de Loynes, Basile; Navarro, Fabien; Olivier, Baptiste Data-driven thresholding in denoising with spectral graph wavelet transform. (English) Zbl 07309593 J. Comput. Appl. Math. 389, Article ID 113319, 13 p. (2021). MSC: 05C 11F 58J 05 PDF BibTeX XML Cite \textit{B. de Loynes} et al., J. Comput. Appl. Math. 389, Article ID 113319, 13 p. (2021; Zbl 07309593) Full Text: DOI
Baumann, Florian; Friehe, Tim Products liability, consumer misperceptions, and the allocation of consumers to firms. (English) Zbl 07308197 Econ. Lett. 198, Article ID 109658, 5 p. (2021). MSC: 91B42 91B32 91A20 91A80 PDF BibTeX XML Cite \textit{F. Baumann} and \textit{T. Friehe}, Econ. Lett. 198, Article ID 109658, 5 p. (2021; Zbl 07308197) Full Text: DOI
Bagliano, Fabio C.; Fugazza, Carolina; Nicodano, Giovanna Life-cycle welfare losses from rules-of-thumb asset allocation. (English) Zbl 07308194 Econ. Lett. 198, Article ID 109655, 8 p. (2021). MSC: 91G10 91B39 91B42 PDF BibTeX XML Cite \textit{F. C. Bagliano} et al., Econ. Lett. 198, Article ID 109655, 8 p. (2021; Zbl 07308194) 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). 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
Wang, Wenyuan; Zhou, Xiaowen A drawdown reflected spectrally negative Lévy process. (English) Zbl 07306263 J. Theor. Probab. 34, No. 1, 283-306 (2021). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, J. Theor. Probab. 34, No. 1, 283--306 (2021; Zbl 07306263) Full Text: DOI
Deng, Yulin; Xu, Hongfeng; Wu, Jie Optimization of blockchain investment portfolio under artificial bee colony algorithm. (English) Zbl 07305121 J. Comput. Appl. Math. 385, Article ID 113199, 12 p. (2021). MSC: 91G10 90C59 PDF BibTeX XML Cite \textit{Y. Deng} et al., J. Comput. Appl. Math. 385, Article ID 113199, 12 p. (2021; Zbl 07305121) 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 07299600 Eur. J. Control 57, 205-221 (2021). MSC: 91G15 91G45 93E10 93E11 PDF BibTeX XML Cite \textit{X. Gu} et al., Eur. J. Control 57, 205--221 (2021; Zbl 07299600) Full Text: DOI
Chatterjee, Samrat; Brigantic, Robert T.; Waterworth, Angela M. Applied risk analysis for guiding homeland security policy and decisions (to appear). (English) Zbl 07286288 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-28746-9/hbk). 582 p. (2021). MSC: 91-01 91B05 91B06 91F10 PDF BibTeX XML Cite \textit{S. Chatterjee} et al., Applied risk analysis for guiding homeland security policy and decisions (to appear). Hoboken, NJ: John Wiley \& Sons (2021; Zbl 07286288)
Chiou, Wan-Jiun Paul; Yu, Jing-Rung Advancement of optimal portfolio models with short-sales and transaction costs: methodology and effectiveness. (English) Zbl 07283316 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3649-3674 (2021). 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 07283316) Full Text: DOI
Chiou, Paul; Lee, Cheng Few Sharpe performance measure and Treynor performance measure approach to portfolio analysis. (English) Zbl 07283294 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2801-2838 (2021). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{P. Chiou} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2801--2838 (2021; Zbl 07283294) Full Text: DOI
Lee, Cheng Few Utility theory, capital asset allocation, and Markowitz portfolio-selection model. (English) Zbl 07283292 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2713-2756 (2021). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2713--2756 (2021; Zbl 07283292) Full Text: DOI
Lee, Cheng Few Market model, CAPM, and beta forecasting. (English) Zbl 07283291 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2673-2711 (2021). 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 07283291) Full Text: DOI
Chen, Son-Nan; Lee, Cheng Few The sampling relationship between Sharpe’s performance measure and its risk proxy: sample size, investment horizon and market conditions. (English) Zbl 07283281 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2419-2435 (2021). MSC: 91G10 91G20 91G70 PDF BibTeX XML Cite \textit{S.-N. Chen} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2419--2435 (2021; Zbl 07283281) Full Text: DOI
