91171 J. Comput. Appl. Math. 381, Article ID 112990, 10 p. (2021). Reviewer: Reviewer (Berlin) MSC: 91G15 91B76 62P05 PDF BibTeX XML Cite \textit{C. Sheng} et al., J. Comput. Appl. Math. 381, Article ID 112990, 10 p. (2021; Zbl 1447.91171) Full Text: DOI
Dong, Juan; Korobenko, Lyudmila; Sezer, A. Deniz A variation of Merton’s corporate bond valuation model for firms with illiquid but observable assets. (English) Zbl 07353646 Quant. Finance 20, No. 3, 483-497 (2020). Reviewer: Reviewer (Berlin) MSC: 91G50 91G40 93E20 PDF BibTeX XML Cite \textit{J. Dong} et al., Quant. Finance 20, No. 3, 483--497 (2020; Zbl 07353646) Full Text: DOI
Muromskaya, A. A. Ruin probability in models with stochastic premiums. (English. Russian original) Zbl 07351998 Mosc. Univ. Math. Bull. 75, No. 4, 177-180 (2020); translation from Vestn. Mosk. Univ., Ser. I 75, No. 4, 57-61 (2020). Reviewer: Reviewer (Berlin) MSC: 91B 62P 60G 60E PDF BibTeX XML Cite \textit{A. A. Muromskaya}, Mosc. Univ. Math. Bull. 75, No. 4, 177--180 (2020; Zbl 07351998); translation from Vestn. Mosk. Univ., Ser. I 75, No. 4, 57--61 (2020) Full Text: DOI
Meral, Alev Comparison of various risk measures for an optimal portfolio. (English) Zbl 07351439 Acta Univ. Apulensis, Math. Inform. 64, 83-115 (2020). Reviewer: Reviewer (Berlin) MSC: 62-08 65K10 62R07 60H30 PDF BibTeX XML Cite \textit{A. Meral}, Acta Univ. Apulensis, Math. Inform. 64, 83--115 (2020; Zbl 07351439) Full Text: DOI
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Lundberg-type inequalities for non-homogeneous risk models. (English) Zbl 07348572 Stoch. Models 36, No. 4, 661-680 (2020). Reviewer: Reviewer (Berlin) MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 07348572) Full Text: DOI
Behme, Anita; Klüppelberg, Claudia; Reinert, Gesine Ruin probabilities for risk processes in a bipartite network. (English) Zbl 07348568 Stoch. Models 36, No. 4, 548-573 (2020). Reviewer: Reviewer (Berlin) MSC: 60G51 05C80 91B05 PDF BibTeX XML Cite \textit{A. Behme} et al., Stoch. Models 36, No. 4, 548--573 (2020; Zbl 07348568) Full Text: DOI
Shen, Chuan-He; Tian, Meng-Jie; Fu, Yuan-Zhai Analysis of the impact of macroeconomic factors on inter-industry credit risk contagion based on the modified KMV model. (English) Zbl 07346387 J. Nonlinear Convex Anal. 21, No. 7, 1591-1604 (2020). Reviewer: Reviewer (Berlin) MSC: 91G40 62P05 62H05 PDF BibTeX XML Cite \textit{C.-H. Shen} et al., J. Nonlinear Convex Anal. 21, No. 7, 1591--1604 (2020; Zbl 07346387) Full Text: Link
Metzler, A. State dependent correlations in the Vasicek default model. (English) Zbl 1460.60013 Depend. Model. 8, 298-329 (2020). Reviewer: Reviewer (Berlin) MSC: 60E99 62H05 91G40 PDF BibTeX XML Cite \textit{A. Metzler}, Depend. Model. 8, 298--329 (2020; Zbl 1460.60013) Full Text: DOI
Xiao, Hongmin; Wang, Zhankui; Liu, Yuedi Optimal reinsurance of a delayed claims risk model. (Chinese. English summary) Zbl 07339069 J. Sichuan Norm. Univ., Nat. Sci. 43, No. 5, 706-710 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 91B05 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Sichuan Norm. Univ., Nat. Sci. 43, No. 5, 706--710 (2020; Zbl 07339069) Full Text: DOI
