Extreme value theorems of uncertain process with application to insurance risk model
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Publication:1955464
DOI10.1007/S00500-012-0930-5zbMATH Open1279.60009OpenAlexW2054550614MaRDI QIDQ1955464FDOQ1955464
Publication date: 11 June 2013
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-012-0930-5
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Cites Work
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Cited In (40)
- Data envelopment analysis with uncertain inputs and outputs
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type
- Uncertain insurance risk process with multiple classes of claims
- RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE
- A modified insurance risk process with uncertainty
- A new uncertain insurance model with variational lower limit
- A new uncertainty evaluation method and its application in evaluating software quality
- Uncertainty distribution and independence of uncertain processes
- Methoden der Extremwerttheorie zur Bestimmung eines Einzelschaden-Exzedenten im Krankenversicherungsbereich
- Reliability analysis for devices subject to competing failure processes based on chance theory
- First hitting time of uncertain random renewal reward process and its application in insurance risk process
- Reliability analysis of the uncertain fractional‐order dynamic system with state constraint
- The capacitated facility location-allocation problem under uncertain environment
- First hitting time for renewal process with uncertain interarrival times and random rewards
- Redundancy optimization of an uncertain parallel-series system with warm standby elements
- Uncertain pharmacokinetic model based on uncertain differential equation
- Uncertain renewal process with general rewards
- Uncertain stock model with periodic dividends
- Reliability modelling considering multi-dimensional cognitive uncertainties based on uncertainty theory
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
- $$ \varvec{\alpha}$$-Path Stability Analysis for Uncertain Differential Equations
- Reliability analysis of the uncertain heat conduction model
- Extreme value analysis of actuarial risks: estimation and model validation
- Solving geometric programming problems with normal, linear and zigzag uncertainty distributions
- An uncertain alternating renewal insurance risk model
- First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market
- Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model
- Uncertain random multilevel programming with application to production control problem
- Uncertain minimum cost multicommodity flow problem
- Uncertain fractional-order multi-objective optimization based on reliability analysis and application to fractional-order circuit with Caputo type
- Uncertain contour process and its application in stock model with floating interest rate
- Impacts of risk attitude and outside option on compensation contracts under different information structures
- The risk path selection problem in uncertain network
- Deadline-based incentive contracts in project management with cost salience
- A novel single-period inventory problem with uncertain random demand and its application
- Extreme values of solution of Caputo-Hadamard uncertain fractional differential equation and applications
- The uncertain premium principle based on the distortion function
- The impacts of private risk aversion magnitude and moral hazard in R\&D project under uncertain environment
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