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About Journal
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Online First
Online first articles have been peer-reviewed and accepted, which are not yet assigned to volumes/issues, but are citable by Digital Object Identifier (DOI).
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
(
)
Self-normalized large deviations for Markov branching-immigration systems
JUAN WANG
,
XUEKE WANG
,
JUNPING LI
DOI:
10.12460/j.issn.1001-4268.aps.2026.2025016
Abstract
PDF
(
)
Bayesian Analysis of Hidden Markov Models with Yeo-Johnson Transformation
CAI Jingheng
,
LIN Jijia
,
PAN Junhao
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024100
Abstract
PDF
(
)
Monitoring Multivariate Time Series Based on Joint Characteristic Function
Wang Yang
,
Yang Baoying
,
Wang Qin
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024088
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
(
)
Information Theory of Discrete Random Fields
Zhongxing Ye
,
Zhiyan Shi
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024019
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
(
)
Optimal Design of Online Experiments
ZENG Rui
DOI:
10.12460/j.issn.1001-4268.aps.2026.2025001
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
(
)
A Renewable Estimation Method for Partial Linear Regression Models
GAI Yujie
,
MENG Kang
,
XIE Yujiao
,
WANG Xiaodi
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024058
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
(
)
Asymptotics of the Maximum Sum of Randomly Stopped Finite Random Walks with Subexponential Distribution
CAO Shuxia
,
LIU Zixin
,
ZHANG Shuguang
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024038
Abstract
PDF
(
)
Learning Performance of Nonlinear Classification Models Based on Markov Sampling
HU Shulan
,
WANG Yusheng
,
QIAN Zhiyong
,
WANG Renhe
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024036
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 Minimum Aberration and Weak Minimum Aberration 4
1
2
n
Designs
Liu Yanli
,
ZHAO Shengli
Abstract
Covariate-free likelihood ratio confidence interval for abundance based on capture-recapture data
LI Yang
,
LIU Xiaoyou
,
HONG Yiming
,
LIU Xiangru
,
LIU Yukun
Abstract
Estimation research on panel count data and interval-censored data
Shuying Wang
,
Lulu Hu
,
Yunfei Yang
,
Yuting Shi
,
Rui Ma
Abstract
Bayesian hierarchical quantile factor model and its application
XUE Jiao
,
HUANG Hengjun
Abstract
µ
p
-optimal designs for Copula models
YAN Xueyu
,
LIU Xin
Abstract
A sequential algorithm for personalized optimization of noisy black-box functions
MU Weiyan
,
SHEN Xiaotong
,
Xiong Shifeng
Abstract
Testing of Multivariate Concordance and Pitman Asymptotic Relative Efficiency
Wenli Deng
,
Fengyang Zhang
Abstract
A Novel Transfer Learning Algorithm Based on Two-Step Elastic Net Penalty
Yan Ruyun
,
Zhu Zhengyu
,
Shi Jianhua
,
Zhang Riquan
Abstract
Orthogonal Weighted Empirical Likelihood Test of the Double-Functional Coefficient ARCH-M Model
ZHAO Peixin
,
ZHANG Xiaoman
,
JIANG Qian
Abstract
Bi-objective optimization of a repairable M/M/(1+
c
) queueing system with two-phase service and redundant dependencies
Fan Xu
,
Ruiling Tian
,
Qi Shao
Abstract
Estimation of Linear-quadratic Expectile Regression Model via Linearization Technique
ZHOU Xiaoying
,
LIANG Hao
,
JI Chen
,
TU Xiaoyi
Abstract
Moment bounds for stochastic wave equation with spatially inhomogeneous white noise
Zhigang Yao
,
Bin Zhang
,
Junfeng Liu
Abstract
Objective Bayesian Inference for the Shannon Entropy of the Generalized Log–Moyal Distribution
SHI Huijun
,
Li Qiang
,
HE Daojiang
Abstract
A Statistical Analysis of WeChat Public Account’s Abnormal PV and its Application in Trial
Da Huang
Abstract
Volatility Forecasting Based on the SMA-Realized AHAR GARCH CICSI Model
Su Xiaonan
,
Li Xiaotong
,
Wang Wei
Abstract
Joint asymptotic distributions of kernel estimators for a finite number of quantiles under strong mixing high-frequency data
Wenjing Tang
,
Yongsong Qin
Abstract
Cost-sensitive Granular Computing-based Identification Method for Insurance Fraud Data
DENG J
,
ZHAO Q
,
QIU C J
Abstract
