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Content
March 2025, Volume 27, Issue 1
- 1-16 On Ordered Beta Distribution and the Generalized Incomplete Beta Function
by Mayad Al-Saidi & Alexey Kuznetsov & Mikhail Nediak - 1-16 On Geometric-type Approximations with Applications
by Fraser Daly & Claude Lefèvre - 1-18 Bootstrap of Reliability Indicators for Semi-Markov Processes
by Irene Votsi & Salim Bouzebda - 1-20 A New Family of Continuous Univariate Distributions
by Markos V. Koutras & Spiros D. Dafnis - 1-25 Quickest Change-point Detection Problems for Multidimensional Wiener Processes
by Pavel V. Gapeev & Yavor I. Stoev
December 2024, Volume 26, Issue 4
- 1-17 Generalized Fractional Risk Process
by Ritik Soni & Ashok Kumar Pathak - 1-17 WNBUE Class and its Applications to Signature-Based Bounds for Reliability of Coherent Systems
by Abdolsaeed Toomaj & Narayanaswamy Balakrishnan - 1-17 Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees
by Joshua Sparks - 1-17 A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis
by Ata Kabán & Efstratios Palias - 1-18 Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data
by Muhammad Aslam - 1-20 Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality
by José L. Vilar-Zanón & Barbara Rogo - 1-20 Pseudo-Spectral Galerkin Method Using Shifted Vieta-Fibonacci Polynomials for Stochastic Models: Existence, Stability, and Numerical Validation
by Reema Gupta & Snehashish Chakraverty - 1-21 Analysis of A Two-queue Discrete-time Model with Random Alternating Service Under High Occupancy in One Queue
by Arnaud Devos & Joris Walraevens & Herwig Bruneel - 1-21 A Stationary Proportional Hazard Class Process and its Applications
by Debasis Kundu - 1-21 Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity
by Tong Qian & Cuixia Chen & Weijun Yin & Bing Liu - 1-21 Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise
by José Alfredo López-Mimbela & Gerardo Pérez-Suárez - 1-22 A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule
by Qingzhe Xu & Jianjun Li & Liwei Liu & Lixue Guo - 1-22 Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools
by Michel Denuit & Christian Y. Robert - 1-24 Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center
by Veena Goswami & G. B. Mund - 1-26 On the Longest Run and the Waiting Time for the First Run in a Continuous Time Multi-State Markov Chain
by Eutichia Vaggelatou - 1-26 Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model
by Nicolas Privault - 1-27 On the Tail Behavior for Randomly Weighted Sums of Dependent Random Variables with its Applications to Risk Measures
by Zhangting Chen & Dongya Cheng - 1-30 A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services
by Srinivas R. Chakravarthy & Serife Ozkar - 1-30 Admission Control of Parallel Queues with Fork Types of Jobs
by Bing Lin & Rohit Bhatnagar & Yuchen Lin - 1-32 Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ M 1 X , M 2 / G 1 , G 2 / 1 Retrial Queue Under the Constant Retrial Policy
by KM Rashmi & S. K. Samanta - 1-33 Stochastic Comparisons for Finite Mixtures from Location-scale Family of Distributions
by Raju Bhakta & Suchandan Kayal & Maxim Finkelstein - 1-33 Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ M / G r ( a , b ) / 1 / N Queue with Second Optional Service
by Anuradha Banerjee & Priti Lata - 1-34 Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game
by Qiang Zhang & Qianqian Cui
September 2024, Volume 26, Issue 3
- 1-7 A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method
by Yaakov Malinovsky - 1-10 A Unified Approach for Hitting Time of Jump Markov Type Processes
by Nikolaos Limnios & Bei Wu - 1-13 Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler
by Bryant Davis & James P. Hobert - 1-15 Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting
by Sheng Wang & Lijuan Dong - 1-16 Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process
by Ernesto Cruz & Luis Rincón & David J. Santana - 1-16 Branching Random Walks on $$\mathbb {Z}$$ Z with One Particle Generation Center and Symmetrically Located Absorbing Sources
by Elena Filichkina & Elena Yarovaya - 1-16 Weak Ergodicity in G-NHMS
by P.-C.G. Vassiliou - 1-22 Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences
by Li Yongming & Li Naiyi & Luo Zhongde & Xing Guodong - 1-22 Strategy Analysis of Retrial Queue with Parallel Customer and Standby Server
by Xinlei Liu & Xiuli Xu & Mingxin Liu - 1-28 Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims
by Dawei Lu & Ting Li & Meng Yuan & Xinmei Shen - 1-33 Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX
by A. Mohammed Shapique & R. Sudhesh & S. Dharmaraja - 1-34 Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown
by Yakun Liu & Jingchao Li & Jieming Zhou & Yingchun Deng - 1-36 Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications
by Liangxue Li & Xiaoqian Zheng & Haiwu Huang & Xuejun Wang - 1-48 Two-sided Bounds for some Quantities in the Delayed Renewal Process
