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The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales
Xiao Xiaoyong, Yin Hongwei
2015, 31(4): 337-346.
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General Shrinkage Rule with Respect to gamma-Norms for Bridge Estimation
Gai Yujie, Zhang Zhanli, Zhang Jun
2015, 31(4): 347-356.
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Pricing Derivatives under a Markov Skeleton Process
Jia Zhaoli, Zhang Fan, Zhang Shuguang
2015, 31(4): 357-366.
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The Periods of States for Markov Chains in a Random Environment
Fei Shilong, Bai Yaoqian
2015, 31(4): 367-374.
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The Perturbed Compound Poisson Risk Model with Constant Interest
Zhang Yuanyuan, Wang Wensheng
2015, 31(4): 375-383.
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Renewal-Geometry Process and Its Properties
Liang Xiaolin, Niu Caiyun, Tian Xue
2015, 31(4): 384-394.
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Pricing Catastrophe Options with Stochastic Interest Rates and Compound Poisson Losses
Jin Yunguo, Zhong Shouming
2015, 31(4): 395-410.
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Reward Processes and Performance Optimization in Asymmetric Supermarket Models
Li Quanlin, Ding Yuanyuan, Yang Feifei
2015, 31(4): 411-431.
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Covariate-Adjusted Nonparametric Regression for Time Series
Ma Yunyan, Kou Guangjie
2015, 31(4): 432-448.
Abstract PDF