Fourier transform and option pricing: an algorithm with faster convergence rate
YAN Litan
,
WU Yingying
,
ZHENG Xingwei
Abstract
Valuation of Guaranteed Minimum Accumulation Benefits Based on Heston Model
Wei Zhong
,
Leyi Xu
,
Zhimin Zhang
Abstract
Bayesian Robust Estimation for Reduced-Rank Regression Model
Ping Deng
,
Kunjie Gao
,
Weihua Zhao
Abstract
Large sample properties and asymptotic interval estimation of maximum likelihood estimation of population mean in exponential distribution under optimal ranked set sampling design
JIN Xinyu
,
CHEN Wangxue
Abstract
Construction of a comprehensive business environment assessment model based on deep learning
Su Li
,
Junlu Wang
,
Ze Chen
,
Haolin Zhang
,
Baoyan Song
Abstract
Hausman tests for LGARCH model
LIU Yujiao
,
CHEN Xiaoling
,
ZHANG Xingfa
,
DENG Chunliang
Abstract
Early warning research on corporate bond default risk based on proportional odds model
CHENG Zeju
,
HUANG Xifen
Abstract
Limit Law for the Maximum Interpoint Distance of High Dimensional Dependent Variables
Guowei Yan
,
Long Feng
Abstract
Latent Variable Modeling with Missing and Deleting Response Times: A Fragile Proportional Hazard Approach
LI Qi-fang
,
GAO Yi-meng
,
ZHANG Si-liang
,
ZHANG Ri-quan
Abstract
Pricing of Composite Options under a Two Factor Jump Diffusion Model
Huang Zhen
,
Wei Yuming
Abstract
Regeneration of critical multi-type branching process with immigration
Hui Yang
Abstract
Estimation and test of the joint partially linear single-index model based on the skew-normal distribution
Mingrui Li
,
Fengchang Xie
Abstract
Data-Driven Wasserstein Distributionally Robust Optimization Problem based on the Shortfall Risk Measure
Xuxing Ji
,
Xinqiao Xie
Abstract
Deficit duration and its proportion in the discrete-time Sparre Andersen risk model
HE Jun
,
TAN Jiyang
Abstract
The asymptotic behavior of stochastic anisotropic Navier-Stokes models with delays
Min Zhu
,
Liping Chen
Abstract
Valuation of Complex Life Insurance Products under Regime-Switching Jump Diffussion Models
Wei Zhong
,
Yang Yang
,
Chaolin Liu
Abstract
Partially sufficient dimension reduction of the categorical predictors based on LASSO
Zhang Yan
,
Zhang Junying
Abstract
Estimation of semi-functional partially linear models with censored functional covariates
LI Xiang
,
WANG ChunJie
,
LU ZheXin
,
XU Ping
,
CEHN Jia
Abstract
Researches on Semiparametric Model Estimation Method Based on Local Linear Instrumental Variables
,
,
Abstract
Deep learning based approximate reflection backward stochastic partial differential equations
Pan Qianlu
,
Yang Juan
Abstract
Asymmetric Horseshoe+ Prior for high Dimensional Quantile Regression with Variational Bayes
Wang Weixian
,
Zhang Juanjuan
,
Tian Maozai
Abstract
Dispersive and Star Orders on Extreme Order Statistics from Location-Scale Samples
Haitao Song
,
Jiandong Zhang
,
Rongfang Yan
Abstract
Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
QIAN Pinyu
,
ZHAN Mengya
,
SHI Qiuhong
,
GUO Yasheng
Abstract
Construction of factorial-component orthogonal arrays
Huang Hengzhen
,
Yang Xiaopeng
,
Wei Shuhao
,
Lin Youwu
,
Zhou Weiping
Abstract
Portfolio optimization based on exponential utility criterion in the fractional and rough Heston models
YANG Xiuqi
,
ZHOU Qing
Abstract
The construction of two kinds of bijections in simple random walk paths
Sai SONG
,
Qiang YAO
Abstract
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
(
)
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
(
)
On Stability of Skip-Free Processes with General Boundaries
ZHANG Yuhui
,
ZHAO Yi
DOI:
10.12460/j.issn.1001-4268.aps.2026.2024020
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
(
)
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
(
)
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
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
(
)
Testing of Multivariate Concordance and Pitman Asymptotic Relative Effciency
DENG Wenli
,
ZHANG Fengyang
DOI:
10.12460/j.issn.1001-4268.aps.2025.2023094
Abstract
PDF
(
)
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
(
)
Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
,
,
,
Abstract
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