Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications Yi WuXuejun WangAiting Shen OriginalPaper 08 February 2023 Article: 15
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks Yiqing ChenJiajun LiuYang Yang OriginalPaper 06 February 2023 Article: 14
Transform MCMC Schemes for Sampling Intractable Factor Copula Models Cyril BénézetEmmanuel GobetRodrigo Targino OriginalPaper 04 February 2023 Article: 13
Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System Sujit Kumar SamantaKousik Das OriginalPaper 03 February 2023 Article: 12
Strong Approximation of Bessel Processes Madalina DeaconuSamuel Herrmann OriginalPaper 03 February 2023 Article: 11
Tail Dependence Functions of Two Classes of Bivariate Skew Distributions Xin LaoZuoxiang PengSaralees Nadarajah OriginalPaper 02 February 2023 Article: 10
Ornstein - Uhlenbeck Process Driven By \(\alpha\)-stable Process and Its Gamma Subordination Janusz GajdaAleksandra GrzesiekAgnieszka Wyłomańska OriginalPaper 01 February 2023 Article: 9
Poisson Edge Growth and Preferential Attachment Networks Tiandong WangSidney Resnick OriginalPaper 01 February 2023 Article: 8
Stochastic Fluid Models with Upward Jumps and Phase Transitions Hédi NabliItidel Abdallah OriginalPaper 31 January 2023 Article: 7
Polynomial Convergence Rates of Piecewise Deterministic Markov Processes Gareth O. RobertsJeffrey S. Rosenthal OriginalPaper 31 January 2023 Article: 6
Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service Gopinath PandaVeena Goswami OriginalPaper 31 January 2023 Article: 5
Matched Queues with Flexible and Impatient Customers Heng-Li LiuQuan-Lin Li OriginalPaper 28 January 2023 Article: 4
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach Alexandre Roch OriginalPaper 27 January 2023 Article: 3
Entropy of Some Discrete Distributions Kosto MitovSaralees Nadarajah OriginalPaper 19 January 2023 Article: 2
Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models Chi YaoWei YuXuejun Wang OriginalPaper 31 December 2022 Article: 1
Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs Mohamed Habib Aliou Diallo AoudiPascal MoyalVincent Robin Correction 28 December 2022 Pages: 3227 - 3227
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution Ben O’Neill OriginalPaper Open access 02 November 2022 Pages: 3229 - 3260
Markovian Online Matching Algorithms on Large Bipartite Random Graphs Mohamed Habib Aliou Diallo AoudiPascal MoyalVincent Robin OriginalPaper 09 September 2022 Pages: 3195 - 3225
Approximations of Copulas via Transformed Moments Robert M. MnatsakanovHansjoerg AlbrecherStephane Loisel OriginalPaper 05 September 2022 Pages: 3175 - 3193
Reliability Assessment for Censored \({\boldsymbol{\delta}}\)-Shock Models Stathis ChadjiconstantinidisSerkan Eryilmaz OriginalPaper 15 August 2022 Pages: 3141 - 3173
Bayesian Analysis of Proportions via a Hidden Markov Model Ceren Eda CanGul ErgunRefik Soyer OriginalPaper 03 August 2022 Pages: 3121 - 3139
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation Yuqian ZhangYingbo FanMeng Liu OriginalPaper 02 August 2022 Pages: 3101 - 3120
Moments of the Ruin Time in a Lévy Risk Model Philipp Lukas StrietzelAnita Behme OriginalPaper Open access 30 July 2022 Pages: 3075 - 3099
Single-Index Importance Sampling with Stratification Erik HintzMarius HofertYoshihiro Taniguchi OriginalPaper 21 July 2022 Pages: 3049 - 3073
Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging Karl K. SabelfeldAnastasia E. Kireeva OriginalPaper 16 July 2022 Pages: 3029 - 3048
The Computational Cost of Blocking for Sampling Discretely Observed Diffusions Marcin MiderPaul A. JenkinsGareth O. Roberts OriginalPaper Open access 14 July 2022 Pages: 3007 - 3027
