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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).
    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
    Abstract
    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
    ,
    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
    Abstract
    Exact Recovery Discrimination in Planted Bisection Models
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    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023001
    Abstract
    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
    ,
    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
    ,
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2023100
    Abstract
    The “component debiasing” method in distributed Byzantine problems
    ,
    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
    ,
    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
    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 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
    Two-Sex Branching Interacting Particle Systems and Related Limit Equation
    MA Rugang, WANG Yanwei, ZHAO Han
    2024, 40(4): 543-557. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022055
    Abstract PDF
    Uniform Asymptotic Estimate for the Finite-Time Ruin Probability in a Risk Model with Stochastic Investment Returns
    CHENG Ming, WANG Dingcheng
    2024, 40(4): 558-571. 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
    2024, 40(4): 572-587. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022067
    Abstract FullText HTML PDF
    Variable Selection in Multiple Functional Regression Model with Autoregressive Errors
    LI Qian, TAN Xiangyong, WANG Liming
    2024, 40(4): 588-607. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022069
    Abstract PDF
    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
    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
    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 FullText HTML PDF
    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
    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 PDF
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