1. On the Accuracy of the MAP Inference in HMMs

   • Kristi Kuljus
   • Jüri Lember

   OriginalPaper 01 March 2015 Pages: 597 - 627

2. Parameter Estimation of Discrete Multivariate Phase-Type Distributions

   • Qi-Ming He
   • Jiandong Ren

   OriginalPaper 03 March 2015 Pages: 629 - 651

3. Vector-Valued Tail Value-at-Risk and Capital Allocation

   • Hélène Cossette
   • Mélina Mailhot
   • Mhamed Mesfioui

   OriginalPaper 16 April 2015 Pages: 653 - 674

4. Ruin Probability in a Correlated Aggregate Claims Model with Common Poisson Shocks: Application to Reinsurance

   • Xiang Hu
   • Lianzeng Zhang

   OriginalPaper 05 June 2015 Pages: 675 - 689

5. Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes

   • Runhuan Feng

   OriginalPaper 02 October 2015 Pages: 691 - 715

6. Scan Statistic Tail Probability Assessment Based on Process Covariance and Window Size

   • Anat Reiner-Benaim

   OriginalPaper 02 July 2015 Pages: 717 - 745

7. Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process

   • Shuanming Li
   • Yi Lu
   • Can Jin

   OriginalPaper 05 July 2015 Pages: 747 - 764

8. A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

   • Enrico Bibbona
   • Laura Sacerdote
   • Emiliano Torre

   OriginalPaper 24 February 2016 Pages: 765 - 783

9. Exact Confidence Intervals of the Extended Orey Index for Gaussian Processes

   • Kęstutis Kubilius
   • Dmitrij Melichov

   OriginalPaper 21 August 2015 Pages: 785 - 804

10. Background Risk Models and Stepwise Portfolio Construction

    • Alexandru V. Asimit
    • Raluca Vernic
    • Ricardas Zitikis

    OriginalPaper 13 August 2015 Pages: 805 - 827

11. Option Pricing Under Jump-Diffusion Processes with Regime Switching

    • Nikita Ratanov

    OriginalPaper 16 September 2015 Pages: 829 - 845

12. Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions

    • Stephen Taylor
    • Scott Glasgow
    • Jan Vecer

    OriginalPaper 16 September 2015 Pages: 847 - 867

13. Optimal Scaling for the Pseudo-Marginal Random Walk Metropolis: Insensitivity to the Noise Generating Mechanism

    • Chris Sherlock

    OriginalPaper 27 October 2015 Pages: 869 - 884

14. Estimation for Discrete-time Semi-Markov Reward Processes: Analysis and Inference

    • K. Khorshidian
    • F. Negahdari
    • H. A. Mardnifard

    OriginalPaper 03 November 2015 Pages: 885 - 900

15. Stochastic Asymptotic Stability of Nowak-May Model with Variable Diffusion Rates

    • M. Pitchaimani
    • R. Rajaji

    OriginalPaper 12 March 2016 Pages: 901 - 910

16. Expansions for Log Densities of Multivariate Estimates

    • Christopher S. Withers
    • Saralees Nadarajah

    OriginalPaper 15 March 2016 Pages: 911 - 920

17. Dependence Assessment Based on Generalized Relative Complexity: Application to Sampling Network Design

    • F. J. Alonso
    • M. C. Bueso
    • J. M. Angulo

    OriginalPaper 28 March 2016 Pages: 921 - 933