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2007 Vol.23 No.4
Published 15 November 2007
学术论文
综合报告
学术活动报道
学术论文
337
Wang Kaiyong, Wang Yuebao
Notes on the Asymptotics of the Tail Probabilities of Sums for Negatively Associated Random Variables with Heavy Tails
2007 Vol. 23 (4): 337-344 [
Abstract
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2337
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515KB] (
1673
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345
Chen Liping, Yang Xiangqun
Pricing Mortgage Insurance with House Price Driven by Poisson Jump Diffusion Process
2007 Vol. 23 (4): 345-351 [
Abstract
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1874
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598KB] (
1344
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352
MA Shixia, WANG Yongjing
On the Limit Behaviour of the Population-Size-Dependent Bisexual Branching Processes
2007 Vol. 23 (4): 352-360 [
Abstract
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1827
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0KB] [
PDF
252KB] (
1373
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361
CHEN Xuedong
Bayesian Estimates of Distribution for Count Data with Overdispersion
2007 Vol. 23 (4): 361-368 [
Abstract
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1879
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592KB] (
1295
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369
TIAN Ping, XUE Liugen
Asymptotic Properties of Estimators in Semiparametric Regression Model for Longitudinal Data
2007 Vol. 23 (4): 369-376 [
Abstract
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2928
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530KB] (
1599
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377
ZHANG Lihua, Zhang Yuhui
Ergodicity of a Class of Single Death Processes
2007 Vol. 23 (4): 377-383 [
Abstract
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2078
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0KB] [
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554KB] (
1429
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384
Zhang Chen, HAN Dongong, TSUNG Fugee
The Average Run Lengths of Control Charts for Stable L\'{e}vy Processes
2007 Vol. 23 (4): 384-394 [
Abstract
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2365
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0KB] [
PDF
298KB] (
1557
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395
DING Deng, CHAN Kaleong
The Martingale Approach for Credit-Risky Option Pricing
2007 Vol. 23 (4): 395-406 [
Abstract
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2104
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0KB] [
PDF
295KB] (
1389
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407
XU Qinfeng, YU Yan, SUN Pengfei
Bayesian Clustering for Ordinal Data Based on Finite Mixture Models of Latent Variables
2007 Vol. 23 (4): 407-418 [
Abstract
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2504
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0KB] [
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1247KB] (
1276
)
419
WANG Lichun
Monotone Empirical Bayes Test for Scale Parameter under Random Censorship
2007 Vol. 23 (4): 419-427 [
Abstract
] (
1946
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0KB] [
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262KB] (
1406
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428
HUNAG Xudong, Liu Wei
Markov-Modulated Geometric Brownian Motion and Bollinger Bands
2007 Vol. 23 (4): 428-433 [
Abstract
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2195
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258KB] (
1640
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综合报告
434
WU DOng, Tang Yincai
Stable Distribution and its Application in Finance
2007 Vol. 23 (4): 434-445 [
Abstract
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1865
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1111KB] (
1347
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学术活动报道
446
2007 Vol. 23 (4): 446-447 [
Abstract
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1567
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0KB] [
PDF
299KB] (
1376
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