On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims

Authors: Yueli Yang, Bingzhen Geng, Shijie Wang

Source: Japan Journal of Industrial and Applied Mathematics. 41:1189-1205

Subject Terms: Applications of statistics to actuarial sciences and financial mathematics, Applications of renewal theory (reliability, demand theory, etc.), bidimensional risk model, subexponential claim, delayed claim, Characterization and structure theory of statistical distributions, Risk models (general), Farlie-Gumbel-Morgenstern distribution, ruin probability

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Access URL: https://zbmath.org/7843816
https://doi.org/10.1007/s13160-024-00648-4

Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims

Authors: Liu, Zai-ming, Geng, Bing-zhen, Wang, Shi-jie

Source: Applied Mathematics-A Journal of Chinese Universities. 39:98-113

Subject Terms: Applications of statistics to actuarial sciences and financial mathematics, asymptotic formula, consistently varying tail, bidimensional risk model, Characterization and structure theory of statistical distributions, Risk models (general), ruin probability, subexponential distribution

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Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations

Authors: Ji, Xinru, Wang, Bingjie, Yan, Jigao, Cheng, Dongya

Source: Journal of Industrial and Management Optimization. 19:2140-2155

Subject Terms: Applications of statistics to actuarial sciences and financial mathematics, bidimensional risk model, long-tailed distribution, finite-time ruin probability, Characterization and structure theory of statistical distributions, Risk models (general), crude Monte Carlo simulation, subexponential distribution

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On characterizations of the normal law in Hilbert space

Authors: Fazekas, István

Source: Publicationes Mathematicae Debrecen. 30:311-319

Subject Terms: Characterization and structure theory of statistical distributions, Probability distributions: general theory, 0101 mathematics, 01 natural sciences, characterization of normal laws in Hilbert spaces

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Access URL: https://zbmath.org/3852190

Some problems of characterization of normal distribution

Authors: Glevitzky, Bela

Source: Publicationes Mathematicae Debrecen. 26:115-122

Subject Terms: constant regression, quadratic regression, Discrete-time Markov processes on general state spaces, Characterization and structure theory of statistical distributions, General nonlinear regression, linear regression, Probability distributions: general theory, characterization, 0101 mathematics, 01 natural sciences

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Access URL: https://zbmath.org/3656863

Quadratic statistics in Hilbert space

Authors: Fazekas, István

Source: Publicationes Mathematicae Debrecen. 31:171-179

Subject Terms: variance operator, Statistical decision theory, Probability theory on linear topological spaces, operator loss function, analogue of the Rao-Blackwell theorem, Bochner integral, 01 natural sciences, sample variance operator, sufficient statistics, quadratic statistics in Hilbert space, Characterization and structure theory of statistical distributions, Hilbert space valued random variables, Hilbert-Schmidt operators, 0101 mathematics, linear statistics, characterizations of the Gaussian distribution

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Access URL: https://zbmath.org/3965169

Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims: Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims

Authors: Shijie Wang, Yueli Yang, Yang Liu, Lianqiang Yang

Source: Methodology and Computing in Applied Probability. 25

Subject Terms: Applications of statistics to actuarial sciences and financial mathematics, bidimensional risk model, delayed claim, Characterization and structure theory of statistical distributions, Risk models (general), ruin probability, subexponential distribution

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A note on characterization by sufficiency of the sample mean

Authors: Eberl, W. jun.