Karson, Marvin J.; Cheng, David C.; Lee, Cheng Few Sampling distribution of the relative risk aversion estimator: theory and applications. (English) Zbl 1451.91189 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323-2335 (2021). MSC: 91G15 91B16 PDF BibTeX XML Cite \textit{M. J. Karson} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323--2335 (2021; Zbl 1451.91189) Full Text: DOI
Lee, Cheng Few; Jen, Frank C. Effects of measurement errors on systematic risk and performance measure of a portfolio. (English) Zbl 07283274 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2251-2263 (2021). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{C. F. Lee} and \textit{F. C. Jen}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2251--2263 (2021; Zbl 07283274) 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). 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
Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng Simultaneously capturing multiple dependence features in bank risk integration: a mixture copula framework. (English) Zbl 07283250 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1485-1518 (2021). MSC: 91G40 62P05 62H05 PDF BibTeX XML Cite \textit{X. Zhu} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1485--1518 (2021; Zbl 07283250) 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). 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
Lee, Cheng Few (ed.); Lee, John C. (ed.) Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. (English) Zbl 1446.91004 Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). xli, 3517-4881 (2021). MSC: 91-00 62-00 68-00 91G70 91G80 62P05 68T05 00B15 PDF BibTeX XML Cite \textit{C. F. Lee} (ed.) and \textit{J. C. Lee} (ed.), Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (2021; Zbl 1446.91004) Full Text: DOI
Lee, Cheng Few (ed.); Lee, John C. (ed.) Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. (English) Zbl 1446.91003 Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). xli, 2337-3516 (2021). MSC: 91-00 62-00 68-00 91G70 91G80 62P05 68T05 00B15 PDF BibTeX XML Cite \textit{C. F. Lee} (ed.) and \textit{J. C. Lee} (ed.), Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (2021; Zbl 1446.91003) Full Text: DOI
Lee, Cheng Few (ed.); Lee, John C. (ed.) Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. (English) Zbl 1446.91002 Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). xli, 1025-2335 (2021). MSC: 91-00 62-00 68-00 91G70 91G80 62P05 68T05 00B15 PDF BibTeX XML Cite \textit{C. F. Lee} (ed.) and \textit{J. C. Lee} (ed.), Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (2021; Zbl 1446.91002) Full Text: DOI
Gul, Muhammet; Mete, Suleyman; Serin, Faruk; Celik, Erkan Fine-Kinney-based fuzzy multi-criteria occupational risk assessment. Approaches, case studies and Python applications. (English) Zbl 07247114 Studies in Fuzziness and Soft Computing 398. Cham: Springer (ISBN 978-3-030-52147-9/hbk; 978-3-030-52148-6/ebook). xv, 163 p. (2021). MSC: 91-02 91B05 91B86 PDF BibTeX XML Cite \textit{M. Gul} et al., Fine-Kinney-based fuzzy multi-criteria occupational risk assessment. Approaches, case studies and Python applications. Cham: Springer (2021; Zbl 07247114) Full Text: DOI
Lee, Cheng Few (ed.); Lee, John C. (ed.) Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. (English) Zbl 1446.91001 Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). xli, 1024 p. (2021). MSC: 91-00 62-00 68-00 91G70 91G80 62P05 68T05 00B15 PDF BibTeX XML Cite \textit{C. F. Lee} (ed.) and \textit{J. C. Lee} (ed.), Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (2021; Zbl 1446.91001) Full Text: DOI
Malinovskii, Vsevolod K. Insurance planning models. Price competition and regulation of financial stability (to appear). (English) Zbl 07131200 Hackensack, NJ: World Scientific (ISBN 978-981-120-465-4/hbk). 350 p. (2021). MSC: 91-02 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insurance planning models. Price competition and regulation of financial stability (to appear). Hackensack, NJ: World Scientific (2021; Zbl 07131200) Full Text: DOI
