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).
Semiparametric Model and Statistical Inference for Panel Count Data with Adjusting by Propensity Scores
ZHOU Wen, LI Ni
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022085
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Optimal Investment Strategy for the DC Pension Plan Based on Minimum Guarantee and S-shaped Utility
LU Jiaxin, DONG Hua
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022091
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Estimation of proportional odds model based on Stochastic EM algorithm under doubly interval censored data
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Optimal Order-of-Addition Experiments under a Prior Constraint
ZHANG Yunzhi, ZHANG Wenchao, WANG Xiaodi, CHEN Xueping
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022134
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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
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European Option Pricing Formula in Risk-Aversive Markets Based on the Risk Measure of VaR
WU Shujin, WANG Shiyu, LIANG Shanshan, REN Yanke
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022141
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Non-Zero-Sum Stochastic Differential Investment Games in Ambiguous Economy Based on CRRA Utility Criterion
ZHU Huainian, MO Shiyin
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022123
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Optimal Allocation of Randomly Selected Redundancies to $k$-out-of-$n$ System with Dependent but Nonidentical Components
CHENG Meifang, FANG Longxiang, ZHANG Shuai
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022057
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Comparative study of Louvain algorithm and K-means clustering algorithm
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Censored Composite Conditional QuantileScreening for High-Dimensional Survival Data
刘薇, 李应求
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Criteria for confounders in survival function
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Improved Berry-Esseen bound for Rademacher sum
叶柳
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Hausdorff dimension of range and graph for general Markov processes
陈芷禾
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Optimal Investment Strategy for an Insurer in Two Currency Markets
周倩倩
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Parameter Interval Estimation for Yule-Simon Distribution
邓文丽, 王黎明, 王静龙
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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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Regularized Inverse Covariance Estimation with Informative Dropout
杨淑宁, 郑智, 张伟平
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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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Reserch on optimal truncated sequential test scheme without substitution
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Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
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Robust test of persistence change in heavy-tailed time series environment
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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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L1 solutions of multidimensional BSDEs with generators of time-varying one-sided Osgood type
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Forward-Validation Model Averaging for Discrete Response MIDAS Model
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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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Bayesian Network Structure Learning Based on Topological Order and Penalty Likelihood
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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
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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
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Exchange option pricing under the hybrid exponential jump diffusion model
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