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Content
June 2023, Volume 25, Issue 2
- 1-12 The Log-Logistic Regression Model Under Censoring Scheme
by Lucas David Ribeiro-Reis - 1-13 On Distribution of the Number of Peaks and the Euler Numbers of Permutations
by James C. Fu & Wan-Chen Lee & Hsing-Ming Chang - 1-13 Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes
by Mohamed Kharrat - 1-14 Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array
by Lina Wang & Dawei Lu - 1-19 Analysis of a Queueing System with Mixed Service Discipline
by Alexander Dudin & Sergei Dudin & Olga Dudina - 1-20 Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems
by Qihou Zhou - 1-27 The distribution of extended discrete random sums and its application to waiting time distributions
by S. Chadjiconstantinidis & M. V. Koutras & F. S. Milienos - 1-27 Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations
by Xianyue Shi & Liwei Liu - 1-27 Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model
by Ning Bin & Huainian Zhu & Chengke Zhang - 1-28 Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy
by Deena Merit C.K. & Haridass M. & Dharmaraja Selvamuthu & Priyanka Kalita - 1-28 Second-Order Properties for Planar Mondrian Tessellations
by Carina Betken & Tom Kaufmann & Kathrin Meier & Christoph Thäle - 1-31 Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations
by Stathis Chadjiconstantinidis - 1-31 Four Finite Dimensional (FD) Surrogates for Continuous Random Processes
by M. Grigoriu
March 2023, Volume 25, Issue 1
- 1-15 Remaining Loads in a PH/M/c Queue with Impatient Customers
by Anders Rygh Swensen - 1-17 Ornstein - Uhlenbeck Process Driven By $$\alpha$$ α -stable Process and Its Gamma Subordination
by Janusz Gajda & Aleksandra Grzesiek & Agnieszka Wyłomańska - 1-17 Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing
by Alberto Muñoz & Gabriel Martos & Javier Gonzalez - 1-17 Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks
by Kun-Lin Kuo & Yuchung J. Wang - 1-18 Polynomial Convergence Rates of Piecewise Deterministic Markov Processes
by Gareth O. Roberts & Jeffrey S. Rosenthal - 1-18 Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service
by Gopinath Panda & Veena Goswami - 1-18 Hedging At-the-money Digital Options Near Maturity
by Augusto Blanc-Blocquel & Luis Ortiz-Gracia & Rodolfo Oviedo - 1-18 Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components
by He Yi & Narayanaswamy Balakrishnan & Xiang Li - 1-19 Entropy of Some Discrete Distributions
by Kosto Mitov & Saralees Nadarajah - 1-19 Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework
by E. O. Ossai & M. S. Madukaife & A. U. Udom & U. C. Nduka & T. E. Ugah - 1-20 On Several Properties of A Class of Hybrid Recursive Trees
by Panpan Zhang - 1-20 Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes
by Dawud Thongtha & Nathakhun Wiroonsri - 1-20 Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss
by Hamid Karamikabir & Nasrin Karamikabir & Mohammad Ali Khajeian & Mahmoud Afshari - 1-21 Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models
by Chi Yao & Wei Yu & Xuejun Wang - 1-23 Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient
by Xinghui Wang & Wenjing Geng & Ruidong Han & Qifa Xu - 1-24 Strong Approximation of Bessel Processes
by Madalina Deaconu & Samuel Herrmann - 1-24 Tail Dependence Functions of Two Classes of Bivariate Skew Distributions
by Xin Lao & Zuoxiang Peng & Saralees Nadarajah - 1-24 Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach
by Spiros D. Dafnis & Frosso S. Makri - 1-24 European and Asian Greeks for Exponential Lévy Processes
by Anselm Hudde & Ludger Rüschendorf - 1-25 Poisson Edge Growth and Preferential Attachment Networks
by Tiandong Wang & Sidney Resnick - 1-25 Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums
by Xinmei Shen & Kailin Du - 1-26 Matched Queues with Flexible and Impatient Customers
