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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
    孟兵, 吴群英
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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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    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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    Valuing Guaranteed Minimum Death Benefi ts 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
    Abstract
    Parameter Interval Estimation for Yule-Simon Distribution
    邓文丽, 王黎明, 王静龙
    Abstract
    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
    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, FANG Longxiang, ZHANG Shuai
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022057
    Abstract PDF
    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
    Abstract PDF
    Censored Composite Conditional Quantile Screening for High-Dimensional Survival Data
    Wei Liu, Yingqiu Li
    DOI: 10.3969/j.issn.10.12460.aps.2024.2022074
    Abstract PDF
    Estimation of Varying Coeffcient Model with Randomly Right-Censored Covariate
    Chai Wang, Yin Junping, Sun Zhihua
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083
    Abstract PDF
    Optimal Investment Strategy for DC Pension Plan with Default Risk under Jump-Diffusion Model
    LI Na, LIU Wei
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022095
    Abstract PDF
    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
    Abstract PDF
    The Strong Law of Large Numbers for Two-Parameter Demimartingales
    FENG Decheng, JIA Ruijie, MU Caiyin
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2021161
    Abstract PDF
    Zero-Modified Skellam Integer-Valued GARCH Model
    MA Yue, ZHU Fukang
    DOI: 10.12460/j.issn.1001-4268.aps.2024.2022093
    Abstract PDF
    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
    Abstract PDF
    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
    Abstract PDF
    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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