Wu, Peng; Zhao, Hongyong Modeling and dynamics of HIV transmission among high-risk groups in Guangzhou City, China. (English) Zbl 07315425 J. Appl. Anal. Comput. 10, No. 4, 1561-1587 (2020). MSC: 37C75 92D30 PDF BibTeX XML Cite \textit{P. Wu} and \textit{H. Zhao}, J. Appl. Anal. Comput. 10, No. 4, 1561--1587 (2020; Zbl 07315425) Full Text: DOI
Al-Talib, Mohammad; Al-Kadiri, Mohammad; Al-Masri, Abedel-Qader Acceptance sampling plans based on truncated life tests for the Marshall-Olkin inverse gamma distribution. (English) Zbl 07314244 Jordan J. Math. Stat. 13, No. 3, 421-438 (2020). MSC: 62D05 62N05 PDF BibTeX XML Cite \textit{M. Al-Talib} et al., Jordan J. Math. Stat. 13, No. 3, 421--438 (2020; Zbl 07314244) Full Text: Link
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 07312353 Stochastic Processes Appl. 130, No. 11, 6927-6964 (2020). MSC: 91A16 91A80 91G45 PDF BibTeX XML Cite \textit{C. Benazzoli} et al., Stochastic Processes Appl. 130, No. 11, 6927--6964 (2020; Zbl 07312353) 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 07309985 Japan J. Ind. Appl. Math. 37, No. 3, 657-675 (2020). MSC: 62P20 62G32 62E10 PDF BibTeX XML Cite \textit{D. Cheng} et al., Japan J. Ind. Appl. Math. 37, No. 3, 657--675 (2020; Zbl 07309985) Full Text: DOI
Ullah, Azmat; Huang, Wenpo; Jiang, Wei Product and after-sales maintenance service pricing decisions in a risk-averse supply chain. (English) Zbl 07309391 Asia-Pac. J. Oper. Res. 37, No. 6, Article ID 2050031, 42 p. (2020). MSC: 90B05 90B25 91A10 90B50 PDF BibTeX XML Cite \textit{A. Ullah} et al., Asia-Pac. J. Oper. Res. 37, No. 6, Article ID 2050031, 42 p. (2020; Zbl 07309391) Full Text: DOI
Matsumoto, Ken; Makimoto, Naoki Time series prediction with LSTM networks and its application to equity investment. (English) Zbl 07306690 Pichl, Lukáš (ed.) et al., Advanced studies of financial technologies and cryptocurrency markets. Springer: Singapore (ISBN 978-981-15-4497-2/hbk; 978-981-15-4498-9/ebook). 65-88 (2020). 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 07306690) Full Text: DOI
Koutsouri, Aikaterini; Petch, Michael; Knottenbelt, William J. Stress testing diversified portfolios: the case of the CoinShares gold and cryptoassets index. (English) Zbl 07304452 Pardalos, Panos (ed.) et al., Mathematical research for blockchain economy. Proceedings of the 2nd international conference on mathematical research for blockchain economy, MARBLE 2020, Vilamoura, Portugal, June 8–10, 2020. Cham: Springer (ISBN 978-3-030-53355-7/hbk; 978-3-030-53356-4/ebook). Springer Proceedings in Business and Economics, 43-64 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Koutsouri} et al., in: Mathematical research for blockchain economy. Proceedings of the 2nd international conference on mathematical research for blockchain economy, MARBLE 2020, Vilamoura, Portugal, June 8--10, 2020. Cham: Springer. 43--64 (2020; Zbl 07304452) 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). 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
Paraschiv, Florentina; Reese, Stine Marie; Skjelstad, Margrethe Ringkjøb Portfolio stress testing applied to commodity futures. (English) Zbl 07304209 Comput. Manag. Sci. 17, No. 2, 203-240 (2020). MSC: 90B PDF BibTeX XML Cite \textit{F. Paraschiv} et al., Comput. Manag. Sci. 17, No. 2, 203--240 (2020; Zbl 07304209) Full Text: DOI
von Felbert, Alexander Counterparty credit risk in a clearing network. (English) Zbl 07303453 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050035, 21 p. (2020). 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 07303453) Full Text: DOI
Guilfoos, Todd; Pape, Andreas Duus Estimating case-based learning. (English) Zbl 07301449 Games 11, No. 3, Paper No. 38, 25 p. (2020). MSC: 91A26 91A05 91B05 PDF BibTeX XML Cite \textit{T. Guilfoos} and \textit{A. D. Pape}, Games 11, No. 3, Paper No. 38, 25 p. (2020; Zbl 07301449) Full Text: DOI
Adriani, Fabrizio; Sonderegger, Silvia Optimal similarity judgments in intertemporal choice (and beyond). (English) Zbl 07300988 J. Econ. Theory 190, Article ID 105097, 31 p. (2020). MSC: 91B06 PDF BibTeX XML Cite \textit{F. Adriani} and \textit{S. Sonderegger}, J. Econ. Theory 190, Article ID 105097, 31 p. (2020; Zbl 07300988) Full Text: DOI