Li, Guozhu; Ma, Shixia Time-consistent reinsurance and investment game with default risk under CEV model. (Chinese. English summary) Zbl 07338890 J. Math., Wuhan Univ. 40, No. 6, 662-672 (2020). Reviewer: Reviewer (Berlin) MSC: 91A15 91G05 91G10 91G40 PDF BibTeX XML Cite \textit{G. Li} and \textit{S. Ma}, J. Math., Wuhan Univ. 40, No. 6, 662--672 (2020; Zbl 07338890) Full Text: DOI
Qu, Xinhuai; Ma, Wenqiang; Ding, Birong; Niu, Qian Prediction of automobile dealers’ credit limit based on multidimensional time series SVR. (Chinese. English summary) Zbl 07338770 J. Hefei Univ. Technol., Nat. Sci. 43, No. 10, 1321-1324, 1369 (2020). Reviewer: Reviewer (Berlin) MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{X. Qu} et al., J. Hefei Univ. Technol., Nat. Sci. 43, No. 10, 1321--1324, 1369 (2020; Zbl 07338770) Full Text: DOI
Xiao, Hongmin; Wang, Zhankui The precise large deviations of a bidimensional risk model based on customer arrival. (Chinese. English summary) Zbl 07338344 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 4, 1108-1120 (2020). Reviewer: Reviewer (Berlin) MSC: 60F10 91G05 PDF BibTeX XML Cite \textit{H. Xiao} and \textit{Z. Wang}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 4, 1108--1120 (2020; Zbl 07338344)
Gao, Qingwu; Liu, Xijun; Chai, Chunhong Asymptotic bounds for precise large deviations in a compound risk model under dependence structures. (English) Zbl 07332389 J. Math. Inequal. 14, No. 4, 1067-1082 (2020). Reviewer: Reviewer (Berlin) MSC: 60F10 62P05 91G40 PDF BibTeX XML Cite \textit{Q. Gao} et al., J. Math. Inequal. 14, No. 4, 1067--1082 (2020; Zbl 07332389) Full Text: DOI
Wu, X.; Ralescu, D. A.; Liu, Y. A new quadratic deviation of fuzzy random variable and its application to portfolio optimization. (English) Zbl 1458.91200 Iran. J. Fuzzy Syst. 17, No. 3, 1-18 (2020). Reviewer: Reviewer (Berlin) MSC: 91G10 90C15 90C70 PDF BibTeX XML Cite \textit{X. Wu} et al., Iran. J. Fuzzy Syst. 17, No. 3, 1--18 (2020; Zbl 1458.91200) Full Text: DOI
Curran, Michael; Velic, Adnan The CAPM, national stock market betas, and macroeconomic covariates: a global analysis. (English) Zbl 1460.91278 Open Econ. Rev. 31, No. 4, 787-820 (2020). Reviewer: Reviewer (Berlin) MSC: 91G30 91G45 62P05 PDF BibTeX XML Cite \textit{M. Curran} and \textit{A. Velic}, Open Econ. Rev. 31, No. 4, 787--820 (2020; Zbl 1460.91278) Full Text: DOI
Niu, Yingjie; Yang, Jinqiang; Zou, Zhentao Robust contracts with one-sided commitment. (English) Zbl 07331284 J. Econ. Dyn. Control 117, Article ID 103942, 14 p. (2020). Reviewer: Reviewer (Berlin) MSC: 91 PDF BibTeX XML Cite \textit{Y. Niu} et al., J. Econ. Dyn. Control 117, Article ID 103942, 14 p. (2020; Zbl 07331284) Full Text: DOI
Eckstein, Stephan; Kupper, Michael; Pohl, Mathias Robust risk aggregation with neural networks. (English) Zbl 07326783 Math. Finance 30, No. 4, 1229-1272 (2020). Reviewer: Reviewer (Berlin) MSC: 91G PDF BibTeX XML Cite \textit{S. Eckstein} et al., Math. Finance 30, No. 4, 1229--1272 (2020; Zbl 07326783) Full Text: DOI
Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, Konstantinos; Ritter, Daniel Financial contagion in a stochastic block model. (English) Zbl 1459.91216 Int. J. Theor. Appl. Finance 23, No. 8, Article ID 2050053, 53 p. (2020). Reviewer: Reviewer (Berlin) MSC: 91G45 PDF BibTeX XML Cite \textit{N. Detering} et al., Int. J. Theor. Appl. Finance 23, No. 8, Article ID 2050053, 53 p. (2020; Zbl 1459.91216) Full Text: DOI