by Heng-Li Liu & Quan-Lin Li - 1-26 Stochastic Fluid Models with Upward Jumps and Phase Transitions
by Hédi Nabli & Itidel Abdallah - 1-26 Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks
by Yiqing Chen & Jiajun Liu & Yang Yang - 1-26 The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions
by Simon Pojer & Stefan Thonhauser - 1-26 Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment
by Jingwen Lu & He Yi & Xiang Li & Narayanaswamy Balakrishnan - 1-26 Singular Distribution Functions for Random Variables with Stationary Digits
by Horia Cornean & Ira W. Herbst & Jesper Møller & Benjamin B. Støttrup & Kasper S. Sørensen - 1-26 On Exact Distribution for Multivariate Weighted Distributions and Classification
by Matieyendou Lamboni - 1-27 Model Misspecification in Discrete Time Bayesian Online Change Detection
by Savas Dayanik & Semih O Sezer - 1-28 Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications
by Yi Wu & Xuejun Wang & Aiting Shen - 1-28 On Transient Analysis of $$\Delta _N$$ Δ N -Markov Chains
by Stephanie Reed & Elia Ziadé - 1-29 Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach
by Alexandre Roch - 1-29 Subsampling in Longitudinal Models
by Ziyang Wang & HaiYing Wang & Nalini Ravishanker - 1-29 The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System
by Alexander Klump - 1-30 Parking Functions: From Combinatorics to Probability
by Richard Kenyon & Mei Yin - 1-32 Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models
by Yumo Zhang - 1-33 Vessels Arrival Process and its Application to the SHIP/M/ $$\infty$$ ∞ Queue
by Antonio Di Crescenzo & Barbara Martinucci & Paola Paraggio - 1-34 Crossings States and Sets of States in Random Walks
by Vyacheslav M. Abramov - 1-34 A Generalized Stochastic Process: Fractional G-Brownian Motion
by Changhong Guo & Shaomei Fang & Yong He - 1-37 Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System
by Sujit Kumar Samanta & Kousik Das - 1-37 A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects
by Hidekazu Yoshioka & Kunihiko Hamagami & Haruka Tomobe - 1-38 Voting Rights, Markov Chains, and Optimization by Short Bursts
by Sarah Cannon & Ari Goldbloom-Helzner & Varun Gupta & JN Matthews & Bhushan Suwal - 1-41 Transform MCMC Schemes for Sampling Intractable Factor Copula Models
by Cyril Bénézet & Emmanuel Gobet & Rodrigo Targino - 1-43 Optimal Strategies in a Production Inventory Control Model
by Pablo Azcue & Esther Frostig & Nora Muler
December 2022, Volume 24, Issue 4
- 2265-2286 Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims
by Dawei Lu & Meng Yuan - 2287-2312 Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes
by Nitin Kumar & Umesh Chandra Gupta - 2313-2338 Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities
by Hao Ma & Henk A. P. Blom - 2339-2371 Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process
by Florin Avram & Dan Goreac & Rim Adenane & Ulyses Solon - 2373-2402 On the Maximum of a Bivariate INMA Model with Integer Innovations
by J. Hüsler & M. G. Temido & A. Valente-Freitas - 2403-2426 A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo
by Qiang Han & Shaolin Ji - 2427-2453 Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems
by He Yi & Lirong Cui & Narayanaswamy Balakrishnan & Jingyuan Shen - 2455-2484 A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks
by Sabrina Mulinacci - 2485-2508 Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server
by Sudhesh R. & Mohammed Shapique A. & Dharmaraja S. - 2509-2537 Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance
by Laurent Lesage & Madalina Deaconu & Antoine Lejay & Jorge Augusto Meira & Geoffrey Nichil & Radu State - 2539-2555 Stochastic Analysis of an Eco-Epidemic Model with Biological Control
by Debasis Mukherjee - 2557-2586 Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks
