Works matching IS 13875841 AND DT 2025 AND VI 27 AND IP 2

Results: 15

An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10164-8

By:

Adillon, Roman;
Jorba, Lambert;
Mármol, Maite

Publication type:

Article

Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10148-8

By:

Koukorinis, Andreas;
Peters, Gareth W.;
Germano, Guido

Publication type:

Article

The Uniform Poisson–Ailamujia INAR(1) Process with Random Coefficient.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10162-w

By:

Irshad, M. R.;
Ahammed, Muhammed;
Maya, R.

Publication type:

Article

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10158-6

By:

Mahdian, Saied;
Glynn, Peter W.;
Liu, Yuanyuan

Publication type:

Article

Sideward Contact Tracing in an Epidemic Model with Mixing Groups.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10160-y

By:

Zhang, Dongni;
Favero, Martina

Publication type:

Article

Cramér Moderate Deviations and Berry-Esseen Bounds for Mandelbrot’s Cascade in a Random Environment.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10154-w

By:

Li, Yingqiu;
Li, Peihan;
Wei, Yushao

Publication type:

Article

Optimal Multivariate EWMA Chart for Detecting Common Change in Mean.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10155-9

By:

Wu, Yanhong;
Wu, Wei Biao

Publication type:

Article

Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10157-7

By:

Rychlik, Tomasz;
Szymkowiak, Magdalena

Publication type:

Article

A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10153-x

By:

Costa Bueno, Vanderlei da;
Balakrishnan, Narayanaswamy

Publication type:

Article

The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10152-y

By:

Kolkovska, Ekaterina Todorova;
Jimenez, Sonny A. Medina

Publication type:

Article

Simpson’s Paradox for Kendall’s Rank Coefficient.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10161-x

By:

Zuyderhoff, Pierre;
Denuit, Michel;
Trufin, Julien

Publication type:

Article

Expressions for Marginal Mean Excess and Marginal Expected Shortfall Measures under Bivariate Scale Mixture of Normal Distribution.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10156-8

By:

Roozegar, Roohollah;
Balakrishnan, Narayanaswamy;
Mardani-Fard, Heydar Ali;
Desmond, Anthony F.;
Jamalizadeh, Ahad

Publication type:

Article

A Speed-based Estimator of Signal-to-Noise Ratios.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10150-0

By:

Song, Yuang;
Hadjiliadis, Olympia

Publication type:

Article

Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10159-5

By:

Lee, Kyungsub

Publication type:

Article

Mean-Field Libor Market Model and Valuation of Long Term Guarantees.

Published in:

Methodology & Computing in Applied Probability, 2025, v. 27, n. 2, p. 1, doi. 10.1007/s11009-025-10146-w

By:

Gach, Florian;
Hochgerner, Simon;
Kienbacher, Eva;
Schachinger, Gabriel

Publication type:

Article