by Stathis Chadjiconstantinidis
June 2024, Volume 26, Issue 2
- 1-22 Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration
by Fan Xu & Ruiling Tian & Qi Shao - 1-23 A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance
by P. K. Singh & S. Saha Ray - 1-23 A Cyclic Random Motion in $$\mathbb {R}^3$$ R 3 Driven by Geometric Counting Processes
by Antonella Iuliano & Gabriella Verasani - 1-25 Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities
by Xiao Wei & Xingchi Gu - 1-26 The Valuation at Origination of Mortgages with Full Prepayment and Default Risks
by Congjin Zhou & Guojing Wang & Yinghui Dong & Pin Wang - 1-27 Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment
by Veena Goswami & Gopinath Panda - 1-28 Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy
by Yaxing He & Yinghui Tang & Miaomiao Yu & Wenqing Wu - 1-28 Portfolio Selection with Contrarian Strategy
by Zhichao Lu & Peiyuan Pang & Yuhong Xu & Wenxin Zhang - 1-31 Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences
by Gracia Yunruo Dong & Erik Hintz & Marius Hofert & Christiane Lemieux - 1-37 The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association
by Nour-Eddine Berrahou & Salim Bouzebda & Lahcen Douge - 1-38 Efficient Approximations for Utility-Based Pricing
by Laurence Carassus & Massinissa Ferhoune - 1-54 Two-sided Bounds for Renewal Equations and Ruin Quantities
by Stathis Chadjiconsatntinidis
March 2024, Volume 26, Issue 1
- 1-13 How Many Digits are Needed?
by Ira W. Herbst & Jesper Møller & Anne Marie Svane - 1-15 Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit
by Rasmi K & Jacob M J & Alexander Dudin & A. Krishnamoorthy - 1-19 The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain
by Yinbing Zhou & Dawei Lu - 1-20 Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data
by Guillaume Perrin & Christian Soize - 1-25 The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience
by Masoumeh Fallahi & Reza Pourtaheri & Farzad Eskandari - 1-27 On Berman Functions
by Krzysztof Dȩbicki & Enkelejd Hashorva & Zbigniew Michna - 1-27 Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation
by Qi Shao & Linmin Hu & Fan Xu - 1-29 On Survival of Coherent Systems Subject to Random Shocks
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 1-47 Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility
by Yumo Zhang
December 2023, Volume 25, Issue 4
- 1-11 Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility
by Jyy-I Hong & Joseph Najnudel & Siang-Mao Rao & Ju-Yi Yen - 1-15 Distribution of Patterns of Constrained Length in Binary Sequences
by Frosso S. Makri & Zaharias M. Psillakis - 1-18 Binomial Approximation to Locally Dependent Collateralized Debt Obligations
by Amit N. Kumar & P. Vellaisamy - 1-18 Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps
by V. Deepa & M. Haridass - 1-20 A Semi-Markov Model with Geometric Renewal Processes
by Jingqi Zhang & Mitra Fouladirad & Nikolaos Limnios - 1-21 Continuous-Time Stochastic Analysis of Rumor Spreading with Multiple Operations
by François Castella & Bruno Sericola & Emmanuelle Anceaume & Yves Mocquard - 1-23 Asymptotics of Sum of Heavy-tailed Risks with Copulas
by Fan Yang & Yi Zhang - 1-23 Ruin Problems for Risk Processes with Dependent Phase-Type Claims
by Oscar Peralta & Matthieu Simon - 1-23 Bivariate Semi-Parametric Model: Bayesian Inference
by Debashis Samanta & Debasis Kundu - 1-24 A New Separation Index and Classification Techniques Based on Shannon Entropy
by Jorge Navarro & Francesco Buono & Jorge M. Arevalillo - 1-24 Flexible Bayesian Inference for Diffusion Processes using Splines
by Paul A. Jenkins & Murray Pollock & Gareth O. Roberts - 1-25 The First-Passage Area of Wiener Process with Stochastic Resetting
by Mario Abundo - 1-27 Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect
by Tao Jiang & Li Gao & Xudong Chai - 1-29 Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control
by Lingjiao Zhang & Jinting Wang & Yilin Wang - 1-31 Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment
by Sheng Wang & Lijuan Dong - 1-40 A Generalised Matching Distribution for the Problem of Coincidences
by Ben O’Neill - 1-49 Three Distributions in the Extended Occupancy Problem
by Ben O’Neill
September 2023, Volume 25, Issue 3
- 1-12 Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process
by Hassan Akell & Farkhondeh-Alsadat Sajadi & Iraj Kazemi - 1-13 Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims
by Shijie Wang & Yueli Yang & Yang Liu & Lianqiang Yang - 1-15 A Non-equilibrium Geometric No-arbitrage Principle
by Wanxiao Tang & Peibiao Zhao - 1-18 Modeling and Control of Data Transmission
by Huang Tanhao & Jian Siqi & Chen Jinwen & Dai Yanan - 1-19 Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity
by Ailing Gu & Xinya He & Shumin Chen & Haixiang Yao - 1-22 On Computing the Multivariate Poisson Probability Distribution
by Bora Çekyay & J.B.G. Frenk & Sonya Javadi - 1-25 How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?