by Maximilien Germain & Joseph Mikael & Xavier Warin - 2587-2632 Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models
by Anna B. Zaremba & Gareth W. Peters - 2633-2645 Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
by Alexander Henzi & Alexandre Mösching & Lutz Dümbgen - 2647-2660 Bounds for the Renewal Function and Related Quantities
by Sotirios Losidis & Konstadinos Politis - 2661-2688 On Some Distributional Properties of Subordinated Gaussian Random Fields
by Robin Merkle & Andrea Barth - 2689-2702 Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$ ( k 1 , k 2 , ⋯ , k m ) -runs with Multi-state Trials
by Xian Zhao & Yanbo Song & Xiaoyue Wang & Zhiyue Lv - 2703-2721 Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals
by Nikita Ratanov - 2723-2742 On Distribution and Average Run Length of a Two-Stage Control Process
by Hsing-Ming Chang & James C. Fu - 2743-2777 Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk
by Yan Zhang & Peibiao Zhao & Rufei Ma - 2779-2800 Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps
by Ehyter Matías Martín-González & Antonio Murillo-Salas & Henry Pantí - 2801-2822 On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components
by Elham Khaleghpanah Noughabi & Majid Chahkandi & Majid Rezaei - 2823-2864 A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes
by Nigel Bean & Angus Lewis & Giang T. Nguyen & Małgorzata M. O’Reilly & Vikram Sunkara - 2865-2896 Construction and Simulation of Generalized Multivariate Hawkes Processes
by Tomasz R. Bielecki & Jacek Jakubowski & Mariusz Niewęgłowski - 2897-2912 Sojourn-time Distribution for $$M/G^a/1$$ M / G a / 1 Queue with Batch Service of Fixed Size - Revisited
by Veena Goswami & Mohan Chaudhry & Abhijit Datta Banik - 2913-2931 Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market
by Weiwei Shen & Juliang Yin - 2933-2960 On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 2961-3005 General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters
by Salim Bouzebda & Issam Elhattab & Anouar Abdeldjaoued Ferfache - 3007-3027 The Computational Cost of Blocking for Sampling Discretely Observed Diffusions
by Marcin Mider & Paul A. Jenkins & Murray Pollock & Gareth O. Roberts - 3029-3048 Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging
by Karl K. Sabelfeld & Anastasia E. Kireeva - 3049-3073 Single-Index Importance Sampling with Stratification
by Erik Hintz & Marius Hofert & Christiane Lemieux & Yoshihiro Taniguchi - 3075-3099 Moments of the Ruin Time in a Lévy Risk Model
by Philipp Lukas Strietzel & Anita Behme - 3101-3120 Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation
by Yuqian Zhang & Yingbo Fan & Meng Liu - 3121-3139 Bayesian Analysis of Proportions via a Hidden Markov Model
by Ceren Eda Can & Gul Ergun & Refik Soyer - 3141-3173 Reliability Assessment for Censored $${\boldsymbol{\delta}}$$ δ -Shock Models
by Stathis Chadjiconstantinidis & Serkan Eryilmaz - 3175-3193 Approximations of Copulas via Transformed Moments
by Robert M. Mnatsakanov & Hansjoerg Albrecher & Stephane Loisel - 3195-3225 Markovian Online Matching Algorithms on Large Bipartite Random Graphs
by Mohamed Habib Aliou Diallo Aoudi & Pascal Moyal & Vincent Robin - 3227-3227 Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs
by Mohamed Habib Aliou Diallo Aoudi & Pascal Moyal & Vincent Robin - 3229-3260 An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution
by Ben O’Neill
September 2022, Volume 24, Issue 3
- 1297-1321 Difference Equations Approach for Multi-Server Queueing Models with Removable Servers
by James J. Kim & Douglas G. Down & Mohan Chaudhry & Abhijit Datta Banik - 1323-1340 Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes
by Ji Hwan Cha & Maxim Finkelstein & Gregory Levitin - 1341-1366 Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays
by Nour Al Hayek & Illia Donhauzer & Rita Giuliano & Andriy Olenko & Andrei Volodin - 1367-1383 Rare Events in Random Geometric Graphs
