Experimenting with the Coxian Phase-Type Distribution to Uncover Suitable Fits

JOURNAL ARTICLE published March 2012 in Methodology and Computing in Applied Probability

Authors: Adele H. Marshall | Mariangela Zenga

Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions

JOURNAL ARTICLE published December 2012 in Methodology and Computing in Applied Probability

Authors: Riccardo Gatto

Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities

JOURNAL ARTICLE published March 2021 in Methodology and Computing in Applied Probability

Authors: Claude Lefèvre | Matthieu Simon

Impact of Dependence on Some Multivariate Risk Indicators

JOURNAL ARTICLE published June 2017 in Methodology and Computing in Applied Probability

Authors: Véronique Maume-Deschamps | Didier Rullière | Khalil Said

Measures of Conditional Tail-Dependence Risk with Copulas

PROCEEDINGS ARTICLE published December 2008 in 2008 International Symposium on Information Science and Engineering

Residual and Past Entropy in Actuarial Science and Survival Models

JOURNAL ARTICLE published March 2014 in Methodology and Computing in Applied Probability

Authors: Athanasios Sachlas | Takis Papaioannou

On Survival of Coherent Systems Subject to Random Shocks

JOURNAL ARTICLE published March 2024 in Methodology and Computing in Applied Probability

Authors: Dheeraj Goyal | Nil Kamal Hazra | Maxim Finkelstein

Clinical and Operational Risk: A Bayesian Approach

JOURNAL ARTICLE published March 2009 in Methodology and Computing in Applied Probability

Authors: Chiara Cornalba

A generalized bivariate exponential distribution

JOURNAL ARTICLE published August 1967 in Journal of Applied Probability

Authors: Albert W. Marshall | Ingram Olkin

On the Distributions of the State Sizes of Discrete Time Homogeneous Markov Systems

JOURNAL ARTICLE published March 2008 in Methodology and Computing in Applied Probability

Authors: G. Vasiliadis | G. Tsaklidis

Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses

JOURNAL ARTICLE published September 2022 in Methodology and Computing in Applied Probability

Authors: Michel Denuit | Christian Y. Robert

Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications

JOURNAL ARTICLE published September 2013 in Methodology and Computing in Applied Probability

Authors: Chengguo Weng | Yi Zhang | Ken Seng Tan

A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy

JOURNAL ARTICLE published June 2022 in Methodology and Computing in Applied Probability

Research funded by The National Key R&D Program of China (2018YFA0703900) | The National Natural Science Foundation of China (11871309 and 11371226) | The National Social Science Fund of China (21AZD028) | The National Natural Science Foundation of China (72101256)

Authors: Wentao Hu | Cuixia Chen | Yufeng Shi | Ze Chen

On the Individuals Chart with Supplementary Runs Rules under Serial Dependence

JOURNAL ARTICLE published September 2020 in Methodology and Computing in Applied Probability

Research funded by 2016 NRF-DAAD Summer Institute Program (NRF-2016K2A9A2A14911204)

Authors: Jungtaek Oh | Christian H. Weiß

Errata

JOURNAL ARTICLE published March 2006 in Methodology and Computing in Applied Probability

Authors:  

Random Databases with Approximate Record Matching

JOURNAL ARTICLE published March 2010 in Methodology and Computing in Applied Probability

Authors: Oleg Seleznjev | Bernhard Thalheim

Brownian Motion and Ornstein–Uhlenbeck Processes in Planar Shape Space

JOURNAL ARTICLE published March 2008 in Methodology and Computing in Applied Probability

Authors: Frank G. Ball | Ian L. Dryden | Mousa Golalizadeh

Algorithms for the Laplace–Stieltjes Transforms of First Return Times for Stochastic Fluid Flows

JOURNAL ARTICLE published September 2008 in Methodology and Computing in Applied Probability

Authors: Nigel G. Bean | Małgorzata M. O’Reilly | Peter G. Taylor

Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications

JOURNAL ARTICLE published December 2008 in Methodology and Computing in Applied Probability

Authors: N. N. Leonenko | M. D. Ruiz-Medina

A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

JOURNAL ARTICLE published September 2022 in Methodology and Computing in Applied Probability

Research funded by Young Scientists Fund (11601344) | Shenzhen Peacock Plan (000417) | Natural Science Foundation of Guangdong Province (2020A1515010372) | National Key R&D Program of China (2020YFB2103503)

Authors: Jingchao Li | Bihao Su | Zhenghong Wei | Ciyu Nie