column
Credibility Estimator of the Generalized Weighted Premium with Multitude Contracts
Wen Limin, Mei Guoping, Zheng Xiongjun
2013, 29(3): 225-236.
Abstract PDF
Pricing Dynamic Guaranteed Funds with Stochastic Barrier under Vasicek Interest Rate Model
Dong Yinghui
2013, 29(3): 237-245.
Abstract PDF
Variable Selection for the Linear EV Model with Longitudinal Data
Tian Ruiqin, Xue Liugen
2013, 29(3): 246-260.
Abstract PDF
Optimal Portfolio Strategies with Mispricing and Stochastic Volatility
Yi Bo, Li Zhongfei, Zeng Yan
2013, 29(3): 261-274.
Abstract PDF
Complete Convergence of Pairwise NQD Random Sequences
Huang Haiwu, Wang Dingcheng, Wu Qunying, Peng Jiangyan
2013, 29(3): 275-286.
Abstract PDF
Pricing a Convert Bond with Default Risk under a Reduced Form Model
Wang Wei, Zhao Qijie
2013, 29(3): 287-296.
Abstract PDF
A Method for Estimating the Association Parameter in the Clayton Model
Zhang Qiaozhen, He Shuyuan
2013, 29(3): 297-306.
Abstract PDF
The Combination Forecast about Compositional Data
Zhang Xiaoqin, Chen Jiajia, Yuan Jing
2013, 29(3): 307-316.
Abstract PDF
Optimal Investment Strategy in a Markov-Modulated Risk Model: Maximizing the Terminal Utility
Yao Dingjun, Qian Linyi, Cheng Gongpin
2013, 29(3): 317-329.
Abstract PDF