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January  2019, 4: 7 doi: 10.1186/s41546-019-0041-7

Publisher Correction to: Probability, uncertainty and quantitative risk, volume 4

Received  July 30, 2018 Revised  September 23, 2019

Citation: . Publisher Correction to: Probability, uncertainty and quantitative risk, volume 4. Probability, Uncertainty and Quantitative Risk, 2019, 4 (0) : 7-. doi: 10.1186/s41546-019-0041-7
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H.T. Banks, Jimena L. Davis. Quantifying uncertainty in the estimation of probability distributions. Mathematical Biosciences & Engineering, 2008, 5 (4) : 647-667. doi: 10.3934/mbe.2008.5.647
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Yinghui Dong, Guojing Wang. Ruin probability for renewal risk model with negative risk sums. Journal of Industrial & Management Optimization, 2006, 2 (2) : 229-236. doi: 10.3934/jimo.2006.2.229
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Jiyoung Han. Quantitative oppenheim conjecture for $ S $-arithmetic quadratic forms of rank $ 3 $ and $ 4 $. Discrete & Continuous Dynamical Systems, 2021, 41 (5) : 2205-2225. doi: 10.3934/dcds.2020359
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Baoyin Xun, Kam C. Yuen, Kaiyong Wang. The finite-time ruin probability of a risk model with a general counting process and stochastic return. Journal of Industrial & Management Optimization, 2021  doi: 10.3934/jimo.2021032
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[9]

Yuebao Wang, Qingwu Gao, Kaiyong Wang, Xijun Liu. Random time ruin probability for the renewal risk model with heavy-tailed claims. Journal of Industrial & Management Optimization, 2009, 5 (4) : 719-736. doi: 10.3934/jimo.2009.5.719
[10]

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[11]

Nana Wan, Li Li, Xiaozhi Wu, Jianchang Fan. Risk minimization inventory model with a profit target and option contracts under spot price uncertainty. Journal of Industrial & Management Optimization, 2021  doi: 10.3934/jimo.2021093
[12]

Rongfei Liu, Dingcheng Wang, Jiangyan Peng. Infinite-time ruin probability of a renewal risk model with exponential Levy process investment and dependent claims and inter-arrival times. Journal of Industrial & Management Optimization, 2017, 13 (2) : 995-1007. doi: 10.3934/jimo.2016058
[13]

Anton Petrunin. Correction to: Metric minimizing surfaces. Electronic Research Announcements, 2018, 25: 96-96. doi: 10.3934/era.2018.25.010
[14]

Alex Eskin, Gregory Margulis and Shahar Mozes. On a quantitative version of the Oppenheim conjecture. Electronic Research Announcements, 1995, 1: 124-130.

[15]

Mauro Cesa. A brief history of quantitative finance. Probability, Uncertainty and Quantitative Risk, 2017, 2 (0) : 6-. doi: 10.1186/s41546-017-0018-3
[16]

Ioannis D. Baltas, Athanasios N. Yannacopoulos. Uncertainty and inside information. Journal of Dynamics & Games, 2016, 3 (1) : 1-24. doi: 10.3934/jdg.2016001

[17]

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[18]

Lukas Einkemmer, Alexander Ostermann. A comparison of boundary correction methods for Strang splitting. Discrete & Continuous Dynamical Systems - B, 2018, 23 (7) : 2641-2660. doi: 10.3934/dcdsb.2018081
[19]

Wei Wang, Na Sun, Michael K. Ng. A variational gamma correction model for image contrast enhancement. Inverse Problems & Imaging, 2019, 13 (3) : 461-478. doi: 10.3934/ipi.2019023
[20]

Mario Ahues, Filomena D. d'Almeida, Alain Largillier, Paulo B. Vasconcelos. Defect correction for spectral computations for a singular integral operator. Communications on Pure & Applied Analysis, 2006, 5 (2) : 241-250. doi: 10.3934/cpaa.2006.5.241

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