Løkka, Arne; Xu, Junwei Optimal liquidation trajectories for the Almgren-Chriss model. (English) Zbl 1459.91177 Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050049, 35 p. (2020). Reviewer: Reviewer (Berlin) MSC: 91G10 60G51 93E20 PDF BibTeX XML Cite \textit{A. Løkka} and \textit{J. Xu}, Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050049, 35 p. (2020; Zbl 1459.91177) Full Text: DOI
Benazzoli, Chiara; Campi, Luciano; Di Persio, Luca Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model. (English) Zbl 1458.91029 Stochastic Processes Appl. 130, No. 11, 6927-6964 (2020). Reviewer: Reviewer (Berlin) MSC: 91A16 91A80 91G45 PDF BibTeX XML Cite \textit{C. Benazzoli} et al., Stochastic Processes Appl. 130, No. 11, 6927--6964 (2020; Zbl 1458.91029) Full Text: DOI
Cheng, Dongya; Yang, Yang; Wang, Xinzhi Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims. (English) Zbl 1460.62198 Japan J. Ind. Appl. Math. 37, No. 3, 657-675 (2020). Reviewer: Reviewer (Berlin) MSC: 62P20 60K10 62G32 62E10 PDF BibTeX XML Cite \textit{D. Cheng} et al., Japan J. Ind. Appl. Math. 37, No. 3, 657--675 (2020; Zbl 1460.62198) Full Text: DOI
Matsumoto, Ken; Makimoto, Naoki Time series prediction with LSTM networks and its application to equity investment. (English) Zbl 1457.91349 Pichl, Lukáš (ed.) et al., Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore. 65-88 (2020). Reviewer: Reviewer (Berlin) MSC: 91G10 91G45 62P05 62M20 PDF BibTeX XML Cite \textit{K. Matsumoto} and \textit{N. Makimoto}, in: Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore. 65--88 (2020; Zbl 1457.91349) Full Text: DOI
Fanelli, Viviana; Maddalena, Lucia A nonlinear dynamic model for credit risk contagion. (English) Zbl 1453.91104 Math. Comput. Simul. 174, 45-58 (2020). Reviewer: Reviewer (Berlin) MSC: 91G45 91G40 PDF BibTeX XML Cite \textit{V. Fanelli} and \textit{L. Maddalena}, Math. Comput. Simul. 174, 45--58 (2020; Zbl 1453.91104) Full Text: DOI
Dong, Hua; Zhao, Xiang-hua Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin. (English) Zbl 07304282 Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349-358 (2020). Reviewer: Reviewer (Berlin) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X.-h. Zhao}, Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349--358 (2020; Zbl 07304282) Full Text: DOI
von Felbert, Alexander Counterparty credit risk in a clearing network. (English) Zbl 1454.91333 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050035, 21 p. (2020). Reviewer: Reviewer (Berlin) MSC: 91G40 91G45 05C90 PDF BibTeX XML Cite \textit{A. von Felbert}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050035, 21 p. (2020; Zbl 1454.91333) Full Text: DOI
Tangpi, Ludovic Efficient hedging under ambiguity in continuous time. (English) Zbl 1457.91392 Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020). Reviewer: Reviewer (Berlin) MSC: 91G20 60H30 60G48 PDF BibTeX XML Cite \textit{L. Tangpi}, Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020; Zbl 1457.91392) Full Text: DOI
Wang, Ximei; Hu, Min; Zhao, Yanlong; Djehiche, Boualem Credit scoring based on the set-valued identification method. (English) Zbl 1455.91263 J. Syst. Sci. Complex. 33, No. 5, 1297-1309 (2020). Reviewer: Reviewer (Berlin) MSC: 91G40 PDF BibTeX XML Cite \textit{X. Wang} et al., J. Syst. Sci. Complex. 33, No. 5, 1297--1309 (2020; Zbl 1455.91263) Full Text: DOI
