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Convertible Bond Pricing under Jump-Diffusion Model
HU Chaolei, LIU Ying, LI Wenhan
2026, 42(2): 157-166. DOI: 10.12460/j.issn.1001-4268.aps.2026.2023099
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Test for High-Dimensional Regression Coeffcients in Partially Functional Linear Models
LI Qian, TAN Xiangyong, FANG Yuexin, LI Hongmei
2026, 42(2): 167-192. DOI: 10.12460/j.issn.1001-4268.aps.2026.2023110
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Dispersive and Star Orders on Extreme Order Statistics from Location-Scale Samples
SONG Haitao, ZHANG Jiandong, YAN Rongfang
2026, 42(2): 193-207. DOI: 10.12460/j.issn.1001-4268.aps.2026.2023085
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Optimal Prevention-Reinsurance Strategies in Diffusion Approximation Risk Models
LI Qicai, ZHUO Chuanxia, LIU Guoxiang
2026, 42(2): 208-219. DOI: 10.12460/j.issn.1001-4268.aps.2026.2024035
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Construction of Asymptotically Unbiased Estimators of a Positive Extreme Value Index
CHANG Shuai, GUAN Jinrui
2026, 42(2): 220-242. DOI: 10.12460/j.issn.1001-4268.aps.2026.2024040
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Gaussian Fluctuations of Spatial Averages for a Non-Linear System of Stochastic Wave Equations
ZHANG Wanying, ZHANG Yong, LI Jingyu
2026, 42(2): 243-253. DOI: 10.12460/j.issn.1001-4268.aps.2026.2024049
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Limit Law for the Maximum Interpoint Distance of High-Dimensional Dependent Variables
YAN Guowei, FENG Long
2026, 42(2): 254-273. DOI: 10.12460/j.issn.1001-4268.aps.2026.2024064
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Fourier Transform and Option Pricing: An Algorithm with Faster Convergence Rate
YAN Litan, WU Yingying, ZHENG Xingwei
2026, 42(2): 274-290. DOI: 10.12460/j.issn.1001-4268.aps.2026.2024093
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The Optimal Safety Loading Factor Based on the Principle of Distorted Risk Measurement and Distorted Premium
TAN Tao, WU Lijun, ZHOU Yong
2026, 42(2): 291-305. DOI: 10.12460/j.issn.1001-4268.aps.2026.2024094
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