Xing, Guodong; Yang, Shanchao First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation. (English) Zbl 07300303 J. Syst. Sci. Complex. 33, No. 5, 1533-1544 (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{G. Xing} and \textit{S. Yang}, J. Syst. Sci. Complex. 33, No. 5, 1533--1544 (2020; Zbl 07300303) Full Text: DOI
Koutras, Vasileios M.; Koutras, Markos V. Exact distribution of random order statistics and applications in risk management. (English) Zbl 07297570 Methodol. Comput. Appl. Probab. 22, No. 4, 1539-1558 (2020). MSC: 62E15 62G30 60J10 62P05 91B05 91G40 PDF BibTeX XML Cite \textit{V. M. Koutras} and \textit{M. V. Koutras}, Methodol. Comput. Appl. Probab. 22, No. 4, 1539--1558 (2020; Zbl 07297570) Full Text: DOI
Gajek, Lesław; Rudź, Marcin Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model. (English) Zbl 07297568 Methodol. Comput. Appl. Probab. 22, No. 4, 1507-1528 (2020). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1507--1528 (2020; Zbl 07297568) Full Text: DOI
Gajek, Lesław; Rudź, Marcin Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model. (English) Zbl 07297567 Methodol. Comput. Appl. Probab. 22, No. 4, 1493-1506 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J20 60J22 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1493--1506 (2020; Zbl 07297567) Full Text: DOI
Gollier, Christian Aversion to risk of regret and preference for positively skewed risks. (English) Zbl 07297144 Econ. Theory 70, No. 4, 913-941 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{C. Gollier}, Econ. Theory 70, No. 4, 913--941 (2020; Zbl 07297144) Full Text: DOI
Bourgey, Florian; Gobet, Emmanuel; Rey, Clément Metamodel of a large credit risk portfolio in the Gaussian copula model. (English) Zbl 07296666 SIAM J. Financ. Math. 11, No. 4, 1098-1136 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 91G40 91G10 41A10 PDF BibTeX XML Cite \textit{F. Bourgey} et al., SIAM J. Financ. Math. 11, No. 4, 1098--1136 (2020; Zbl 07296666) Full Text: DOI
Chung, Szu-Chi; Wang, Shao-Hsuan; Niu, Po-Yao; Huang, Su-Yun; Chang, Wei-Hau; Tu, I-Ping Two-stage dimension reduction for noisy high-dimensional images and application to cryogenic electron microscopy. (English) Zbl 07296441 Ann. Math. Sci. Appl. 5, No. 2, 283-316 (2020). MSC: 62P30 62P35 62H25 62H35 62M40 62B10 94A08 PDF BibTeX XML Cite \textit{S.-C. Chung} et al., Ann. Math. Sci. Appl. 5, No. 2, 283--316 (2020; Zbl 07296441) Full Text: DOI
Yang, Hongzhi; Zhang, Wenjie; Xi, Xiaoning; Liu, Yunge; Zhai, Ting Research on supply chain finance game based on accounts receivable model in blockchain environment. (Chinese. English summary) Zbl 07296071 Math. Pract. Theory 50, No. 13, 313-320 (2020). MSC: 91G40 91A80 90B06 PDF BibTeX XML Cite \textit{H. Yang} et al., Math. Pract. Theory 50, No. 13, 313--320 (2020; Zbl 07296071)
Liu, Weiqi; Zheng, Rui Risk preference and reversal from the perspective of overreaction. (Chinese. English summary) Zbl 07295785 J. Syst. Eng. 35, No. 4, 535-543 (2020). MSC: 91G15 91G10 PDF BibTeX XML Cite \textit{W. Liu} and \textit{R. Zheng}, J. Syst. Eng. 35, No. 4, 535--543 (2020; Zbl 07295785) Full Text: DOI
Tian, Yongchao; Yu, Liying Technology innovation risk evaluation based on interval value intuitionistic fuzzy sets. (Chinese. English summary) Zbl 07295664 J. Shanghai Univ., Nat. Sci. 26, No. 2, 292-300 (2020). MSC: 90B50 03E72 PDF BibTeX XML Cite \textit{Y. Tian} and \textit{L. Yu}, J. Shanghai Univ., Nat. Sci. 26, No. 2, 292--300 (2020; Zbl 07295664) Full Text: DOI
Li, Fengying; Bai, Wei Multi-period optimal investment-consumption strategy with environmental uncertainty and death risk. (English) Zbl 07295583 J. Northwest Norm. Univ., Nat. Sci. 56, No. 4, 30-35 (2020). MSC: 91G10 91B42 90C39 PDF BibTeX XML Cite \textit{F. Li} and \textit{W. Bai}, J. Northwest Norm. Univ., Nat. Sci. 56, No. 4, 30--35 (2020; Zbl 07295583) 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). MSC: 60G40 91B30 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
Bi, Junna; Li, Minhan Optimal mean-variance investment-reinsurance problem with constrained controls by the new Basel regulations for an insurer. (Chinese. English summary) Zbl 07294911 Acta Math. Sin., Chin. Ser. 63, No. 1, 61-76 (2020). MSC: 62P05 91B05 91G10 PDF BibTeX XML Cite \textit{J. Bi} and \textit{M. Li}, Acta Math. Sin., Chin. Ser. 63, No. 1, 61--76 (2020; Zbl 07294911)
