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Some new notions of dependence with applications in optimal allocation problems

Cai, Jun; Wei, Wei - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 200-209

Dependence structures of multiple risks play an important role in optimal allocation problems for insurance … optimal allocation problems. We also develop the properties of these dependence structures. We illustrate the applications of … these notions in the optimal allocation problems of deductibles and policy limits and in capital reserves problems. These …

Persistent link: https://www.econbiz.de/10010753212

On active redundancy allocation for coherent systems : from the viewpoint of minimal cut decomposition

Fang, Rui; Li, Xiaohu - In: Operations research letters 46 (2018) 2, pp. 233-239

Persistent link: https://www.econbiz.de/10011824902

A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking

López-Díaz, M. C.; López-Díaz, M.; … - In: Scandinavian actuarial journal (2017) 7, pp. 606-627

Persistent link: https://www.econbiz.de/10011848482

On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components

Kundu, Amarjit; Chowdhury, Shovan - In: Operations research letters 48 (2020) 1, pp. 40-47

Persistent link: https://www.econbiz.de/10012169593

Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components

Panja, Arindam; Kundu, Pradip; Pradhan, Biswabrata - In: Operations research letters 49 (2021) 2, pp. 176-183

Persistent link: https://www.econbiz.de/10012506608

Risk aggregation with FGM copulas

Blier-Wong, Christopher; Cossette, Hélène; Marceau, … - In: Insurance / Mathematics & economics 111 (2023), pp. 102-120

Persistent link: https://www.econbiz.de/10014316667

On total capacity of k-out-of-n systems with random weights

Zhang, Yiying; Ding, Weiyong; Zhao, Peng - In: Naval research logistics : an international journal 65 (2018) 4, pp. 347-359

Persistent link: https://www.econbiz.de/10011969333

A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets

Zheng, Yanting; Luan, Xin; Xin, Lu; Liu, Jiaming - In: International review of financial analysis 90 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014470629

Dynamic linkages in agricultural and energy markets : a quantile impulse response approach

Wang, Linjie; Chavas, Jean-Paul; Li, Jian - In: Agricultural economics : the journal of the … 55 (2024) 4, pp. 639-676

Persistent link: https://www.econbiz.de/10015133207

On optimal allocation of active redundancies to multi-state r-out-of-n systems

Ding, Weiyong; Zhao, Peng; Zhou, Shan - In: Operations research letters 45 (2017) 5, pp. 508-512

Persistent link: https://www.econbiz.de/10011774714