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    Latest accepted have been peer-reviewed and accepted, which are not yet assigned to volumes /issues, but are citable by Digital Object Identifier (DOI).
    Articles in press have been peer-reviewed and accepted, which are not yet assigned to volumes /issues, but are citable by Digital Object Identifier (DOI).
    Demonstrational Examples Based on the New Theory of Luo-Geng Hua's Economic Optimization
    YANG Ting, CHEN Bin, ZHOU Qin
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023038
    Abstract PDF
    Variable Selection in Multiple Functional Regression Model with Autoregressive Errors
    Li Qian, Tan Xiangyong, Wang Liming
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022069
    Abstract PDF
    Multi-Threhold Negative Binomial Regression Model
    LIAO Hongyi, JIN Baisuo
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022060
    Abstract PDF
    Two-Sex Branching Interacting Particle Systems and Related Limit Equation
    MA Rugang, WANG Yanwei, ZHAO Han
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022055
    Abstract PDF
    Conditions for Non-Confounding and Collapsibility within Causal Diagrams
    WANG Ting, BRIAN Y. Sun
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022072
    Abstract PDF
    Uniform Asymptotic Estimate for the Finite-Time Ruin Probability in a Risk Model with Stochastic Investment Returns
    CHENG Ming, WANG Dingcheng
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022059
    Abstract PDF
    Pricing Catastrophe Options with Credit Risk in a Regime-Switching Model
    XU Yajuan, WANG Guojing
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022067
    Abstract FullText HTML PDF
    Optimal Reinsurance and Investment Strategy under the Influence of Unexpected Events
    YANG Peng
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022050
    Abstract PDF
    Optimality of Group Testing with Differential Misclassification
    LI Yiming, ZHANG Hong, LIU Aiyi
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022082
    Abstract FullText HTML PDF
    Estimation of Varying Coefficient Fixed Effects Models in Panel Data Based on Auxiliary Regression
    YANG Yiping, QIN Shaohong, ZHAO Peixin
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022070
    Abstract PDF
    Comparisons of the Largest Order Statistics under General Exponential Pareto Distribution*
    YANG Yonghong, ZHANG Zhengcheng
    2024, 40(3): 365-377. DOI: 10.3969/j.issn.1001-4268.2024.03.001
    Abstract FullText HTML PDF
    Conditional Moment Matching for Pricing Arithmetic Asian Options under Vasicek Interest Rate Model*
    WEI Xiao
    2024, 40(3): 378-397. DOI: 10.3969/j.issn.1001-4268.2024.03.002
    Abstract FullText HTML PDF
    Small Time Chung's Law of the Iterated Logarithm for Increments of a Brownian Motion
    LIU Yonghong, ZENG Gang, WANG Zhuang
    2024, 40(3): 398-408. DOI: 10.3969/j.issn.1001-4268.2024.03.003
    Abstract PDF
    Mean Change Point Detection Based on Jump Information Criterion
    ZHANG Wanyao, XIA Zhiming
    2024, 40(3): 409-419. DOI: 10.3969/j.issn.1001-4268.2024.03.004
    Abstract PDF
    Parameter Estimation of Linear Mixed Effects Model Based on Online Update
    GAI Yujie, XIE Yujiao, WANG Xiaodi
    2024, 40(3): 420-432. DOI: 10.3969/j.issn.1001-4268.2024.03.005
    Abstract PDF
    A Second-Order Necessary Condition for Risk-Sensitive Mean-Field Type Control*
    HAO Tao
    2024, 40(3): 433-451. DOI: 10.3969/j.issn.1001-4268.2024.03.006
    Abstract FullText HTML PDF
    Lower-Order Confounding Properties of Inverse Yates-Order Designs with Three Levels
    HUANG Zhiyun, LI Zhiming
    2024, 40(3): 452-462. DOI: 10.3969/j.issn.1001-4268.2024.03.007
    Abstract PDF
    Overview of Research Advance for Knockoff Methods
    YUAN Panxu, LI Gaorong
    2024, 40(3): 463-497. DOI: 10.3969/j.issn.1001-4268.2024.03.008
    Abstract PDF
    Non-Parametric Two-Sample Tests: Recent Developments and Prospects
    WANG Roulin, PAN Wenliang, WANG Xueqin
    2024, 40(3): 498-524. DOI: 10.3969/j.issn.1001-4268.2024.03.009
    Abstract PDF
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