1. Editorial

   • Christos H. Skiadas

   EditorialNotes 03 June 2009 Pages: 213 - 214

2. Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models

   • Guglielmo D’Amico
   • Jacques Janssen
   • Raimondo Manca

   OriginalPaper 26 June 2009 Pages: 215 - 225

3. A Non-Homogeneous Continuous Time Semi-Markov Model for the Study of Accumulated Claim Process

   • Giuseppe Di Biase
   • Jacques Janssen
   • Raimondo Manca

   OriginalPaper 17 June 2009 Pages: 227 - 235

4. Brownian Motion Hitting Probabilities for General Two-Sided Square-Root Boundaries

   • Doncho S. Donchev

   OriginalPaper 27 June 2009 Pages: 237 - 245

5. On the Empirical Bayesian Approach for the Poisson-Gaussian Model

   • Leonidas Sakalauskas

   OriginalPaper 31 July 2009 Pages: 247 - 259

6. Exact Solutions of Stochastic Differential Equations: Gompertz, Generalized Logistic and Revised Exponential

   • Christos H. Skiadas

   OriginalPaper 30 June 2009 Pages: 261 - 270

7. \(\boldsymbol{\mathcal{G}-}\)Inhomogeneous Markov Systems of High Order

   • P.-C. G. Vassiliou
   • T. P. Moysiadis

   OriginalPaper 26 June 2009 Pages: 271 - 292

8. Drawdowns and Rallies in a Finite Time-horizon

   • Hongzhong Zhang
   • Olympia Hadjiliadis

   OriginalPaper 12 June 2009 Pages: 293 - 308