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Portfolio Model of Risk Management with Second Order Stochastic Dominant Constraints and Transaction Costs
YANG Liu, SHEN FeiFei
2017, 33(2): 111-124.
Abstract PDF
A Model about Insurer with Dividend and Irregularly Checking Surplus
JIN Fang, MO XiaoYun, YANG XiangQun
2017, 33(2): 125-138.
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Complete Moment Convergence for Weighted Sums of -Mixing Random Variable Series
CHEN Fen
2017, 33(2): 139-150.
Abstract PDF
Optimization of Investment-Dividend Problem in a Diffusion Model with Transaction Costs and Investment Constraints
LI ManMan, LIU ZaiMing
2017, 33(2): 151-169.
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Estimation in Functional Partial Linear Composite Quantile Regression Model
YU Ping, ZHANG ZhongZhan, DU Jiang
2017, 33(2): 170-190.
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mixed exponential distribution (MED); hybrid censoring; maximum likelihood estimation (MLE); EM algorithm
TIAN YuZhu, HAN XueFeng, TIAN MaoZai
2017, 33(2): 191-202.
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Asymptotically D-Optimal Design of Mixture Experiment with Complex Constraints
LI GuangHui, ZHANG ChongQi
2017, 33(2): 203-220.
Abstract PDF