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Effects of the age process on aggregate discounted claims

Léveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor - In: Risks : open access journal 6 (2018) 4, pp. 1-17

raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal …

Persistent link: https://www.econbiz.de/10011906226

Type II Topp-Leone Frechet distribution : properties and applications

Shanker, Rama; Rahman, Umme Habibah - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 139-152

The paper focuses on type II Topp-Leone Frechet distribution. Its properties including hazard rate function, reverse hazard rate function, Mills ratio, quantile function and order statistics have been studied. The maximum likelihood estimation used for estimating the parameters of the proposed...

Persistent link: https://www.econbiz.de/10012818207

Stochastic ordering of systemic risk in commodity markets

Morelli, Giacomo - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437140

Calculating premium principles from the mode of a unimodal weighted distribution

Psarrakos, Georgios - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 791-803

Persistent link: https://www.econbiz.de/10015154575

Dynamic network reliability modeling under nonhomogeneous poisson processes

Zarezadeh, Somayeh; Asadi, Mehdi; Balakrishnan, … - In: European journal of operational research : EJOR 232 (2014) 3, pp. 561-571

Persistent link: https://www.econbiz.de/10010224962

Stochastic comparisons of component and system redundancies with dependent components

Gupta, Nitin; Kumar, Somesh - In: Operations research letters 42 (2014) 4, pp. 284-289

Persistent link: https://www.econbiz.de/10010396161

Properties of a risk measure derived from the expected area in red

Loisel, Stéphane; Trufin, Julien - In: Insurance / Mathematics & economics 55 (2014), pp. 191-199

Persistent link: https://www.econbiz.de/10010366178

Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components

Gupta, Nitin; Misra, Neeraj; Kumar, Somesh - In: European journal of operational research : EJOR 240 (2015) 2, pp. 425-430

Persistent link: https://www.econbiz.de/10010486232

Optimal risk allocation in reinsurance networks

Bäuerle, Nicole; Glauner, Alexander - In: Insurance / Mathematics & economics 82 (2018), pp. 37-47

Persistent link: https://www.econbiz.de/10011929783

Appointment sequencing : why the smallest-variance-first rule may not be optimal

Kong, Qingxia; Lee, Chung-Yee; Teo, Chung-Piaw; Zheng, … - In: European journal of operational research : EJOR 255 (2016) 3, pp. 809-821

Persistent link: https://www.econbiz.de/10011556157