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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
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Ambiguity Aversion Type Insurance Company’s Optimal Re-insurance and Investment Strategy-Taking the Chinese Stock Market as an Example
ZHU Qiuming, YAO Dingjun
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023123
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Exchange Option Pricing under the Hybrid Exponential Jump Diffusion Model
SONG Ruili, LU Yichen
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024009
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Testing of Multivariate Concordance and Pitman Asymptotic Relative Effciency
DENG Wenli, ZHANG Fengyang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023094
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Asymptotic Behavior Analysis for Stochastic Integro-Differential Equations with Impulses and Poisson Jump
CUI Jing, WU Huanran
DOI: 10.12460/j.issn.1001-4268.aps.2025.2022049
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A Robust Method for Multivariate Random-Effects Meta-Analysis
ZOU Huacong, HU Zongliang, ZHOU Yan
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023075
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Hawkes-Based Optimal Investment and Reinsurance Strategies for Loss-Averse Insurer
JI Aifen, LIU Wei, WEI Lingyun
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023098
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Robust Equilibrium Strategy in DB Pension Plans with Poisson Jump
GONG Xue, ZHAO Yongxia
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023100
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The Impact of Jump Inflation Risk on Sustainable Financial Welfare Consequences
LI Xuezeng, FEI Chen
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024069
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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
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Finite-Time Expected Present Value of Operating Costs until Ruin in a Two-Dimensional Risk Model with Periodic Observation
TENG Ye, XIE Jiayi, ZHANG Zhimin
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024004
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Research on Bidding Strategies in Online Multi-Item Auctions Based on Markov Decision Process
CHENG Shaogang, LI Fan
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024018
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Covariate-Free Likelihood Ratio Confidence Interval for Abundance Based on Capture-Recapture Data
LI Yang, LIU Xiaoyou, HONG Yiming, LIU Xiangru, LIU Yukun
DOI: 10.12460/j.issn.1001-4268.aps.2024.2024041
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Global Robust Optimal Investment Strategy under the Influence of Liability
YANG Peng, YANG Zhijiang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024047
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A New Algorithm for the Exact Null Variance of the Sign Covariance of Bergsma-Dassios
PENG Shilong, HUANG Xudong, XU Kai
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024056
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