References in zbMATH (referenced in 18 articles )

Showing results 1 to 18 of 18.
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  1. Huang, Zhenzhen; Kwok, Yue Kuen: Efficient risk measures calculations for generalized CreditRisk(^+) models (2021)
  2. Lemonte, Artur J.; Moreno-Arenas, Germán: On a heavy-tailed parametric quantile regression model for limited range response variables (2020)
  3. Wang, Jindong; Xu, Wei: Risk-based capital for variable annuity under stochastic interest rate (2020)
  4. Dong, Bing; Xu, Wei; Kwok, Yue Kuen: Willow tree algorithms for pricing guaranteed minimum withdrawal benefits under jump-diffusion and CEV models (2019)
  5. Naguez, Naceur: Dynamic portfolio insurance strategies: risk management under Johnson distributions (2018)
  6. Pasha, M. A.; Moghadam, M. B.; Fani, S.; Khadem, Y.: Effects of quality characteristic distributions on the integrated model of Taguchi’s loss function and economic statistical design of (\barX)-control charts by modifying the Banerjee and Rahim economic model (2018)
  7. Xu, Wei; Chen, Yuehuan; Coleman, Conrad; Coleman, Thomas F.: Moment matching machine learning methods for risk management of large variable annuity portfolios (2018)
  8. Domański, Paweł D.; Ławryńczuk, Maciej: Assessment of the GPC control quality using non-Gaussian statistical measures (2017)
  9. Miranda, Douglas Moura; Conceição, Samuel Vieira: A practical method to calculate probabilities: illustrative example from the electronic industry business (2017)
  10. Naguez, N.; Prigent, J. L.: Optimal portfolio positioning within generalized Johnson distributions (2017)
  11. Pasha, M. A.; Bameni Moghadam, M.; Khadem, Y.; Fani, S.: An integration of Taguchi’s loss function in Banerjee-Rahim model for the economic and economic statistical design of (\overlineX)-control charts under multiple assignable causes and Weibull shock model (2017)
  12. Marek, Lubos; Vrabec, Michal: Using mixture density functions for modelling of wage distributions (2016)
  13. Chen, Huifen; Cheng, Yuyen: Non-normality effects on the economic-statistical design of (\barX) charts with Weibull in-control time (2007)
  14. Hirschberger, Markus; Qi, Yue; Steuer, Ralph E.: Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (2007)
  15. Muiño, J. M.; Voit, E. O.; Sorribas, A.: GS-distributions: a new family of distributions for continuous unimodal variables (2006)
  16. Chang, Che-Hao; Tung, Yeou-Koung; Yang, Jinn-Chuang: Evaluation of probability point estimate methods (1995)
  17. Sutradhar, B. C.; MacNeil, I. B.; Dagum, E. B.: A simple test for stable seasonality (1995)
  18. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)