by Christian Hirsch & Sarat B. Moka & Thomas Taimre & Dirk P. Kroese - 1385-1409 Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty
by Ran Xu & Wenyuan Wang & Jose Garrido - 1411-1438 Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model
by Sabine Mercier & Grégory Nuel - 1439-1466 Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations
by Gopinath Panda & Veena Goswami - 1467-1483 Stochastic Model of Conditional Non-stationary Time Series of the Wind Chill Index in West Siberia
by Nina Kargapolova & Vasily Ogorodnikov - 1485-1502 Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components
by Somayeh Ashrafi & Majid Asadi & Jorge Navarro - 1503-1518 Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs
by Anatoly Nazarov & János Sztrik & Anna Kvach & Ádám Tóth - 1519-1551 Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution
by Uchenna Chinedu Nduka - 1553-1563 Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects
by Famei Zheng & Guixin Hu - 1565-1601 Moments for Hawkes Processes with Gamma Decay Kernel Functions
by Lirong Cui & Bei Wu & Juan Yin - 1603-1626 Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning
by Cameron Martin & Hongyuan Zhang & Julia Costacurta & Mihai Nica & Adam R Stinchcombe - 1627-1650 On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 1651-1668 Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation
by Ji Hwan Cha & Sophie Mercier - 1669-1691 A New Robust Class of Skew Elliptical Distributions
by Hok Shing Kwong & Saralees Nadarajah - 1693-1715 A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process
by Michel Mandjes & Birgit Sollie - 1717-1734 On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature
by He Yi & Narayanaswamy Balakrishnan & Lirong Cui - 1735-1751 Modelling with the Novel INAR(1)-PTE Process
by Emrah Altun & Naushad Mamode Khan - 1753-1772 Using Infinite-server Resource Queue with Splitting of Requests for Modeling Two-channel Data Transmission
by Tatyana Bushkova & Svetlana Moiseeva & Alexander Moiseev & János Sztrik & Ekaterina Lisovskaya & Ekaterina Pankratova - 1773-1789 Several Topological Indices of Random Caterpillars
by Panpan Zhang & Xiaojing Wang - 1791-1804 Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution
by Christopher S. Withers & Saralees Nadarajah - 1805-1831 First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes
by Angelos Dassios & Junyi Zhang - 1833-1848 A Family of Induced Distributions
by Vasileios M. Koutras & Markos V. Koutras & Spiros D. Dafnis - 1849-1875 On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems
by He Yi & Lirong Cui & Narayanaswamy Balakrishnan - 1877-1890 Discrete Tempered Stable Distributions
by Michael Grabchak - 1891-1915 Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design
by Narayanaswamy Balakrishnan & Ritwik Bhattacharya - 1917-1952 Profit Optimization of Cattle Growth with Variable Prices
by Gonçalo Jacinto & Patrícia A. Filipe & Carlos A. Braumann - 1953-1985 Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
by Michel Denuit & Christian Y. Robert - 1987-2008 Multivariate Reversed Hazard Rates and Inactivity Times of Systems
by Francesco Buono & Emilio Santis & Maria Longobardi & Fabio Spizzichino - 2009-2028 Exact One- and Two-Sample Likelihood Ratio Tests based on Time-Constrained Life-Tests from Exponential Distributions
by Xiaojun Zhu & Narayanaswamy Balakrishnan & Hon-Yiu So - 2029-2054 Convergence Rates of Attractive-Repulsive MCMC Algorithms
by Yu Hang Jiang & Tong Liu & Zhiya Lou & Jeffrey S. Rosenthal & Shanshan Shangguan & Fei Wang & Zixuan Wu - 2055-2070 Moments Computation for General Markov Fluid Models
by Hédi Nabli - 2071-2092 Asymptotic Behavior of Common Connections in Sparse Random Networks
by Bikramjit Das & Tiandong Wang & Gengling Dai - 2093-2121 Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums
