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Convergence Theorems of the Limit Processes of Integrated Errors of Semimartingale Sequence
Xiao Xiaoqing, Xie Yingchao
2008, 24(6): 561-573.
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An Approach for Constructing Some $2_{\rm{III}}^{m-(m-k)}$Designs with the Maximum Number of Clear Two-Factor Interactions
Yang Guijun
2008, 24(6): 574-580.
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The Ruin Probability of Classical Risk Model and the Distribution of the Cycle Maximum of the M/G/1 Queue
Xing Yongsheng, Ma Jianjing
2008, 24(6): 581-584.
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Ruin Probability for Correlated Risk Process that is Perturbed by Diffusion
Gu Peipei, Wang Guojing
2008, 24(6): 585-592.
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Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models
Xia Tian, Kong Fanchao
2008, 24(6): 593-603.
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Skew normal distribution, quadratic form, skewness, kurtosis.
Fang Biqi
2008, 24(6): 604-612.
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The Martingale Pricing for Convertible Bond with Dividend-Paying under Stochastic Interest
Zhu Dan, Yang Xiangqun
2008, 24(6): 613-620.
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Quick Algorithm for Least Absolute Deviation Estimator
Lu Shulong, Liu Wenli
2008, 24(6): 621-630.
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The Expected Discounted Penalty at Ruin under a Stochastic Interest Rate
Wang Houchun
2008, 24(6): 631-638.
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The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model
Zhou Jingwen, Wei Laisheng
2008, 24(6): 639-647.
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Valuation of Equity-Indexed Annuity under Jump Diffusion Process
Qian Linyi, Zhu Liping, Yao Dingjun
2008, 24(6): 648-659.
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