Source: Publicationes Mathematicae Debrecen. 30:89-91

Subject Terms: translation classes, Characterization and structure theory of statistical distributions, Sufficient statistics and fields, Foundations and philosophical topics in statistics, sufficiency of the sample mean, 0101 mathematics, scaling classes, degenerate translation class, 01 natural sciences

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Access URL: https://zbmath.org/3868404

Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims

Authors: Xinzhi Wang, Yang Yang, Dongya Cheng

Source: Japan Journal of Industrial and Applied Mathematics. 37:657-675

Subject Terms: bidimensional renewal risk model, Applications of renewal theory (reliability, demand theory, etc.), Statistics of extreme values, tail inference, Characterization and structure theory of statistical distributions, ruin probability, strongly asymptotic independence, 0101 mathematics, Applications of statistics to economics, 01 natural sciences, subexponential distribution

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Access URL: https://zbmath.org/7309985
https://doi.org/10.1007/s13160-020-00418-y
https://link.springer.com/article/10.1007/s13160-020-00418-y

A new kernel density estimator based on the minimum entropy of data set

Authors: Jie Jiang, Yu-Lin He, De-Xin Dai, Joshua Zhexue Huang

Source: Information Sciences. 491:223-231

Subject Terms: bandwidth, Density estimation, Characteristic functions, other transforms, Characterization and structure theory of statistical distributions, probability density function, 0202 electrical engineering, electronic engineering, information engineering, re-substitution entropy, fixed-point iteration, 02 engineering and technology, 0101 mathematics, Statistical aspects of information-theoretic topics, kernel density estimator, 01 natural sciences

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Access URL: https://zbmath.org/7284015
https://doi.org/10.1016/j.ins.2019.04.010
https://dblp.uni-trier.de/db/journals/isci/isci491.html#JiangHDH19
https://www.sciencedirect.com/science/article/pii/S0020025519303044
https://doi.org/10.1016/j.ins.2019.04.010

Construction of Copulas with Hairpin Support: Construction of copulas with hairpin support

Authors: Chamizo Lorente, Fernando, Fernández-Sánchez, Juan, Úbeda-Flores, Manuel

Contributors: UAM. Departamento de Matemáticas

Source: Biblos-e Archivo. Repositorio Institucional de la UAM
Universidad Autónoma de Madrid

Subject Terms: Matemáticas, 4. Education, Primary 60E05, 1-Lipschitz, 02 engineering and technology, 16. Peace & justice, 01 natural sciences, Copula, Characterization and structure theory of statistical distributions, hairpin, 0202 electrical engineering, electronic engineering, information engineering, copula, Probability distributions: general theory, 0101 mathematics, Hairpin, Characterization and structure theory for multivariate probability distributions, copulas, Secondary 62E10

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Access URL: http://hdl.handle.net/10486/700633
https://zbmath.org/7388022
https://doi.org/10.1007/s00009-021-01803-8
https://link.springer.com/article/10.1007/s00009-021-01803-8
https://hdl.handle.net/10486/700633
https://doi.org/10.1007/s00009-021-01803-8

Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks*: Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks

Authors: Yang Chen, Yang Yang, Kaiyong Wang, Miaomiao Gao

Source: Lithuanian Mathematical Journal. 58:113-125

Subject Terms: Applications of statistics to actuarial sciences and financial mathematics, Sarmanov distribution, light-tailed distribution class, asymptotics, finite-time ruin probability, Characterization and structure theory of statistical distributions, Estimation in multivariate analysis, Risk models (general), Actuarial mathematics, 0101 mathematics, 01 natural sciences

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Access URL: https://zbmath.org/6877092
https://doi.org/10.1007/s10986-017-9378-8
https://link.springer.com/article/10.1007%2Fs10986-017-9378-8

An ‘apples to apples’ comparison of various tests for exponentiality: An `apples to apples' comparison of various tests for exponentiality

Authors: Allison, J.S., Santana, L., Smit, N., Visagie, I.J.H. (Jaco)

Source: Computational Statistics. 32:1241-1283

Subject Terms: tuning parameter, Asymptotic distribution theory in statistics, 05 social sciences, Tuning parameter, 01 natural sciences, Bootstrap, Goodness-of-fit testing, Characterization and structure theory of statistical distributions, 0502 economics and business, Exponential distribution, exponential distribution, goodness-of-fit testing, 0101 mathematics, bootstrap, Nonparametric hypothesis testing

