A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations Cody B. HyndmanPolynice Oyono Ngou OriginalPaper 23 June 2015 Pages: 1 - 29
Stochastic Enumeration Method for Counting Trees Radislav VaismanDirk P. Kroese OriginalPaper 16 August 2015 Pages: 31 - 73
Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier Michael V. BoutsikasKonstadinos Politis OriginalPaper 23 August 2015 Pages: 75 - 95
Series Representations for Multivariate Time-Changed Lévy Models Vladimir Panov OriginalPaper 29 August 2015 Pages: 97 - 119
Iterated Stochastic Processes: Simulation and Relationship with High Order Partial Differential Equations Michèle ThieullenAlexis Vigot OriginalPaper 21 October 2015 Pages: 121 - 149
Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions Pierre-Olivier GoffardStéphane LoiselDenys Pommeret OriginalPaper 03 November 2015 Pages: 151 - 174
Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes Reiichiro Kawai OriginalPaper 11 November 2015 Pages: 175 - 211
Approximate Simulation Techniques and Distribution of an Extended Gamma Process Zeina Al MasrySophie MercierGhislain Verdier OriginalPaper 01 December 2015 Pages: 213 - 235
First Passage Time for Brownian Motion and Piecewise Linear Boundaries Zhiyong JinLiqun Wang OriginalPaper 09 December 2015 Pages: 237 - 253
Waiting Time Distributions in the Preemptive Accumulating Priority Queue Val Andrei FajardoSteve Drekic OriginalPaper 23 December 2015 Pages: 255 - 284
Approximations for Time-Dependent Distributions in Markovian Fluid Models Sarah DendievelGuy Latouche OriginalPaper 22 January 2016 Pages: 285 - 309
Capital Allocation for Sarmanov’s Class of Distributions Raluca Vernic OriginalPaper 27 January 2016 Pages: 311 - 330
Bivariate Binomial Moments and Bonferroni-Type Inequalities Qin DingEugene Seneta OriginalPaper 02 February 2016 Pages: 331 - 348
On the Moments of the Absorption Time of Kingman’s Coalescent Tibor K. PogánySaralees Nadarajah OriginalPaper 29 September 2016 Pages: 349 - 355