Bellach, A.; Kosorok, M. R.; Gilbert, P. B.; Fine, J. P. General regression model for the subdistribution of a competing risk under left-truncation and right-censoring. (English) Zbl 1457.62207 Biometrika 107, No. 4, 949-964 (2020). Reviewer: Reviewer (Berlin) MSC: 62J02 62N01 62G07 62P10 PDF BibTeX XML Cite \textit{A. Bellach} et al., Biometrika 107, No. 4, 949--964 (2020; Zbl 1457.62207) Full Text: DOI
Alfonsi, Aurélien; Cherchali, Adel; Infante Acevedo, Jose Arturo A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula. (English) Zbl 1455.91211 Eur. Actuar. J. 10, No. 2, 457-498 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Eur. Actuar. J. 10, No. 2, 457--498 (2020; Zbl 1455.91211) Full Text: DOI
Shapiro, Alexander; Xin, Linwei Technical note – time inconsistency of optimal policies of distributionally robust inventory models. (English) Zbl 1455.90014 Oper. Res. 68, No. 5, 1576-1584 (2020). Reviewer: Reviewer (Berlin) MSC: 90B05 PDF BibTeX XML Cite \textit{A. Shapiro} and \textit{L. Xin}, Oper. Res. 68, No. 5, 1576--1584 (2020; Zbl 1455.90014) Full Text: DOI
Chen, Qingxia; Zhang, Fan; Chen, Ming-Hui; Cong, Xiuyu Julie Estimation of treatment effects and model diagnostics with two-way time-varying treatment switching: an application to a head and neck study. (English) Zbl 1457.62336 Lifetime Data Anal. 26, No. 4, 685-707 (2020). Reviewer: Reviewer (Berlin) MSC: 62P10 62N02 62G10 PDF BibTeX XML Cite \textit{Q. Chen} et al., Lifetime Data Anal. 26, No. 4, 685--707 (2020; Zbl 1457.62336) Full Text: DOI
Liu, Youming; Wu, Cong Point-wise wavelet estimation in the convolution structure density model. (English) Zbl 07296360 J. Fourier Anal. Appl. 26, No. 6, Paper No. 81, 27 p. (2020). Reviewer: Reviewer (Berlin) MSC: 42C40 62G07 62G20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{C. Wu}, J. Fourier Anal. Appl. 26, No. 6, Paper No. 81, 27 p. (2020; Zbl 07296360) Full Text: DOI
Ragulina, Olena Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. (English) Zbl 07296193 Mod. Stoch., Theory Appl. 7, No. 3, 245-265 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 7, No. 3, 245--265 (2020; Zbl 07296193) Full Text: DOI
Liu, Shuren; Deng, Hui Newsvendor model with random emergency procurement cost under CVaR. (English) Zbl 07296097 Nat. Sci. J. Xiangtan Univ. 42, No. 2, 7-17 (2020). Reviewer: Reviewer (Berlin) MSC: 90B05 91B05 PDF BibTeX XML Cite \textit{S. Liu} and \textit{H. Deng}, Nat. Sci. J. Xiangtan Univ. 42, No. 2, 7--17 (2020; Zbl 07296097) Full Text: DOI
Liu, Chao; Li, Jiangyuan; Yu, Haibo; Xie, Qiwei Early warning of financial systemic risk in China: based on Markov regime-switching model. (Chinese. English summary) Zbl 07295784 J. Syst. Eng. 35, No. 4, 515-534 (2020). Reviewer: Reviewer (Berlin) MSC: 91G45 62P05 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Syst. Eng. 35, No. 4, 515--534 (2020; Zbl 07295784) Full Text: DOI
Liu, Ao; Deng, Xudong; Tong, Zeping; Ren, Liang Research advances in peer-to-peer lending. (Chinese. English summary) Zbl 07295778 J. Syst. Eng. 35, No. 3, 402-415 (2020). Reviewer: Reviewer (Berlin) MSC: 91G40 91D30 PDF BibTeX XML Cite \textit{A. Liu} et al., J. Syst. Eng. 35, No. 3, 402--415 (2020; Zbl 07295778) Full Text: DOI