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Access URL: https://repository.up.ac.za/bitstream/2263/61405/1/Allison_Apples_2017.pdf
https://zbmath.org/6835503
https://doi.org/10.1007/s00180-017-0733-3
https://ideas.repec.org/a/spr/compst/v32y2017i4d10.1007_s00180-017-0733-3.html
https://link.springer.com/article/10.1007/s00180-017-0733-3
https://dblp.uni-trier.de/db/journals/cstat/cstat32.html#AllisonSSV17
https://repository.nwu.ac.za/handle/10394/24985
https://EconPapers.repec.org/RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-017-0733-3
https://repository.up.ac.za/bitstream/2263/61405/1/Allison_Apples_2017.pdf

Renyi entropy in continuous case is not the limit of discrete case

Authors: TABASS, M. Sanei, BORZADARAN, G. R. Mohtashami, AMİNİ, M.

Source: Volume: 4, Issue: 1 113-117
Mathematical Sciences and Applications E-Notes

Subject Terms: Renyi entropy, Characterization and structure theory of statistical distributions, Riemann integrable, continuous random variable, Shannon entropy, 0101 mathematics, Statistical aspects of information-theoretic topics, 01 natural sciences, Vector valued Dirichlet series (VVDS), relative Ritt order, relative Ritt lower order, growth, information theory

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Access URL: https://dergipark.org.tr/tr/download/article-file/468595
https://zbmath.org/6670253
https://profdoc.um.ac.ir/paper-abstract-1032831.html
https://dergipark.org.tr/tr/pub/mathenot/issue/36894/421418
https://dergipark.org.tr/tr/download/article-file/468595
https://dergipark.org.tr/tr/pub/mathenot/issue/36894/421418

A regression model for overdispersed data without too many zeros

Authors: José Rodríguez-Avi, María José Olmo-Jiménez

Source: Statistical Papers. 58:749-773

Subject Terms: CBP distribution, regression models for count data, Characterization and structure theory of statistical distributions, 4. Education, overdispersion, 0502 economics and business, 05 social sciences, General nonlinear regression, 0101 mathematics, Applications of statistics, 01 natural sciences

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Access URL: https://zbmath.org/6818152
https://doi.org/10.1007/s00362-015-0724-9
https://link.springer.com/article/10.1007/s00362-015-0724-9/fulltext.html
https://link.springer.com/article/10.1007%2Fs00362-015-0724-9
https://link.springer.com/content/pdf/10.1007%2Fs00362-015-0724-9.pdf
https://ideas.repec.org/a/spr/stpapr/v58y2017i3d10.1007_s00362-015-0724-9.html
https://econpapers.repec.org/RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0724-9

Relations for moments of k-th record values from exponential-Weibull lifetime distribution and a characterization: Relations for moments of \(k\)-th record values from exponential-Weibull lifetime distribution and a characterization

Authors: Anamika Kulshrestha, R. U. Khan, M.A.R Khan

Source: Journal of the Egyptian Mathematical Society. 23:558-562

Subject Terms: product moments, Recurrence relations and characterization, Exponential-Weibull distribution, single moments, recurrence relations and characterization, 01 natural sciences, 7. Clean energy, exponential-Weibull distribution, Order statistics, order statistics, 13. Climate action, Characterization and structure theory of statistical distributions, Single moments, Product moments, empirical distribution functions, Probability distributions: general theory, \(k\)-th upper record values, 0101 mathematics, k-th upper record values

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Access URL: https://core.ac.uk/display/82104833
https://www.sciencedirect.com/science/article/abs/pii/S1110256X14001333
https://www.sciencedirect.com/science/article/pii/S1110256X14001333

New Applications of Non-Hermitian Random Matrices: New applications of non-Hermitian random matrices

