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Impulse Stochastic Control for the Optimal Dividend Policy in a Classical Risk Model with Capital Injection, Transaction Costs and Taxes
ZHANG Aili, LIU Zhang, WANG Wenyuan, HU Yijun
2019, 35(1): 1-27. DOI: 10.3969/j.issn.1001-4268.2019.01.001
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Pricing Corporate Bond with Dynamic Default Barrier Based on a Hybrid Model
PAN Jian, XIAO Qingxian
2019, 35(1): 28-38. DOI: 10.3969/j.issn.1001-4268.2019.01.002
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Asymptotics for Tail Probabilities of the Sum and Its Maximum of Extended Negatively Dependent and Heavy-Tailed Random Variables
ZHANG Ting, LI Feng, YANG Yang, LIN Jinguan
2019, 35(1): 39-50. DOI: 10.3969/j.issn.1001-4268.2019.01.003
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Limit Theorems for Birth and Death Process with One-Side Bounded Jumps in Random Environment
WANG Huaming
2019, 35(1): 51-62. DOI: 10.3969/j.issn.1001-4268.2019.01.004
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The Properties and Strong Law of Large Numbers for Weakly Negatively Dependent Random Variables under Sublinear Expectations
CHEN Xiaoyan, XU Xiaoming
2019, 35(1): 63-72. DOI: 10.3969/j.issn.1001-4268.2019.01.005
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Optimal Reinsurance Design of the Implicit Default Risk of the Reinsurance Company under Wang's Premium Principle
DU Junhong, LI Zhiming, WU Lijun
2019, 35(1): 73-85. DOI: 10.3969/j.issn.1001-4268.2019.01.006
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Software Defect Prediction Model Based on Maximal Information Coefficient
CUI Jun, LIU Yana, GUO Xinfeng, WANG Ruibo, LI Jihong
2019, 35(1): 86-108. DOI: 10.3969/j.issn.1001-4268.2019.01.007
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