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 07294878 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 PDF BibTeX XML Cite \textit{Y. Deng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501--514 (2020; Zbl 07294878)
Masuhr, Andreas; Trede, Mark Bayesian estimation of generalized partition of unity copulas. (English) Zbl 07294489 Depend. Model. 8, 119-131 (2020). MSC: 62H05 62H12 62G07 62P20 91B05 PDF BibTeX XML Cite \textit{A. Masuhr} and \textit{M. Trede}, Depend. Model. 8, 119--131 (2020; Zbl 07294489) Full Text: DOI
Montes-Rojas, Gabriel; Elosegui, Pedro Network ANOVA random effects models for node attributes. (English) Zbl 07294467 J. Dyn. Games 7, No. 3, 239-252 (2020). MSC: 05C82 68R10 91G45 PDF BibTeX XML Cite \textit{G. Montes-Rojas} and \textit{P. Elosegui}, J. Dyn. Games 7, No. 3, 239--252 (2020; Zbl 07294467) Full Text: DOI
Gorelov, M. A.; Ereshko, F. I. Awareness and control decentralization: stochastic case. (English. Russian original) Zbl 07294347 Autom. Remote Control 81, No. 1, 41-52 (2020); translation from Avtom. Telemekh. 2020, No. 1, 52-66 (2020). MSC: 91B06 91A13 91A14 PDF BibTeX XML Cite \textit{M. A. Gorelov} and \textit{F. I. Ereshko}, Autom. Remote Control 81, No. 1, 41--52 (2020; Zbl 07294347); translation from Avtom. Telemekh. 2020, No. 1, 52--66 (2020) Full Text: DOI
Saldi, Naci; Başar, Tamer; Raginsky, Maxim Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games. (English) Zbl 07291329 Math. Oper. Res. 45, No. 4, 1596-1620 (2020). MSC: 91A16 91A50 91A11 PDF BibTeX XML Cite \textit{N. Saldi} et al., Math. Oper. Res. 45, No. 4, 1596--1620 (2020; Zbl 07291329) Full Text: DOI
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. Characterization, robustness, and aggregation of signed Choquet integrals. (English) Zbl 07291304 Math. Oper. Res. 45, No. 3, 993-1015 (2020). MSC: 91B05 62G35 91G10 PDF BibTeX XML Cite \textit{R. Wang} et al., Math. Oper. Res. 45, No. 3, 993--1015 (2020; Zbl 07291304) Full Text: DOI
Liu, Ran; Hou, Lin-Xiu; Liu, Hu-Chen; Lin, Wanlong Occupational health and safety risk assessment using an integrated SWARA-MABAC model under bipolar fuzzy environment. (English) Zbl 07291021 Comput. Appl. Math. 39, No. 4, Paper No. 276, 16 p. (2020). MSC: 90B25 90B50 91B06 PDF BibTeX XML Cite \textit{R. Liu} et al., Comput. Appl. Math. 39, No. 4, Paper No. 276, 16 p. (2020; Zbl 07291021) Full Text: DOI
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia Enhanced index tracking with CVaR-based ratio measures. (English) Zbl 07290763 Ann. Oper. Res. 292, No. 2, 883-931 (2020). MSC: 91G10 91G70 60E15 90C05 90C29 PDF BibTeX XML Cite \textit{G. Guastaroba} et al., Ann. Oper. Res. 292, No. 2, 883--931 (2020; Zbl 07290763) Full Text: DOI
Zapletal, František; Šmíd, Martin; Kopa, Miloš Multi-stage emissions management of a steel company. (English) Zbl 07290757 Ann. Oper. Res. 292, No. 2, 735-751 (2020). 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 07290757) 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). 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
Witkovský, Viktor; Wimmer, Gejza; Duby, Tomas Estimating the distribution of a stochastic sum of IID random variables. (English) Zbl 07289675 Math. Slovaca 70, No. 3, 759-774 (2020). MSC: 91B30 PDF BibTeX XML Cite \textit{V. Witkovský} et al., Math. Slovaca 70, No. 3, 759--774 (2020; Zbl 07289675) Full Text: DOI
Zhang, Lianzeng; Liu, He Correction to “On a discrete-time risk model with time-dependent claims and impulsive dividend payments”. (English) Zbl 07286469 Scand. Actuar. J. 2020, No. 8, i-ii (2020). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, i-ii (2020; Zbl 07286469) Full Text: DOI
Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 07286467 Scand. Actuar. J. 2020, No. 8, 736-753 (2020). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 07286467) Full Text: DOI
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 07286466 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 07286466) Full Text: DOI
