The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy Zhimin ZhangEric C. K. Cheung OriginalPaper 21 June 2014 Pages: 275 - 306
Numerically Stable Methods for the Computation of Exit Rates in Markov Chains Juan A. Carrasco OriginalPaper 23 July 2014 Pages: 307 - 334
Twisting the Alive Particle Filter Adam PersinAjay Jasr OriginalPaper 03 August 2014 Pages: 335 - 358
Characterization and Enumeration of Certain Classes of Tenable Pólya Urns Grown by Drawing Multisets of Balls Scott R. KonzemHosam M. Mahmoud OriginalPaper 10 August 2014 Pages: 359 - 375
A Random Shock Model with Mixed Effect, Including Competing Soft and Sudden Failures, and Dependence Sophie MercierHai Ha Pham OriginalPaper 31 August 2014 Pages: 377 - 400
Bivariate Issues in Leader Election Algorithms with Marshall-Olkin Limit Distribution Cheng ZhangHosam Mahmoud OriginalPaper 22 November 2014 Pages: 401 - 418
Analysis of B M A P/M S P/1 Queue S. K. SamantaM. L. ChaudhryA. Pacheco OriginalPaper 25 November 2014 Pages: 419 - 440
On the Laplace Transform of the Lognormal Distribution Søren AsmussenJens Ledet JensenLeonardo Rojas-Nandayapa OriginalPaper 07 December 2014 Pages: 441 - 458
A Reduced-Form Model for Correlated Defaults with Regime-Switching Shot Noise Intensities Yinghui DongKam C. YuenChongfeng Wu OriginalPaper 12 December 2014 Pages: 459 - 486
Birth and Death Chains on Finite Trees: Computing their Stationary Distribution and Hitting Times José Luis PalaciosDaniel Quiroz OriginalPaper 15 January 2015 Pages: 487 - 498
Analysis and Approximation of a Stochastic Growth Model with Extinction Fabien CampilloMarc JoannidesIrène Larramendy-Valverde OriginalPaper 08 February 2015 Pages: 499 - 515
Waiting Time Distribution for the Emergence of Superpatterns Anant P. GodboleMartha Liendo OriginalPaper 13 February 2015 Pages: 517 - 528
Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems Jorge NavarroYolanda del ÁguilaAlfonso Suárez-Llorens OriginalPaper 28 February 2015 Pages: 529 - 545
Earthquake Forecasting Based on Multi-State System Methodology A. KaragrigoriouA. MakridesG. Vougiouka OriginalPaper 05 June 2015 Pages: 547 - 561
Scan Statistics for Detecting a Local Change in Variance for Normal Data with Known Variance Bo ZhaoJoseph Glaz OriginalPaper 23 September 2015 Pages: 563 - 573
On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility Alessandro Ramponi OriginalPaper 26 May 2015 Pages: 575 - 596