Cited in
(29)- Risk-based capital for variable annuity under stochastic interest rate
- Improved maximum likelihood estimators for the parameters of the Johnson SB distribution
- Improving the accuracy of identifying the lognormal curve in the Johnson system
- An integration of Taguchi’s loss function in Banerjee–Rahim model for the economic and economic statistical design of -control charts under multiple assignable causes and Weibull shock model
- Optimal portfolio positioning within generalized Johnson distributions
- Dynamic portfolio insurance strategies: risk management under Johnson distributions
- Willow tree algorithms for pricing guaranteed minimum withdrawal benefits under jump-diffusion and CEV models
- Assessment of the GPC control quality using non-Gaussian statistical measures
- Effects of quality characteristic distributions on the integrated model of Taguchi's loss function and economic statistical design of \(\bar{X}\)-control charts by modifying the Banerjee and Rahim economic model
- Non-normality effects on the economic-statistical design of \(\bar X\) charts with Weibull in-control time
- Effects of non-normality on economic and economic statistical designs of -control charts with multiple assignable causes and Weibull in-control times
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Evaluation of probability point estimate methods
- A practical method to calculate probabilities: illustrative example from the electronic industry business
- Using mixture density functions for modelling of wage distributions
- AS 100
- AS 213
- MULTILOG
- AS 192
- CreditRisk+
- mle.tools
- Johnson Curve
- Moment matching machine learning methods for risk management of large variable annuity portfolios
- Probabilistic-statistical programs from ``Applied Statistics
- A simple test for stable seasonality
- On a heavy-tailed parametric quantile regression model for limited range response variables
- DataSHIELD
- Efficient risk measures calculations for generalized CreditRisk\(^+\) models
- GS-distributions: a new family of distributions for continuous unimodal variables
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