Nguyen, Kien S. Volatility and specific risk toward family’s performance in an emerging country. (English) Zbl 07286179 Asia-Pac. Financ. Mark. 27, No. 3, 363-386 (2020). MSC: 91B38 91B16 PDF BibTeX XML Cite \textit{K. S. Nguyen}, Asia-Pac. Financ. Mark. 27, No. 3, 363--386 (2020; Zbl 07286179) Full Text: DOI
Jain, Shrey; Chakrabarty, Siddhartha P. Does marginal VaR lead to improved performance of managed portfolios: a study of S&P BSE 100 and S&P BSE 200. (English) Zbl 07286176 Asia-Pac. Financ. Mark. 27, No. 2, 291-323 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{S. Jain} and \textit{S. P. Chakrabarty}, Asia-Pac. Financ. Mark. 27, No. 2, 291--323 (2020; Zbl 07286176) Full Text: DOI
Miyahara, Yoshio Inner rate of risk aversion (IRRA) and its applications to investment selection. (English) Zbl 07286172 Asia-Pac. Financ. Mark. 27, No. 2, 193-212 (2020). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{Y. Miyahara}, Asia-Pac. Financ. Mark. 27, No. 2, 193--212 (2020; Zbl 07286172) Full Text: DOI
Eisenberg, Julia; Mishura, Yuliya Optimising dividends and consumption under an exponential CIR as a discount factor. (English) Zbl 07285840 Math. Methods Oper. Res. 92, No. 2, 285-309 (2020). 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 07285840) Full Text: DOI
Frahm, Gabriel Statistical properties of estimators for the log-optimal portfolio. (English) Zbl 07285831 Math. Methods Oper. Res. 92, No. 1, 1-32 (2020). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{G. Frahm}, Math. Methods Oper. Res. 92, No. 1, 1--32 (2020; Zbl 07285831) Full Text: DOI
Rohde, Angelika; Steinberger, Lukas Geometrizing rates of convergence under local differential privacy constraints. (English) Zbl 07285309 Ann. Stat. 48, No. 5, 2646-2670 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62R10 62G05 62G07 62C20 PDF BibTeX XML Cite \textit{A. Rohde} and \textit{L. Steinberger}, Ann. Stat. 48, No. 5, 2646--2670 (2020; Zbl 07285309) Full Text: DOI Euclid
Schmidt-Hieber, Johannes Rejoinder: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 07285278 Ann. Stat. 48, No. 4, 1916-1921 (2020). MSC: 62G08 62M45 62C20 PDF BibTeX XML Cite \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 4, 1916--1921 (2020; Zbl 07285278) Full Text: DOI Euclid
Shamir, Ohad Discussion of: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 07285277 Ann. Stat. 48, No. 4, 1911-1915 (2020). MSC: 62G08 62M45 62C20 PDF BibTeX XML Cite \textit{O. Shamir}, Ann. Stat. 48, No. 4, 1911--1915 (2020; Zbl 07285277) Full Text: DOI Euclid
Schmidt-Hieber, Johannes Nonparametric regression using deep neural networks with ReLU activation function. (English) Zbl 07285276 Ann. Stat. 48, No. 4, 1875-1897 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G08 62M45 62C20 42C40 PDF BibTeX XML Cite \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 4, 1875--1897 (2020; Zbl 07285276) Full Text: DOI Euclid
Klüppelberg, Claudia; Seifert, Miriam Isabel Explicit results on conditional distributions of generalized exponential mixtures. (English) Zbl 07284515 J. Appl. Probab. 57, No. 3, 760-774 (2020). MSC: 62E10 60E05 60K10 90B25 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. I. Seifert}, J. Appl. Probab. 57, No. 3, 760--774 (2020; Zbl 07284515) Full Text: DOI
Bianchi, Michele Leonardo; Tassinari, Gian Luca Forward-looking portfolio selection with multivariate non-Gaussian models. (English) Zbl 07282799 Quant. Finance 20, No. 10, 1645-1661 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{M. L. Bianchi} and \textit{G. L. Tassinari}, Quant. Finance 20, No. 10, 1645--1661 (2020; Zbl 07282799) Full Text: DOI
Liu, Sheen; Qi, Howard; Xie, Yan Alice From equity to default correlation with taxes. (English) Zbl 07282782 Quant. Finance 20, No. 8, 1373-1388 (2020). MSC: 91G10 91G20 91G40 PDF BibTeX XML Cite \textit{S. Liu} et al., Quant. Finance 20, No. 8, 1373--1388 (2020; Zbl 07282782) Full Text: DOI
Sundararajan, Mukund; Yan, Qiqi Robust mechanisms for risk-averse sellers. (English) Zbl 1452.91168 Games Econ. Behav. 124, 644-658 (2020). MSC: 91B26 91B03 PDF BibTeX XML Cite \textit{M. Sundararajan} and \textit{Q. Yan}, Games Econ. Behav. 124, 644--658 (2020; Zbl 1452.91168) Full Text: DOI
