1. A Random-Discretization Based Monte Carlo Sampling Method and its Applications

   • James C. Fu
   • Liqun Wang

   OriginalPaper Pages: 5 - 25

2. Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set

   • Rimas Norvaiša
   • Donna Mary Salopek

   OriginalPaper Pages: 27 - 53

3. Bounds on Gambler's Ruin Probabilities in Terms of Moments

   • S. N. Ethier
   • Davar Khoshnevisan

   OriginalPaper Pages: 55 - 68

4. On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System

   • Andreas Brandt
   • Manfred Brandt

   OriginalPaper Pages: 69 - 82

5. Stochastic Order and MLE of the Mean of the Exponential Distribution

   • N. Balakrishnan
   • C. Brain
   • Jie Mi

   OriginalPaper Pages: 83 - 93

6. A Comparison of an Analytical Approach and a Standard Simulation Approach in Bayesian Forecasting Applied to Monthly Data from Insurance of Companies

   • Ingunn Fride Tvete
   • Bent Natvig

   OriginalPaper Pages: 95 - 113