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The Strong Law of Large Numbers for Two-Parameter Demimartingales
FENG Decheng, JIA Ruijie, MU Caiyin
2024, 40(5): 697-709. DOI: 10.12460/j.issn.1001-4268.aps.2024.2021161
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Complete Convergence and Complete Moment Convergence for Weighted Sums of ANA Random Variables
MENG Bing, WU Qunying
2024, 40(5): 710-724. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022027
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Optimal Investment Strategy for DC Pension Plan with Default Risk under Jump-Diffusion Model
LI Na, LIU Wei
2024, 40(5): 725-740. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022095
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Optimal Excess-of-Loss Reinsurance and Investment in a Stock Market with Ornstein-Uhlenbeck Process
HUANG Ling, LIU Haiyan, CHEN Mi
2024, 40(5): 741-756. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022098
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The Confounding Measure of Effects in Two-Level Regular Designs under Linear Model
LI Ao, LI Zhi, LI Zhiming
2024, 40(5): 757-771. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022099
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A Small Deviation for Random Walk with Random Environment in Time
LV You
2024, 40(5): 772-782. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022112
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Censored Composite Conditional Quantile Screening for High-Dimensional Survival Data
LIU Wei, LI Yingqiu
2024, 40(5): 783-799. DOI: 10.3969/j.issn.10.12460.aps.2024.2022074
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Estimation of Varying Coeffcient Model with Randomly Right-Censored Covariate
CHAI Wang, YIN Junping, SUN Zhihua
2024, 40(5): 800-818. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083
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Valuing Guaranteed Minimum Death Benefits by Complex Fourier Series Expansion
ZHANG Bo, ZHANG Zhimin, ZHONG Wei
2024, 40(5): 819-842. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022084
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Zero-Modified Skellam Integer-Valued GARCH Model
MA Yue, ZHU Fukang
2024, 40(5): 843-862. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022093
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