Du, Zaichao; Pei, Pei Backtesting portfolio value-at-risk with estimated portfolio weights. (English) Zbl 1452.91288 J. Time Ser. Anal. 41, No. 5, 605-619 (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{Z. Du} and \textit{P. Pei}, J. Time Ser. Anal. 41, No. 5, 605--619 (2020; Zbl 1452.91288) Full Text: DOI
Chen, Lv; Shen, Yang; Su, Jianxi A continuous-time theory of reinsurance chains. (English) Zbl 1452.91266 Insur. Math. Econ. 95, 129-146 (2020). MSC: 91G05 91A65 91A80 91G45 PDF BibTeX XML Cite \textit{L. Chen} et al., Insur. Math. Econ. 95, 129--146 (2020; Zbl 1452.91266) Full Text: DOI
Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei Pareto-optimal insurance contracts with premium budget and minimum charge constraints. (English) Zbl 1452.91257 Insur. Math. Econ. 95, 17-27 (2020). MSC: 91G05 91B41 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 95, 17--27 (2020; Zbl 1452.91257) Full Text: DOI
He, Lin; Liang, Zongxia; Yuan, Fengyi Optimal DB-PAYGO pension management towards a habitual contribution rate. (English) Zbl 07275971 Insur. Math. Econ. 94, 125-141 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{L. He} et al., Insur. Math. Econ. 94, 125--141 (2020; Zbl 07275971) Full Text: DOI
Quiggin, John; Chambers, Robert G. Comparative risk aversion for state-dependent preferences. (English) Zbl 1448.91108 Bosi, Gianni (ed.) et al., Mathematical topics on representations of ordered structures and utility theory. Essays in honor of Professor Ghanshyam B. Mehta. Cham: Springer. Stud. Syst. Decis. Control 263, 353-368 (2020). MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{J. Quiggin} and \textit{R. G. Chambers}, Stud. Syst. Decis. Control 263, 353--368 (2020; Zbl 1448.91108) Full Text: DOI
Kim, Iltae; Kim, Soojong; Ryu, Suyeol Some relationships among FSD shifts and R-S increases in risk. (English) Zbl 1452.91091 Hosoe, Moriki (ed.) et al., Applied economic analysis of information and risk. Singapore: Springer. 179-185 (2020). MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{I. Kim} et al., in: Applied economic analysis of information and risk. Singapore: Springer. 179--185 (2020; Zbl 1452.91091) Full Text: DOI
Kim, Iltae; Ryu, Suyeol General stochastic dominance rules. (English) Zbl 1452.91092 Hosoe, Moriki (ed.) et al., Applied economic analysis of information and risk. Singapore: Springer. 127-140 (2020). MSC: 91B06 91B16 60E15 PDF BibTeX XML Cite \textit{I. Kim} and \textit{S. Ryu}, in: Applied economic analysis of information and risk. Singapore: Springer. 127--140 (2020; Zbl 1452.91092) Full Text: DOI
Lebeau, Lucie Credit frictions and participation in over-the-counter markets. (English) Zbl 1452.91320 J. Econ. Theory 189, Article ID 105100, 37 p. (2020). MSC: 91G40 91A05 91A20 91A80 PDF BibTeX XML Cite \textit{L. Lebeau}, J. Econ. Theory 189, Article ID 105100, 37 p. (2020; Zbl 1452.91320) Full Text: DOI
Palmowski, Zbigniew; Pérez, José Luis; Surya, Budhi Arta; Yamazaki, Kazutoshi The Leland-Toft optimal capital structure model under Poisson observations. (English) Zbl 07272725 Finance Stoch. 24, No. 4, 1035-1082 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G40 60G51 PDF BibTeX XML Cite \textit{Z. Palmowski} et al., Finance Stoch. 24, No. 4, 1035--1082 (2020; Zbl 07272725) Full Text: DOI
Bansal, Saurabh; Gutierrez, Genaro J. Estimating uncertainties using judgmental forecasts with expert heterogeneity. (English) Zbl 07271247 Oper. Res. 68, No. 2, 363-380 (2020). MSC: 62M20 62C05 62P30 PDF BibTeX XML Cite \textit{S. Bansal} and \textit{G. J. Gutierrez}, Oper. Res. 68, No. 2, 363--380 (2020; Zbl 07271247) Full Text: DOI
Calvia, Alessandro; Gianin, Emanuela Rosazza Risk measures and progressive enlargement of filtration: a BSDE approach. (English) Zbl 1452.91331 SIAM J. Financ. Math. 11, No. 3, 815-848 (2020). MSC: 91G70 60H30 60J70 PDF BibTeX XML Cite \textit{A. Calvia} and \textit{E. R. Gianin}, SIAM J. Financ. Math. 11, No. 3, 815--848 (2020; Zbl 1452.91331) Full Text: DOI
Chinot, Geoffrey ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels. (English) Zbl 07270271 Electron. J. Stat. 14, No. 2, 3563-3605 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G35 62G08 62C20 PDF BibTeX XML Cite \textit{G. Chinot}, Electron. J. Stat. 14, No. 2, 3563--3605 (2020; Zbl 07270271) Full Text: DOI Euclid
