Online First

Online first articles have been peer-reviewed and accepted, which are not yet assigned to volumes/issues, but are citable by Digital Object Identifier (DOI).
Comparative study of Louvain algorithm and K-means clustering algorithm
DOI: 10.12460/j.issn.1001-4268.aps.2024.2021061
Abstract
Complete convergence and complete moment convergence for weighted sums of ANA random variables
孟兵, 吴群英
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022027
Abstract
Semiparametric Model Statistical Inference with Adjusting by Propensity Scores for Panel Count Data
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022085
Abstract
The Confounding Measure of Effects in Two-level Regular Designs under Linear Model
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022099
Abstract
A small deviation for random walk with random environment in time
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022112
Abstract
Censored Composite Conditional QuantileScreening for High-Dimensional Survival Data
刘薇, 李应求
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022074
Abstract
Criteria for confounders in survival function
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022080
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Estimation of Varying Coefficient Model with Randomly Right-Censored Covariate
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083
Abstract
Valuing Guaranteed Minimum Death Benefi ts by Complex Fourier Series Expansion
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022084
Abstract
Improved Berry-Esseen bound for Rademacher sum
叶柳
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022121
Abstract
Hausdorff dimension of range and graph for general Markov processes
陈芷禾
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022133
Abstract
Optimal order-of-addition experiments under a prior constraint
张芸芝, 王晓迪, 陈雪平
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022134
Abstract
European Option Pricing Formula in Risk-Aversive Markets Based on the Risk Measure of VaR
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022141
Abstract
Optimal Investment Strategy for an Insurer in Two Currency Markets
周倩倩
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023003
Abstract
Parameter Interval Estimation for Yule-Simon Distribution
邓文丽, 王黎明, 王静龙
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023004
Abstract
Asymptotic probability of record numbers in random walks
彭文杰, 李育强
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023006
Abstract
Inference on the mixed effect additive-multiplicative hazard model for clustered failure time data
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022104
Abstract
Interquantile Shrinkage in General Spatial Quantile Autoregressive Regression models
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022144
Abstract
Nonparametric estimation of some dividend and ruin related functions in a Levy risk model
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023009
Abstract
Optimal Receiver Operating Characteristic Curve of Classical Conditional Power under Normal Models
张应应
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023022
Abstract
Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023035
Abstract
Regularized Inverse Covariance Estimation with Informative Dropout
杨淑宁, 郑智, 张伟平
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023046
Abstract
Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2020104
Abstract
The Strong Law of Large Numbers for Two-Parameter Demimartingales
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2021161
Abstract
Optimal Allocation of Randomly Selected Redundancies to k-out-of-n System with Dependent but Nonidentical Components
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022057
Abstract PDF
Reserch on optimal truncated sequential test scheme without substitution
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022106
Abstract
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022117
Abstract
Robust test of persistence change in heavy-tailed time series environment
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2022139
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Exact Recovery Discrimination in Planted Bisection Models
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023001
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The optimal deductible for credibility prediction in non-life insurance
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023010
Abstract
Optimal Reserve Price Design of Multi-unit Online Auctions
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023014
Abstract
L1 solutions of multidimensional BSDEs with generators of time-varying one-sided Osgood type
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023017
Abstract
Forward-Validation Model Averaging for Discrete Response MIDAS Model
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023034
Abstract
Sparse optimization of Poisson regression based on GPGN algorithm
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023050
Abstract
Dynamic mean-variance asset allocation for a DC pension plan with the minimum guarantee under 4/2 stochastic volatility model
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023067
Abstract
Equilibrium strategies in M/M/1 retrial queues with variable service rate
1刘源远, 阎兆增, 杨琴
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023096
Abstract
Improved Robust CM Estimation Method for Distributed Data under Lipschitz Condition
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023106
Abstract
Maximum Lq-likelihood estimation of reproductive dispersion linear models
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023030
Abstract
Bayesian Network Structure Learning Based on Topological Order and Penalty Likelihood
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023039
Abstract
Exact Tail Asymptotics for a Double-ended Queue with Nonpersistent Customers and Nonzero Matching Time
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023055
Abstract
Complete $f$-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables
胡学平
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023056
Abstract
Construction of a special class of Marginally Coupled Designs
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023057
Abstract
Smoluchowski-Kramers approximation for stochastic differential equations under discretization
李歌
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023072
Abstract
Hawkes-based Optimal Investment and Reinsurance Strategies for Loss-averse Insurer
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023098
Abstract
Robust equilibrium strategy in DB pension plans with Poisson jump
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023100
Abstract
The “component debiasing” method in distributed Byzantine problems
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023103
Abstract
Ambiguity Aversion Type Insurance Company’s Optimal Re-insurance and Investment Strategy - Taking the Chinese Stock Market as an Example
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DOI: 10.12460/j.issn.1001-4268.aps.2024.2023123
Abstract
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
DOI: 10.12460/j.issn.1001-4268.aps.2024.2024004
Abstract
Exchange option pricing under the hybrid exponential jump diffusion model
DOI: 10.12460/j.issn.1001-4268.aps.2024.2024009
Abstract