Zhang, Aili; Liu, Zhang On occupation times for compound Poisson risk model with two-step premium rate. (English) Zbl 07295019 Chin. J. Appl. Probab. Stat. 36, No. 3, 261-276 (2020). Reviewer: Reviewer (Berlin) MSC: 60G40 91G40 PDF BibTeX XML Cite \textit{A. Zhang} and \textit{Z. Liu}, Chin. J. Appl. Probab. Stat. 36, No. 3, 261--276 (2020; Zbl 07295019) Full Text: DOI
Brentnall, Adam R.; Cuzick, Jack Risk models for breast cancer and their validation. (English) Zbl 07292493 Stat. Sci. 35, No. 1, 14-30 (2020). Reviewer: Reviewer (Berlin) MSC: 62 PDF BibTeX XML Cite \textit{A. R. Brentnall} and \textit{J. Cuzick}, Stat. Sci. 35, No. 1, 14--30 (2020; Zbl 07292493) Full Text: DOI Euclid
Gao, Niushan; Munari, Cosimo Surplus-invariant risk measures. (English) Zbl 1455.91275 Math. Oper. Res. 45, No. 4, 1342-1370 (2020). Reviewer: Reviewer (Berlin) MSC: 91G70 PDF BibTeX XML Cite \textit{N. Gao} and \textit{C. Munari}, Math. Oper. Res. 45, No. 4, 1342--1370 (2020; Zbl 1455.91275) Full Text: DOI
Bihary, Zsolt; Csóka, Péter; Szabó, Dávid Zoltán Spectral risk measure of holding stocks in the long run. (English) Zbl 1457.91419 Ann. Oper. Res. 295, No. 1, 75-89 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91G15 60G51 PDF BibTeX XML Cite \textit{Z. Bihary} et al., Ann. Oper. Res. 295, No. 1, 75--89 (2020; Zbl 1457.91419) Full Text: DOI
Koutmos, Dimitrios Market risk and Bitcoin returns. (English) Zbl 1455.91262 Ann. Oper. Res. 294, No. 1-2, 453-477 (2020). Reviewer: Reviewer (Berlin) MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{D. Koutmos}, Ann. Oper. Res. 294, No. 1--2, 453--477 (2020; Zbl 1455.91262) Full Text: DOI
Zapletal, František; Šmíd, Martin; Kopa, Miloš Multi-stage emissions management of a steel company. (English) Zbl 1455.90062 Ann. Oper. Res. 292, No. 2, 735-751 (2020). Reviewer: Reviewer (Berlin) MSC: 90B30 90B50 91B05 91B76 90C15 91B42 91B24 PDF BibTeX XML Cite \textit{F. Zapletal} et al., Ann. Oper. Res. 292, No. 2, 735--751 (2020; Zbl 1455.90062) Full Text: DOI
Daher, Wassim; Aydilek, Harun; Saleeby, Elias G. Insider trading with different risk attitudes. (English) Zbl 1451.91184 J. Econ. 131, No. 2, 123-147 (2020). Reviewer: Reviewer (Berlin) MSC: 91G15 91B16 PDF BibTeX XML Cite \textit{W. Daher} et al., J. Econ. 131, No. 2, 123--147 (2020; Zbl 1451.91184) Full Text: DOI
Deng, Chao; Bian, Wenlong; Wu, Baiyi Optimal reinsurance and investment problem with default risk and bounded memory. (English) Zbl 1457.91328 Int. J. Control 93, No. 12, 2982-2994 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{C. Deng} et al., Int. J. Control 93, No. 12, 2982--2994 (2020; Zbl 1457.91328) Full Text: DOI
Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 1454.91211 Scand. Actuar. J. 2020, No. 8, 736-753 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 1454.91211) Full Text: DOI
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 1454.91193 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 1454.91193) Full Text: DOI
Eisenberg, Julia; Mishura, Yuliya Optimising dividends and consumption under an exponential CIR as a discount factor. (English) Zbl 1454.91180 Math. Methods Oper. Res. 92, No. 2, 285-309 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 91B42 93E20 60J70 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{Y. Mishura}, Math. Methods Oper. Res. 92, No. 2, 285--309 (2020; Zbl 1454.91180) Full Text: DOI
