Search Results - person:"Orbán-Mihálykó, Éva"

Evaluating the capacity of paired comparison methods to aggregate rankings of separate groups

Orbán-Mihálykó, Éva; Mihálykó, Csaba; Gyarmati, … - In: Central European journal of operations research 32 (2024) 1, pp. 109-129

Persistent link: https://www.econbiz.de/10014471872

A generalization of the Thurstone method for multiple choice and incomplete paired comparisons

Orbán-Mihálykó, Éva; Mihálykó, Csaba; Koltay, László - In: Central European journal of operations research : CEJOR … 27 (2019) 1, pp. 133-159

Persistent link: https://www.econbiz.de/10011965630

Incomplete paired comparisons in case of multiple choice and general log-concave probability density functions

Orbán-Mihálykó, Éva; Mihálykó, Csaba; Koltay, László - In: Central European journal of operations research : CEJOR … 27 (2019) 2, pp. 515-532

Persistent link: https://www.econbiz.de/10011994374

Mathematical investigation of the Gerber–Shiu function in the case of dependent inter-claim time and claim size

Orbán Mihálykó, Éva; Mihálykó, Csaba - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 378-384

Persistent link: https://www.econbiz.de/10008884574

Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size

Orbán Mihálykó, Éva; Mihálykó, Csaba - In: Insurance: Mathematics and Economics 48 (2011) 3, pp. 378-383

In this paper we investigate the well-known Gerber-Shiu expected discounted penalty function in the case of dependence between the inter-claim times and the claim amounts. We set up an integral equation for it and we prove the existence and uniqueness of its solution in the set of bounded...

Persistent link: https://www.econbiz.de/10008865435