by Aurélien Alfonsi & Bernard Lapeyre & Jérôme Lelong - 1-25 A Versatile Stochastic Dissemination Model
by K. M. D. Chan & M. R. H. Mandjes - 1-25 The Effect of Loss Preference on Queueing with Information Disclosure Policy
by Jian Cao & Yongjiang Guo & Zhongxin Hu
June 2023, Volume 25, Issue 2
- 1-12 The Log-Logistic Regression Model Under Censoring Scheme
by Lucas David Ribeiro-Reis - 1-13 Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes
by Mohamed Kharrat - 1-13 On Familywise Error Rate Cutoffs under Pairwise Exchangeability
by Thomas Fung & Eugene Seneta - 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 - 1-14 Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise
by Xuekang Zhang & Shounian Deng & Weiyin Fei - 1-14 Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array
by Lina Wang & Dawei Lu - 1-15 A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis
by Ahmed Nafidi & Abdenbi El Azri & Ramón Gutiérrez-Sánchez - 1-16 Busy Periods for Queues Alternating Between Two Modes
by Igor Kleiner & Esther Frostig & David Perry - 1-16 Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes
by Soumaya Idriss & Hosam Mahmoud - 1-18 Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays
by Yehan Ma & Arthur B. Yeh & John T. Chen - 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 - 1-21 Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process
by Angelos Dassios & Junyi Zhang - 1-23 Weighted fractional generalized cumulative past entropy and its properties
by Suchandan Kayal & N. Balakrishnan - 1-25 Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry
by Bilel Jarraya & Hatem Afi & Anis Omri - 1-27 Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations
by Xianyue Shi & Liwei Liu - 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 Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model
by Ning Bin & Huainian Zhu & Chengke Zhang - 1-28 Second-Order Properties for Planar Mondrian Tessellations
by Carina Betken & Tom Kaufmann & Kathrin Meier & Christoph Thäle - 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 - 1-31 Four Finite Dimensional (FD) Surrogates for Continuous Random Processes
by M. Grigoriu - 1-31 Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations
by Stathis Chadjiconstantinidis - 1-32 Pairwise Markov Models and Hybrid Segmentation Approach
by Kristi Kuljus & Jüri Lember - 1-33 On Properties and Applications of Gaussian Subordinated Lévy Fields
by Robin Merkle & Andrea Barth
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 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 - 1-17 Ornstein - Uhlenbeck Process Driven By $$\alpha$$ α -stable Process and Its Gamma Subordination
by Janusz Gajda & Aleksandra Grzesiek & Agnieszka Wyłomańska - 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 - 1-18 Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service
by Gopinath Panda & Veena Goswami - 1-18 Polynomial Convergence Rates of Piecewise Deterministic Markov Processes
by Gareth O. Roberts & Jeffrey S. Rosenthal - 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 - 1-19 Entropy of Some Discrete Distributions
by Kosto Mitov & Saralees Nadarajah - 1-20 On Several Properties of A Class of Hybrid Recursive Trees
by Panpan Zhang - 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 - 1-20 Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes
by Dawud Thongtha & Nathakhun Wiroonsri - 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 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 - 1-24 Tail Dependence Functions of Two Classes of Bivariate Skew Distributions
by Xin Lao & Zuoxiang Peng & Saralees Nadarajah - 1-24 Strong Approximation of Bessel Processes
by Madalina Deaconu & Samuel Herrmann - 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 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 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 - 1-26 Stochastic Fluid Models with Upward Jumps and Phase Transitions
by Hédi Nabli & Itidel Abdallah - 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 - 1-27 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 The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System
by Alexander Klump - 1-29 Subsampling in Longitudinal Models
by Ziyang Wang & HaiYing Wang & Nalini Ravishanker - 1-29 Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach
by Alexandre Roch - 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 A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects
by Hidekazu Yoshioka & Kunihiko Hamagami & Haruka Tomobe - 1-37 Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System
by Sujit Kumar Samanta & Kousik Das - 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