Nadeb, Hossein; Torabi, Hamzeh; Dolati, Ali Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model. (English) Zbl 1454.91203 N. Am. Actuar. J. 24, No. 3, 475-487 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 PDF BibTeX XML Cite \textit{H. Nadeb} et al., N. Am. Actuar. J. 24, No. 3, 475--487 (2020; Zbl 1454.91203) Full Text: DOI
Wang, Jindong; Xu, Wei Risk-based capital for variable annuity under stochastic interest rate. (English) Zbl 1454.91207 ASTIN Bull. 50, No. 3, 959-999 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{J. Wang} and \textit{W. Xu}, ASTIN Bull. 50, No. 3, 959--999 (2020; Zbl 1454.91207) Full Text: DOI
Fernholz, Ricardo T.; Fernholz, Robert Zipf’s law for Atlas models. (English) Zbl 1457.60108 J. Appl. Probab. 57, No. 4, 1276-1297 (2020). Reviewer: Reviewer (Berlin) MSC: 60H30 91D20 91G70 PDF BibTeX XML Cite \textit{R. T. Fernholz} and \textit{R. Fernholz}, J. Appl. Probab. 57, No. 4, 1276--1297 (2020; Zbl 1457.60108) Full Text: DOI
Boudreault, Mathieu; Grenier, Patrick; Pigeon, Mathieu; Potvin, Jean-Mathieu; Turcotte, Richard Pricing flood insurance with a hierarchical physics-based model. (English) Zbl 1454.91165 N. Am. Actuar. J. 24, No. 2, 251-274 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 86A08 86A05 PDF BibTeX XML Cite \textit{M. Boudreault} et al., N. Am. Actuar. J. 24, No. 2, 251--274 (2020; Zbl 1454.91165) Full Text: DOI
Escobar, John Willmer; Marin, Andres Arroyo; Lince, Juan David Multi-objective mathematical model for the redesign of supply chains considering financial criteria optimisation and scenarios. (English) Zbl 1452.90059 Int. J. Math. Oper. Res. 16, No. 2, 238-256 (2020). Reviewer: Reviewer (Berlin) MSC: 90B06 90C05 90C11 90C29 PDF BibTeX XML Cite \textit{J. W. Escobar} et al., Int. J. Math. Oper. Res. 16, No. 2, 238--256 (2020; Zbl 1452.90059) Full Text: DOI
Liu, Sheen; Qi, Howard; Xie, Yan Alice From equity to default correlation with taxes. (English) Zbl 1454.91228 Quant. Finance 20, No. 8, 1373-1388 (2020). Reviewer: Reviewer (Berlin) MSC: 91G10 91G20 91G40 PDF BibTeX XML Cite \textit{S. Liu} et al., Quant. Finance 20, No. 8, 1373--1388 (2020; Zbl 1454.91228) Full Text: DOI
Chalamandaris, George Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective. (English) Zbl 1454.91276 Quant. Finance 20, No. 7, 1101-1122 (2020). Reviewer: Reviewer (Berlin) MSC: 91G20 91G40 PDF BibTeX XML Cite \textit{G. Chalamandaris}, Quant. Finance 20, No. 7, 1101--1122 (2020; Zbl 1454.91276) Full Text: DOI
dos Reis, G.; Pfeuffer, M.; Smith, G. Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations. (English) Zbl 1453.91102 Quant. Finance 20, No. 7, 1069-1083 (2020). Reviewer: Reviewer (Berlin) MSC: 91G40 60G55 62F15 PDF BibTeX XML Cite \textit{G. dos Reis} et al., Quant. Finance 20, No. 7, 1069--1083 (2020; Zbl 1453.91102) Full Text: DOI
Belkina, T. A.; Konyukhova, N. B.; Slavko, B. V. Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations. (English. Russian original) Zbl 07282629 Comput. Math. Math. Phys. 60, No. 10, 1621-1641 (2020); translation from Zh. Vychisl. Mat. Mat. Fiz. 60, No. 10, 1676-1696 (2020). Reviewer: Reviewer (Berlin) MSC: 91G05 PDF BibTeX XML Cite \textit{T. A. Belkina} et al., Comput. Math. Math. Phys. 60, No. 10, 1621--1641 (2020; Zbl 07282629); translation from Zh. Vychisl. Mat. Mat. Fiz. 60, No. 10, 1676--1696 (2020) Full Text: DOI