Authors: A. Zabrodin

Source: International Conference on Theoretical Physics ISBN: 9783034896184

Subject Terms: High Energy Physics - Theory, non-Hermitian random matrices, Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics, Random matrices (algebraic aspects), Condensed Matter - Mesoscale and Nanoscale Physics, electronic droplets, FOS: Physical sciences, Boundary-layer theory, separation and reattachment, higher-order effects, quantum Hall effect, Saffman-Taylor fingering, High Energy Physics - Theory (hep-th), Characterization and structure theory of statistical distributions, Many-body theory, Mesoscale and Nanoscale Physics (cond-mat.mes-hall), eigenvalues of random normal matrices, Probability distributions: general theory, interface dynamics of viscous flows

File Description: application/xml

Access URL: http://arxiv.org/pdf/cond-mat/0210331v1.pdf
http://arxiv.org/pdf/cond-mat/0210331
http://arxiv.org/abs/cond-mat/0210331
https://zbmath.org/2182693
https://doi.org/10.1007/s00023-003-0966-2
https://link.springer.com/content/pdf/10.1007/s00023-003-0966-2.pdf
https://ui.adsabs.harvard.edu/abs/2003AnHP....4..851Z/abstract
https://link.springer.com/chapter/10.1007/978-3-0348-7907-1_66
https://rd.springer.com/chapter/10.1007/978-3-0348-7907-1_66
http://inspirehep.net/record/599911/files/arXiv:cond-mat_0210331.pdf
http://inspirehep.net/record/599911
https://arxiv.org/pdf/cond-mat/0210331v1
https://arxiv.org/abs//cond-mat/0210331

Tests of fit for exponentiality based on a characterization via the mean residual life function

Authors: Baringhaus, Ludwig, Henze, Norbert

Source: Statistical Papers. 41:225-236

Subject Terms: ddc:510, mean residual life function, Asymptotic distribution theory in statistics, 01 natural sciences, Kolmogorov-Smirnov statistic, Characterization and structure theory of statistical distributions, Testing in survival analysis and censored data, exponential distribution, Cramer-von Mises statistic, 0101 mathematics, Nonparametric hypothesis testing, Mathematics

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Access URL: https://link.springer.com/article/10.1007/BF02926105
https://link.springer.com/content/pdf/10.1007/BF02926105.pdf

Moments of truncated normal/independent distributions

Authors: Genç A.I.

Contributors: Çukurova Üniversitesi

Source: Statistical Papers. 54:741-764

Subject Terms: Truncated variance gamma distribution, Applications of statistics to actuarial sciences and financial mathematics, Truncated contaminated normal distribution, 05 social sciences, Truncated double exponential distribution, Exact distribution theory in statistics, truncated double exponential distribution, Truncated slash distribution, truncated slash distribution, 01 natural sciences, truncated Pearson type VII distribution, Truncated Pearson type VII distribution, Characterization and structure theory of statistical distributions, 0502 economics and business, truncated contaminated normal distribution, 0101 mathematics, truncated variance gamma distribution

File Description: application/xml

Access URL: https://zbmath.org/6194330
https://doi.org/10.1007/s00362-012-0459-9
https://ideas.repec.org/a/spr/stpapr/v54y2013i3p741-764.html
https://econpapers.repec.org/article/sprstpapr/v_3a54_3ay_3a2013_3ai_3a3_3ap_3a741-764.htm
https://link.springer.com/article/10.1007/s00362-012-0459-9

Modelling using an extended Yule distribution

Authors: Ana María Martínez-Rodríguez, A. J. Sáez-Castillo, Antonio Conde-Sánchez

Source: Computational Statistics & Data Analysis. 55:863-873

Subject Terms: Applications of hypergeometric functions, Yule distribution, Characterization and structure theory of statistical distributions, 0502 economics and business, 05 social sciences, Gaussian hypergeometric distributions, statistical modelling, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

File Description: application/xml

Access URL: https://zbmath.org/6083023
https://doi.org/10.1016/j.csda.2010.07.014