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts Daniel J. GeigerAkim Adekpedjou OriginalPaper 22 June 2022 Pages: 815 - 829
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters Salim BouzebdaIssam ElhattabAnouar Abdeldjaoued Ferfache OriginalPaper 16 June 2022 Pages: 2961 - 3005
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling Dheeraj GoyalNil Kamal HazraMaxim Finkelstein OriginalPaper 16 June 2022 Pages: 2933 - 2960
Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market Weiwei ShenJuliang Yin OriginalPaper 13 June 2022 Pages: 2913 - 2931
Sojourn-time Distribution for \(M/G^a/1\) Queue with Batch Service of Fixed Size - Revisited Veena GoswamiMohan ChaudhryAbhijit Datta Banik OriginalPaper 08 June 2022 Pages: 2897 - 2912
Editorial for special issue on advances in Actuarial Science and quantitative finance Runhuan FengJosé E. Figueroa-LópezClaude Lefèvre EditorialNotes 05 June 2022 Pages: 475 - 479
Construction and Simulation of Generalized Multivariate Hawkes Processes Tomasz R. BieleckiJacek JakubowskiMariusz Niewęgłowski OriginalPaper 26 May 2022 Pages: 2865 - 2896
A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes Nigel BeanAngus LewisVikram Sunkara OriginalPaper Open access 23 May 2022 Pages: 2823 - 2864
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes Pavel V. Gapeev OriginalPaper Open access 17 May 2022 Pages: 749 - 788
Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions Pavel V. GapeevPeter M. KortJacco J. J. Thijssen OriginalPaper Open access 14 May 2022 Pages: 789 - 813
On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components Elham Khaleghpanah NoughabiMajid ChahkandiMajid Rezaei OriginalPaper 07 May 2022 Pages: 2801 - 2822
Manage Pension Deficit with Heterogeneous Insurance De-Lei ShengLinfeng ShiYanping Zhao OriginalPaper 02 May 2022 Pages: 1119 - 1141
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps Ehyter Matías Martín-GonzálezAntonio Murillo-SalasHenry Pantí OriginalPaper 30 April 2022 Pages: 2779 - 2800
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk Yan ZhangPeibiao ZhaoRufei Ma OriginalPaper 27 April 2022 Pages: 2743 - 2777
On Distribution and Average Run Length of a Two-Stage Control Process Hsing-Ming ChangJames C. Fu OriginalPaper 13 April 2022 Pages: 2723 - 2742
Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals Nikita Ratanov OriginalPaper 08 April 2022 Pages: 2703 - 2721
Distributions of \(({k}_{1},{k}_{2},\dots ,{k}_{m})\)-runs with Multi-state Trials Xian ZhaoYanbo SongZhiyue Lv OriginalPaper 07 April 2022 Pages: 2689 - 2702
On Some Distributional Properties of Subordinated Gaussian Random Fields Robin MerkleAndrea Barth OriginalPaper Open access 06 April 2022 Pages: 2661 - 2688
Bounds for the Renewal Function and Related Quantities Sotirios LosidisKonstadinos Politis OriginalPaper 02 April 2022 Pages: 2647 - 2660
Dynamic Bivariate Mortality Modelling Ying JiaoYahia SalhiShihua Wang OriginalPaper 01 April 2022 Pages: 917 - 938
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression Alexander HenziAlexandre MöschingLutz Dümbgen OriginalPaper Open access 31 March 2022 Pages: 2633 - 2645
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models Anna B. ZarembaGareth W. Peters OriginalPaper Open access 30 March 2022 Pages: 2587 - 2632
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees Anne MacKayAdriana Ocejo OriginalPaper 23 March 2022 Pages: 1021 - 1049
A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy Wentao HuCuixia ChenZe Chen OriginalPaper 22 March 2022 Pages: 831 - 874
