Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims Dawei LuMeng Yuan OriginalPaper 10 January 2022 Pages: 2265 - 2286
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes Nitin KumarUmesh Chandra Gupta OriginalPaper 24 January 2022 Pages: 2287 - 2312
Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities Hao MaHenk A. P. Blom OriginalPaper Open access 28 January 2022 Pages: 2313 - 2338
Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process Florin AvramDan GoreacUlyses Solon OriginalPaper 03 February 2022 Pages: 2339 - 2371
On the Maximum of a Bivariate INMA Model with Integer Innovations J. HüslerM. G. TemidoA. Valente-Freitas OriginalPaper 15 February 2022 Pages: 2373 - 2402
A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo Qiang HanShaolin Ji OriginalPaper 28 February 2022 Pages: 2403 - 2426
Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems He YiLirong CuiJingyuan Shen OriginalPaper 02 March 2022 Pages: 2427 - 2453
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks Sabrina Mulinacci OriginalPaper 03 March 2022 Pages: 2455 - 2484
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server Sudhesh R.Mohammed Shapique A.Dharmaraja S. OriginalPaper 04 March 2022 Pages: 2485 - 2508
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance Laurent LesageMadalina DeaconuRadu State OriginalPaper 05 March 2022 Pages: 2509 - 2537
Stochastic Analysis of an Eco-Epidemic Model with Biological Control Debasis Mukherjee OriginalPaper 08 March 2022 Pages: 2539 - 2555
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks Maximilien GermainJoseph MikaelXavier Warin OriginalPaper 15 March 2022 Pages: 2557 - 2586
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
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression Alexander HenziAlexandre MöschingLutz Dümbgen OriginalPaper Open access 31 March 2022 Pages: 2633 - 2645
Bounds for the Renewal Function and Related Quantities Sotirios LosidisKonstadinos Politis OriginalPaper 02 April 2022 Pages: 2647 - 2660
On Some Distributional Properties of Subordinated Gaussian Random Fields Robin MerkleAndrea Barth OriginalPaper Open access 06 April 2022 Pages: 2661 - 2688
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
Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals Nikita Ratanov OriginalPaper 08 April 2022 Pages: 2703 - 2721
On Distribution and Average Run Length of a Two-Stage Control Process Hsing-Ming ChangJames C. Fu OriginalPaper 13 April 2022 Pages: 2723 - 2742
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
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
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
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
Construction and Simulation of Generalized Multivariate Hawkes Processes Tomasz R. BieleckiJacek JakubowskiMariusz Niewęgłowski OriginalPaper 26 May 2022 Pages: 2865 - 2896
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
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
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
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
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
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
Single-Index Importance Sampling with Stratification Erik HintzMarius HofertYoshihiro Taniguchi OriginalPaper 21 July 2022 Pages: 3049 - 3073
Moments of the Ruin Time in a Lévy Risk Model Philipp Lukas StrietzelAnita Behme OriginalPaper Open access 30 July 2022 Pages: 3075 - 3099
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation Yuqian ZhangYingbo FanMeng Liu OriginalPaper 02 August 2022 Pages: 3101 - 3120
Bayesian Analysis of Proportions via a Hidden Markov Model Ceren Eda CanGul ErgunRefik Soyer OriginalPaper 03 August 2022 Pages: 3121 - 3139
Reliability Assessment for Censored \({\boldsymbol{\delta}}\)-Shock Models Stathis ChadjiconstantinidisSerkan Eryilmaz OriginalPaper 15 August 2022 Pages: 3141 - 3173
Approximations of Copulas via Transformed Moments Robert M. MnatsakanovHansjoerg AlbrecherStephane Loisel OriginalPaper 05 September 2022 Pages: 3175 - 3193
Markovian Online Matching Algorithms on Large Bipartite Random Graphs Mohamed Habib Aliou Diallo AoudiPascal MoyalVincent Robin OriginalPaper 09 September 2022 Pages: 3195 - 3225
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