by Kemal Dinçer Dingeç & Wolfgang Hörmann - 2123-2148 Unbiased Simulation of Rare Events in Continuous Time
by James Hodgson & Adam M. Johansen & Murray Pollock - 2149-2167 Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws
by Jüri Lember & Annika Krutto - 2169-2194 A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model
by Jingchao Li & Bihao Su & Zhenghong Wei & Ciyu Nie - 2195-2211 Stochastic Analysis of Rumor Spreading with Multiple Pull Operations
by Frédérique Robin & Bruno Sericola & Emmanuelle Anceaume & Yves Mocquard - 2213-2236 Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences
by Luis Rincón & David J. Santana - 2237-2260 Variance Bounding of Delayed-Acceptance Kernels
by Chris Sherlock & Anthony Lee - 2261-2261 Correction to: Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions
by Makoto Aoshima & Kazuyoshi Yata - 2263-2263 Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings
by Makoto Aoshima & Kazuyoshi Yata
June 2022, Volume 24, Issue 2
- 475-479 Editorial for special issue on advances in Actuarial Science and quantitative finance
by Runhuan Feng & José E. Figueroa-López & Junyi Guo & Claude Lefèvre - 481-513 On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence
by Franck Adékambi & Essodina Takouda - 515-535 On The Randomized Schmitter Problem
by Hansjörg Albrecher & José Carlos Araujo-Acuna - 537-569 Ruin and Dividend Measures in the Renewal Dual Risk Model
by Renata G. Alcoforado & Agnieszka I. Bergel & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Eugenio V. Rodríguez-Martínez - 571-593 Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model
by F. Baltazar-Larios & Luz Judith R. Esparza - 595-611 Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red
by Julien Callant & Julien Trufin & Pierre Zuyderhoff - 613-634 Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback
by Prakash Chakraborty & Kiseop Lee - 635-659 Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment
by Fenge Chen & Bing Li & Xingchun Peng - 661-692 Deep Learning for Constrained Utility Maximisation
by Ashley Davey & Harry Zheng - 693-711 Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
by Michel Denuit & Christian Y. Robert - 713-747 Estimation of Tempered Stable Lévy Models of Infinite Variation
by José E. Figueroa-López & Ruoting Gong & Yuchen Han - 749-788 Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes
by Pavel V. Gapeev - 789-813 Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions
by Pavel V. Gapeev & Peter M. Kort & Maria N. Lavrutich & Jacco J. J. Thijssen - 815-829 Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts
by Daniel J. Geiger & Akim Adekpedjou - 831-874 A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy
by Wentao Hu & Cuixia Chen & Yufeng Shi & Ze Chen - 875-891 General Draw-Down Times for Refracted Spectrally Negative Lévy Processes
by Xuan Huang & Jieming Zhou - 893-916 A Numerical Method for Hedging Bermudan Options under Model Uncertainty
by Junichi Imai - 917-938 Dynamic Bivariate Mortality Modelling
by Ying Jiao & Yahia Salhi & Shihua Wang - 939-961 On the Risk of Ruin in a SIS Type Epidemic
by Claude Lefèvre & Matthieu Simon - 963-990 Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model
by Charles Guy Njike Leunga & Donatien Hainaut - 991-1019 Inference for the Lee-Carter Model With An AR(2) Process
by Deyuan Li & Chen Ling & Qing Liu & Liang Peng - 1021-1049 Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees
by Anne MacKay & Adriana Ocejo - 1051-1059 Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance
by Mhamed Mesfioui & Julien Trufin - 1061-1091 On a Markovian Game Model for Competitive Insurance Pricing
by Claire Mouminoux & Christophe Dutang & Stéphane Loisel & Hansjoerg Albrecher - 1093-1118 Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling
by Khouzeima Moutanabbir & Hassan Abdelrahman - 1119-1141 Manage Pension Deficit with Heterogeneous Insurance
