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Strong Stability of Linear Forms of Mixing Random Variables
Yang Yanzhao, Liu Yanyan
2011, 27(4): 337-345.
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The Convergence Property of the Reflected Backward Stochastic Differential Equations
Deng Wei, Wu Zhen
2011, 27(4): 346-358.
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The Covariance and Long Term Correlation of a Reversible Markov Process
Li Yan, Han Dong
2011, 27(4): 359-368.
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Applications of Copula Theory in Credit Risk
Liang Gechun, Ren Xuemin
2011, 27(4): 369-379.
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The Time Value of Absolute Ruin for a General Risk Model
Yang Hu, Huang Wenting
2011, 27(4): 380-390.
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Computation of Interval Probability for Bankruptcy Procedure in Term Life Insurance With Uncertain Environment
Wan Zhong, Hu Chaoming, Yin Wei
2011, 27(4): 391-398.
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Robust Asymptotic Analysis for Mean and Covariance Structure Model
Xia Yemao, Liu Yingan
2011, 27(4): 399-409.
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The Limit Distribution of Semi-Markov Processes and Its Generalization
Dong Hailing, Hou Zhenting, Jiang Guochao
2011, 27(4): 410-416.
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The Strong Law of Large Numbers and the Law of Large Numbers for Markov Chains in Random Environments
Li Mingliang, Liu Zaiming
2011, 27(4): 417-424.
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Valuation of Cross-Currency Bermudan Swaption
Du Zhikuo, Zhang Dixin
2011, 27(4): 425-434.
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Testing Unit Roots of Financial Time Series: An Application to Major Stock Markets in Asia-Pacific Area
LU Zhiping
2011, 27(4): 435-443.
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