Online First

Articles in press have been peer-reviewed and accepted, which are not yet assigned to volumes/issues, but are citable by Digital Object Identifier (DOI).
Reserch on optimal truncated sequential test without substitution
CHEN Huijuan, HU Sigui, LI Qiude, FANG Maoda, LONG Rongjin, YE Maoyue
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022016
Abstract PDF
Convertible Bond Pricing under Jump-Diffusion Model
HU Chaolei, LIU Ying, LI Wenha
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023099
Abstract PDF
Test for High-Dimensional Regression Coeffcients in Partially Functional Linear Models
LI Qian, TAN Xiangyong, FANG Yuexin, LI Hongmei
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023110
Abstract PDF
Gaussian Fluctuations of Spatial Averages for a Non-Linear System of Stochastic Wave Equations
ZHANG Wanying, ZHANG Yong, LI Jingyu
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024049
Abstract PDF
Research on Regularized Trend Filtering Generalized Least Squares Method and Spurious Regression Problem
LIU Ke
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025010
Abstract PDF
Optimal Prevention-Reinsurance Strategies in Diffusion Approximation Risk Models
LI Qicai, ZHUO Chuanxia, LIU Guoxiang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024035
Abstract PDF
Construction of Asymptotical Unbiased Estimators of a Positive Extreme Value Index
CHANG Shuai, GUAN Jinrui
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024040
Abstract PDF
The Optimal Safety Loading Factor Based on the Principle of Distorted Risk Measurement and Distorted Premium
Tao Tan, Lijun Wu, Yong Zhou
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024094
Abstract PDF
Optimal Design of Online Experiments
ZENG Rui
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025001
Abstract PDF
Infinite Dimensional Backward Stochastic Linear Quadratic Optimal Control Problem with Jumps
WANG Meijiao, WANG Shijun, MENG Qinxin
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025002
Abstract PDF
Limit Law for the Maximum Interpoint Distance of High Dimensional Dependent Variables
YAN Guowei, FENG Long
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024064
Abstract PDF
Self-Normalized Large Deviations for Markov Branching-Immigration Systems
WANG Juan, WANG Xueke, LI Junping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025016
Abstract PDF
Optimal Reinsurance and Investment Strategies with Option Trading Under Loss-Dependent Premium Principle
DONG Wenze, MA Shixia, CUI Yaru
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025020
Abstract PDF
Dispersive and Star Orders on Extreme Order Statistics from Location-Scale Samples
SONG Haitao, ZHANG Jiandong, YAN Rongfang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023085
Abstract PDF
Bi-Objective Optimization of a Repairable M/M/(1+c) Queueing System with Two-Phase Service and Redundant Dependencies
XU Fan, TIAN Ruiling, SHAO Qi
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023020
Abstract PDF
Construction of Factorial-Component Orthogonal Arrays
HUANG Hengzhen, YANG Xiaopeng, WEI Shuhao, LIN Youwu, ZHOU Weiping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023031
Abstract PDF
Valuation of Complex Life Insurance Products under Regime-Switching Jump Diffussion Models
ZHONG Wei, YANG Yang, LIU Chaolin
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024006
Abstract PDF
Construction of Minimum Aberration and Weak Minimum Aberration 412n Designs
LIU Yanli, ZHAO Shengli
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025046
Abstract PDF
Joint Asymptotic Distributions of Kernel Estimators for a Finite Number of Quantiles under Strong Mixing High-Frequency Data
TANG Wenjing, QIN Yongsong
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024099
Abstract PDF
The Construction of Two Kinds of Bijections in Simple Random Walk Paths
SONG Sai, YAO Qiang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023011
Abstract PDF
Asymmetric Horseshoe+ Prior for high Dimensional Quantile Regression with Variational Bayes
WANG Weixian, ZHANG Juanjuan, TIAN Maozai
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023087
Abstract PDF
A Novel Transfer Learning Algorithm Based on Two-Step Elastic Net Penalty
YAN Ruyun, ZHU Zhengyu, SHI Jianhua, ZHANG Riquan
DOI: 10.12460/j.issn.1001-4268.aps.2025.2025023
Abstract PDF
Estimation of Semi-Functional Partially Linear Models with Censored Functional Covariates
LI Xiang, WANG Chunjie, LU Zhexin, XU Ping, CEHN Jia
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023105
Abstract PDF
The Asymptotic Behavior of Stochastic Anisotropic Navier-Stokes Models with Delays
ZHU Min, CHEN Liping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024013
Abstract PDF
Data-Driven Wasserstein Distributionally Robust Optimization Problem based on the Shortfall Risk Measure
JI Xuxing, XIE Xinqiao
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024029
Abstract PDF
Estimation and Test of the Joint Partially Linear Single-Index Model Based on the Skew-Normal Distribution
LI Mingrui, XIE Fengchang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024031
Abstract PDF
Fourier Transform and Option Pricing: An Algorithm with Faster Convergence Rate
YAN Litan, WU Yingying, ZHENG Xingwei
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024093
Abstract PDF
Information Theory of Discrete Random Fields
YE Zhongxing, SHI Zhiyan
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024019
Abstract PDF
Portfolio Optimization Bsed on Exponential Utility Criterion in the Fractional and Rough Heston Models
YANG Xiuqi, ZHOU Qing
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023026
Abstract PDF
Pricing Convertible Bonds under a Jump Diffusion Model Based on a Multi-Tree Approach
QIAN Pinyu, ZHAN Mengya, SHI Qiuhong, GUO Yasheng
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023035
Abstract PDF
Deficit Duration and Its Proportion in the Discrete-Time Sparre Andersen Risk Model
TAN Jiyang, HE Jun
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024028
Abstract PDF
Deep Learning Based Approximate Reflection Backward Stochastic Partial Differential Equations
PAN Qianlu, YANG Juan
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023089
Abstract PDF
Researches on Semiparametric Model Estimation Method Based on Local Linear Instrumental Variables
WANG Liyong, ZHANG Chenyang, GAI yujie
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023091
Abstract PDF
Partially Suffcient Dimension Reduction of the Categorical Predictors Based on LASSO
ZHANG Yan, ZHANG Junying
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023132
Abstract PDF
Regeneration of Critical Multi-Type Branching Process with Immigration
YANG Hui, HE Zekai
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024044
Abstract PDF
Two-Sample Paired Testing Problem for Multivariate Functional Data
TU Xiaming, QIU Zhiping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024077
Abstract PDF
Hausman Tests for LGARCH Model
LIU Yujiao, CHEN Xiaoling, ZHANG Xingfa, DENG Chunliang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024078
Abstract PDF