by De-Lei Sheng & Linfeng Shi & Danping Li & Yanping Zhao - 1143-1168 On Accelerating Monte Carlo Integration Using Orthogonal Projections
by Huei-Wen Teng & Ming-Hsuan Kang - 1169-1191 Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process
by Yingxu Tian & Zhongyang Sun & Junyi Guo - 1193-1219 Fraction-Degree Reference Dependent Stochastic Dominance
by Jianping Yang & Chaoqun Zhao & Weiru Chen & Diwei Zhou & Shuguang Han - 1221-1236 Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model
by Yang Yang & Xinzhi Wang & Shaoying Chen - 1237-1251 Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing
by Haoyan Zhang & Yingxu Tian - 1253-1270 Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process
by Xiaoyi Zhang - 1271-1296 Robust Optimal Investment Problem with Delay under Heston’s Model
by Ying Zhao & Hui Mi & Lixia Xu
March 2022, Volume 24, Issue 1
- 1-37 An Evolutionary Model that Satisfies Detailed Balance
by Jüri Lember & Chris Watkins - 39-64 Variance Swaps Under Multiscale Stochastic Volatility of Volatility
by Min-Ku Lee & See-Woo Kim & Jeong-Hoon Kim - 65-93 Batch Size Selection for Variance Estimators in MCMC
by Ying Liu & Dootika Vats & James M. Flegal - 95-142 Performance Analysis of Multi-processor Two-Stage Tandem Call Center Retrial Queues with Non-Reliable Processors
by B. Krishna Kumar & R. Sankar & R. Navaneetha Krishnan & R. Rukmani - 143-178 Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications
by Achref Bachouch & Côme Huré & Nicolas Langrené & Huyên Pham - 179-194 Matrix Variate Two-Sided Power Distribution
by Shokofeh Zinodiny & Saralees Nadarajah - 195-212 An Algorithm for Asymptotic Mean and Variance for Markov Renewal Process of M/G/1 Type with Finite Level
by Yang Woo Shin - 213-231 Assessment of Shock Models for a Particular Class of Intershock Time Distributions
by Coskun Kus & Altan Tuncel & Serkan Eryilmaz - 233-258 Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy
by Zhongqin Gao & Jingmin He & Zhifeng Zhao & Bingbing Wang - 259-275 Profile of Random Exponential Recursive Trees
by Hosam Mahmoud - 277-287 The Eigen-Distribution for Multi-Branching Weighted Trees on Independent Distributions
by Weiguang Peng & NingNing Peng & Kazuyuki Tanaka - 289-308 Stochastic Fluid Models with Positive Jumps at Level Zero
by Hédi Nabli - 309-319 Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions
by Brenda Garcia-Maya & Nikolaos Limnios & Bo Henry Lindqvist - 321-343 Integer-valued Bilinear Model with Dependent Counting Series
by Sakineh Ramezani & Mehrnaz Mohammadpour - 345-359 On Cumulative Entropies in Terms of Moments of Order Statistics
by Narayanaswamy Balakrishnan & Francesco Buono & Maria Longobardi - 361-384 Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay
by Lu Yang & Chengke Zhang & Huainian Zhu - 385-412 A Fourier Transform Method for Solving Backward Stochastic Differential Equations
by Yingming Ge & Lingfei Li & Gongqiu Zhang - 413-430 Nonlinear Unbalanced Urn Models via Stochastic Approximation
by Soumaya Idriss - 431-447 Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees
by Yuxin Ren & Panpan Zhang & Dipak K. Dey - 449-470 Uniform Preferential Selection Model for Generating Scale-free Networks
by Raheel Anwar & Muhammad Irfan Yousuf & Muhammad Abid - 471-472 Correction to: Articles in MCAP 23:1 March 2021 Issue to Be Classified as Original Articles
by Joseph Glaz - 473-473 Correction to: Editorial of the Special Issue of MCAP: S4G Stochastic Geometry, Stereology and Spatial Statistics
by Joseph Glaz
December 2021, Volume 23, Issue 4
- 1173-1201 Sampling from Non-smooth Distributions Through Langevin Diffusion
by Tung Duy Luu & Jalal Fadili & Christophe Chesneau - 1203-1235 Coupon Subset Collection Problem with Quotas
by Shigeo Shioda - 1237-1255 Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails
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