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    Estimation of proportional odds model based on Stochastic EM algorithm under doubly interval censored data
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    Comparative study of Louvain algorithm and K-means clustering algorithm
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    Optimal Investment Strategy for an Insurer in Two Currency Markets
    周倩倩
    Abstract
    Asymptotic probability of record numbers in random walks
    彭文杰, 李育强
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    Inference on the mixed effect additive-multiplicative hazard model for clustered failure time data
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    Interquantile Shrinkage in General Spatial Quantile Autoregressive Regression models
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    Nonparametric estimation of some dividend and ruin related functions in a Levy risk model
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    Optimal Receiver Operating Characteristic Curve of Classical Conditional Power under Normal Models
    张应应
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    Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
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    Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
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    Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
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    Exact Recovery Discrimination in Planted Bisection Models
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    The optimal deductible for credibility prediction in non-life insurance
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    Optimal Reserve Price Design of Multi-unit Online Auctions
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    Sparse optimization of Poisson regression based on GPGN algorithm
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    Dynamic mean-variance asset allocation for a DC pension plan with the minimum guarantee under 4/2 stochastic volatility model
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    Equilibrium strategies in M/M/1 retrial queues with variable service rate
    1刘源远, 阎兆增, 杨琴
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    Improved Robust CM Estimation Method for Distributed Data under Lipschitz Condition
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    Maximum Lq-likelihood estimation of reproductive dispersion linear models
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    Exact Tail Asymptotics for a Double-ended Queue with Nonpersistent Customers and Nonzero Matching Time
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    Complete $f$-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables
    胡学平
    Abstract
    Construction of a special class of Marginally Coupled Designs
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    Smoluchowski-Kramers approximation for stochastic differential equations under discretization
    李歌
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    Hawkes-based Optimal Investment and Reinsurance Strategies for Loss-averse Insurer
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    Robust equilibrium strategy in DB pension plans with Poisson jump
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    The “component debiasing” method in distributed Byzantine problems
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    Ambiguity Aversion Type Insurance Company’s Optimal Re-insurance and Investment Strategy - Taking the Chinese Stock Market as an Example
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    Finite-time expected present value of operating costs until ruin in a two-dimensional risk model with periodic observation
    腾叶, 谢佳益, 张志民
    Abstract
    Exchange option pricing under the hybrid exponential jump diffusion model
    Abstract
    Articles in press have been peer-reviewed and accepted, which are not yet assigned to volumes /issues, but are citable by Digital Object Identifier (DOI).
    Reserch on optimal truncated sequential test without substitution
    CHEN Huijuan, HU Sigui, LI Qiude, FANG Maoda, LONG Rongjin, YE Maoyue
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022016
    Abstract PDF
    L1 Solutions of Multidimensional BSDEs with Generators of Time-Varying One-Sided Osgood Type
    TANG Chunyang, FAN Shengjun
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023017
    Abstract PDF
    Forward-Validation Model Averaging for Discrete Response MIDAS Model
    WANG Can, ZHANG Xiaomeng, ZHANG Xinyu
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023034
    Abstract PDF
    Bayesian Network Structure Learning Based on Topological Order and Penalty Likelihood
    ZHAO Xinyu, HU Yingying, SUN Yi
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023039
    Abstract PDF
    Reliability Analysis of the Multi-State Complex Repairable System with Priority Repair Discipline
    Aihemaitijiang Yumaier, Ehmet Kasim
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023048
    Abstract PDF
    Risk Contagion Analysis of Listed Banks in China Based on Nonlinear Correlation Network
    ZHAO Yaqi, LI Zhimin
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023084
    Abstract PDF
    Maximum Lq-Likelihood Estimation of Reproductive Dispersion Linear Models
    WU Qiaoyan, HU Hongchang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023030
    Abstract PDF
    Complete f-Moment Convergence for Sung’s Type Weighted Sums of Negatively Superadditive Dependent Random Variables
    HU Xueping, WANG Liuliu, HU Ke, XU Zhonghao
    DOI: 10.12406/j.issn.1001-4268.aps.2025.2023056
    Abstract PDF
    Estimation of Proportional Odds Model Based on Stochastic EM Algorithm under Doubly Interval Censored Data
    WANG Shuying, LI Hongwei, ZHAO Bo
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023078
    Abstract PDF
    Sparse Optimization for Poisson Regression Based on GPGN Algorithm
    ZHAO Zirong, WANG Siyang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023050
    Abstract PDF
    Dynamic Mean-Variance Asset Allocation for a DC Pension Plan with the Minimum Guarantee under 4/2 Stochastic Volatility Model
    HAO Zhehong, CHANG Hao
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023067
    Abstract PDF
    Smoluchowski-Kramers Approximation for Stochastic Differential Equations under Discretization
    Li Ge
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023072
    Abstract PDF
    Equilibrium Strategies in M/M/1 Retrial Queues with Variable Service Rate
    LIU Yuanyuan, YAN Zhaozeng, YANG Qin
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023096
    Abstract PDF
    Ambiguity Aversion Type Insurance Company’s Optimal Re-insurance and Investment Strategy-Taking the Chinese Stock Market as an Example
    ZHU Qiuming, YAO Dingjun
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023123
    Abstract PDF
    Exchange Option Pricing under the Hybrid Exponential Jump Diffusion Model
    SONG Ruili, LU Yichen
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2024009
    Abstract PDF
    Exact Tail Asymptotics for a Double-Ended Queue with Nonpersistent Customers and Nonzero Matching Time
    YU Zhengheng, SONG Yang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023055
    Abstract PDF
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