Bata, Katharina; Schmidli, Hanspeter Optimal capital injections and dividends with tax in a risk model in discrete time. (English) Zbl 1452.91260 Eur. Actuar. J. 10, No. 1, 235-259 (2020). MSC: 91G05 91B64 PDF BibTeX XML Cite \textit{K. Bata} and \textit{H. Schmidli}, Eur. Actuar. J. 10, No. 1, 235--259 (2020; Zbl 1452.91260) Full Text: DOI
Ayed, Fadhel; Battiston, Marco; Camerlenghi, Federico An information theoretic approach to post randomization methods under differential privacy. (English) Zbl 1452.62151 Stat. Comput. 30, No. 5, 1347-1361 (2020). MSC: 62B10 62D05 90C05 PDF BibTeX XML Cite \textit{F. Ayed} et al., Stat. Comput. 30, No. 5, 1347--1361 (2020; Zbl 1452.62151) Full Text: DOI
Schneider, Mark A bias aggregation theorem. (English) Zbl 1451.91064 Econ. Lett. 196, Article ID 109584, 4 p. (2020). MSC: 91B16 PDF BibTeX XML Cite \textit{M. Schneider}, Econ. Lett. 196, Article ID 109584, 4 p. (2020; Zbl 1451.91064) Full Text: DOI
Watt, Richard Overlooked results on the competitive firm under output price risk: alternative sufficient conditions for downward sloping factor demand curves. (English) Zbl 1451.91073 Econ. Lett. 196, Article ID 109507, 4 p. (2020). MSC: 91B24 91B39 PDF BibTeX XML Cite \textit{R. Watt}, Econ. Lett. 196, Article ID 109507, 4 p. (2020; Zbl 1451.91073) Full Text: DOI
Rubio, Margarita Monetary policy, credit markets, and banks: a DSGE perspective. (English) Zbl 1451.91128 Econ. Lett. 195, Article ID 109481, 4 p. (2020). MSC: 91B64 91B51 91G40 PDF BibTeX XML Cite \textit{M. Rubio}, Econ. Lett. 195, Article ID 109481, 4 p. (2020; Zbl 1451.91128) Full Text: DOI
Minca, Andreea; Wissel, Johannes Dynamic leveraging-deleveraging games. (English) Zbl 07269906 Oper. Res. 68, No. 1, 93-114 (2020). MSC: 91G45 91A20 91A80 PDF BibTeX XML Cite \textit{A. Minca} and \textit{J. Wissel}, Oper. Res. 68, No. 1, 93--114 (2020; Zbl 07269906) Full Text: DOI
Minasyan, A. G. Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean. (English. Russian original) Zbl 1452.62341 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 3, 208-212 (2020); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 3, 68-74 (2020). MSC: 62G35 62G07 62G32 62C20 PDF BibTeX XML Cite \textit{A. G. Minasyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 3, 208--212 (2020; Zbl 1452.62341); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 3, 68--74 (2020) Full Text: DOI
Schneider, Mark Temptation-biased preferences for risk and time. (English) Zbl 1451.91049 Econ. Lett. 193, Article ID 109293, 2 p. (2020). MSC: 91B08 91B05 91B16 PDF BibTeX XML Cite \textit{M. Schneider}, Econ. Lett. 193, Article ID 109293, 2 p. (2020; Zbl 1451.91049) Full Text: DOI
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal ratcheting of dividends in insurance. (English) Zbl 1452.91256 SIAM J. Control Optim. 58, No. 4, 1822-1845 (2020). MSC: 91G05 93E20 49L25 PDF BibTeX XML Cite \textit{H. Albrecher} et al., SIAM J. Control Optim. 58, No. 4, 1822--1845 (2020; Zbl 1452.91256) Full Text: DOI
Huang, Jiarao; Shi, Dawei; Chen, Tongwen Event-triggered robust state estimation for systems with unknown exogenous inputs. (English) Zbl 1451.93236 Automatica 122, Article ID 109248, 11 p. (2020). MSC: 93C65 93E10 93C55 93C05 PDF BibTeX XML Cite \textit{J. Huang} et al., Automatica 122, Article ID 109248, 11 p. (2020; Zbl 1451.93236) Full Text: DOI
Maciak, Matúš; Pešta, Michal; Peštová, Barbora Changepoint in dependent and non-stationary panels. (English) Zbl 1452.62314 Stat. Pap. 61, No. 4, 1385-1407 (2020). MSC: 62G10 62D20 62H15 62H10 62E20 62G09 62P05 91B05 PDF BibTeX XML Cite \textit{M. Maciak} et al., Stat. Pap. 61, No. 4, 1385--1407 (2020; Zbl 1452.62314) Full Text: DOI
Jelito, Damian; Pitera, Marcin; Stettner, Łukasz Long-run risk-sensitive impulse control. (English) Zbl 1451.93417 SIAM J. Control Optim. 58, No. 4, 2446-2468 (2020). MSC: 93E20 49N25 93C10 60J25 PDF BibTeX XML Cite \textit{D. Jelito} et al., SIAM J. Control Optim. 58, No. 4, 2446--2468 (2020; Zbl 1451.93417) Full Text: DOI