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Estimation of proportional odds model based on Stochastic EM algorithm under doubly interval censored data
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Comparative study of Louvain algorithm and K-means clustering algorithm
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Complete convergence and complete moment convergence for weighted sums of ANA random variables
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Semiparametric Model Statistical Inference with Adjusting by Propensity Scores for Panel Count Data
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The Confounding Measure of Effects in Two-level Regular Designs under Linear Model
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A small deviation for random walk with random environment in time
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Criteria for confounders in survival function
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Valuing Guaranteed Minimum Death Benefits by Complex Fourier Series Expansion
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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
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王黎明
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王静龙
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Asymptotic probability of record numbers in random walks
彭文杰
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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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Abstract
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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Abstract
Regularized Inverse Covariance Estimation with Informative Dropout
杨淑宁
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郑智
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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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Abstract
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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Abstract
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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Abstract
Equilibrium strategies in M/M/1 retrial queues with variable service rate
1刘源远
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阎兆增
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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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Abstract
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
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Hawkes-based Optimal Investment and Reinsurance Strategies for Loss-averse Insurer
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The “component debiasing” method in distributed Byzantine problems
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Exchange option pricing under the hybrid exponential jump diffusion model
Abstract
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).
Optimal Allocation of Randomly Selected Redundancies to $k$-out-of-$n$ System with Dependent but Nonidentical Components
CHENG Meifang
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FANG Longxiang
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ZHANG Shuai
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022057
Abstract
PDF
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Non-Zero-Sum Stochastic Differential Investment Games in Ambiguous Economy Based on CRRA Utility Criterion
ZHU Huainian
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MO Shiyin
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022123
Abstract
PDF
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Censored Composite Conditional Quantile Screening for High-Dimensional Survival Data
Wei Liu
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Yingqiu Li
DOI:
10.3969/j.issn.10.12460.aps.2024.2022074
Abstract
PDF
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Estimation of Varying Coeffcient Model with Randomly Right-Censored Covariate
Chai Wang
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Yin Junping
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Sun Zhihua
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022083
Abstract
PDF
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Optimal Investment Strategy for DC Pension Plan with Default Risk under Jump-Diffusion Model
LI Na
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LIU Wei
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022095
Abstract
PDF
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European Option Pricing Formula in Risk-Aversive Markets Based on the Risk Measure of VaR
WU Shujin
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WANG Shiyu
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LIANG Shanshan
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REN Yanke
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022141
Abstract
PDF
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The Strong Law of Large Numbers for Two-Parameter Demimartingales
FENG Decheng
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JIA Ruijie
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MU Caiyin
DOI:
10.12460/j.issn.1001-4268.aps.2024.2021161
Abstract
PDF
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Zero-Modified Skellam Integer-Valued GARCH Model
MA Yue
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ZHU Fukang
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022093
Abstract
PDF
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Reserch on optimal truncated sequential test without substitution
CHEN Huijuan
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HU Sigui
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LI Qiude
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FANG Maoda
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LONG Rongjin
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YE Maoyue
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022016
Abstract
PDF
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Optimal Order-of-Addition Experiments under a Prior Constraint
ZHANG Yunzhi
,
ZHANG Wenchao
,
WANG Xiaodi
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CHEN Xueping
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022134
Abstract
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Optimal Reinsurance and Investment Strategy under the Influence of Unexpected Events
YANG Peng
2024, 40(4): 525-542.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022050
Abstract
PDF
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Two-Sex Branching Interacting Particle Systems and Related Limit Equation
MA Rugang
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WANG Yanwei
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ZHAO Han
2024, 40(4): 543-557.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022055
Abstract
PDF
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Uniform Asymptotic Estimate for the Finite-Time Ruin Probability in a Risk Model with Stochastic Investment Returns
CHENG Ming
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WANG Dingcheng
2024, 40(4): 558-571.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022059
Abstract
PDF
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Pricing Catastrophe Options with Credit Risk in a Regime-Switching Model
XU Yajuan
,
WANG Guojing
2024, 40(4): 572-587.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022067
Abstract
FullText HTML
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Variable Selection in Multiple Functional Regression Model with Autoregressive Errors
LI Qian
,
TAN Xiangyong
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WANG Liming
2024, 40(4): 588-607.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022069
Abstract
PDF
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Estimation of Varying Coefficient Fixed Effects Models in Panel Data Based on Auxiliary Regression
YANG Yiping
,
QIN Shaohong
,
ZHAO Peixin
2024, 40(4): 608-624.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022070
Abstract
PDF
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Conditions for Non-Confounding and Collapsibility within Causal Diagrams
WANG Ting
,
SUN Yi
2024, 40(4): 625-643.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022072
Abstract
PDF
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Optimality of Group Testing with Differential Misclassification
LI Yiming
,
ZHANG Hong
,
LIU Aiyi
2024, 40(4): 644-662.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022082
Abstract
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Demonstrational Examples Based on the New Theory of L. K. Hua's Economic Optimization
YANG Ting
,
CHEN Bin
,
ZHOU Qin
2024, 40(4): 663-683.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2023038
Abstract
PDF
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Multi-Threhold Negative Binomial Regression Model
LIAO Hongyi
,
JIN Baisuo
2024, 40(4): 684-696.
DOI:
10.12460/j.issn.1001-4268.aps.2024.2022060
Abstract
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