Sampling and Learning Mallows and Generalized Mallows Models Under the Cayley Distance Ekhine IrurozkiBorja CalvoJose A. Lozano OriginalPaper 20 June 2016 Pages: 1 - 35
Optimal Harvesting for a Stochastic Predator-prey Model with S-type Distributed Time Delays Sheng WangLinshan WangTengda Wei OriginalPaper 24 September 2016 Pages: 37 - 68
The Distribution of Discounted Compound PH–Renewal Processes Ya Fang WangJosé GarridoGhislain Léveillé OriginalPaper 24 November 2016 Pages: 69 - 96
Queues with Dropping Functions and Autocorrelated Arrivals Pawel MrozowskiAndrzej Chydzinski OriginalPaper Open access 20 December 2016 Pages: 97 - 115
Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model Zhenyu CuiDuy Nguyen OriginalPaper 03 January 2017 Pages: 117 - 135
On Generalised Piterbarg Constants Long BaiKrzysztof DȩbickiLi Luo OriginalPaper 05 January 2017 Pages: 137 - 164
Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure Maciej AugustyniakMathieu BoudreaultManuel Morales OriginalPaper 11 January 2017 Pages: 165 - 188
An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion Angelos DassiosJia Wei Lim OriginalPaper Open access 25 January 2017 Pages: 189 - 204
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures Sabrina Mulinacci OriginalPaper 30 January 2017 Pages: 205 - 236
Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators Antonio DalessandroGareth W. Peters OriginalPaper Open access 07 February 2017 Pages: 237 - 271
Densities of Ruin-Related Quantities in the Cramér-Lundberg Model with Pareto Claims Danijel Grahovac OriginalPaper 23 February 2017 Pages: 273 - 288
Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model Dan PirjolLingjiong Zhu OriginalPaper 03 March 2017 Pages: 289 - 331
Telegraph Process with Elastic Boundary at the Origin Antonio Di CrescenzoBarbara MartinucciShelemyahu Zacks OriginalPaper 03 March 2017 Pages: 333 - 352
Conditional, Non-Homogeneous and Doubly Stochastic Compound Poisson Processes with Stochastic Discounted Claims Ghislain LéveilléEmmanuel Hamel OriginalPaper 20 March 2017 Pages: 353 - 368
A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models Yue LiuNicolas Privault OriginalPaper 31 March 2017 Pages: 369 - 384
Efficient Simulation for Dependent Rare Events with Applications to Extremes Lars Nørvang AndersenPatrick J. LaubLeonardo Rojas-Nandayapa OriginalPaper 19 April 2017 Pages: 385 - 409
Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence Jorge NavarroNuria TorradoYolanda del Águila OriginalPaper 27 April 2017 Pages: 411 - 433
On the Optimal Control of a Random Walk with Jumps and Barriers Tim BreitenbachMario AnnunziatoAlfio Borzì OriginalPaper 08 May 2017 Pages: 435 - 462
