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).
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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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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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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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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A- and R-optimal Design for Hierarchical Linear Model with Two-Group Assignments
ZHANG Qing-yu, LIU Xin
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023058
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The Stochastic Properties of Conditional Spacings Based on an Unfailed Series System
ZHANG Zhengcheng, CHEN Yaping
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023018
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Construction of a Special Class of Marginally Coupled Designs
SONG Zhiwei, ZHENG Chen, ZHOU Weiping
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023057
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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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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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Exact Tail Asymptotics for a Double-Ended Queue with Nonpersistent Customers and Nonzero Matching Time
YU Zhengheng, SONG Yang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023055
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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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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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Smoluchowski-Kramers Approximation for Stochastic Differential Equations under Discretization
Li Ge
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023072
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Complete f-Moment Convergence for Sung’s Type Weighted Sums of Negatively Superadditive Dependent Random Variables
HU Xueping, WANG Liuliu, HU Ke, XU Zhonghao
DOI: 10.12406/j.issn.1001-4268.aps.2025.2023056
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Maximum Lq-Likelihood Estimation of Reproductive Dispersion Linear Models
WU Qiaoyan, HU Hongchang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023030
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Risk Contagion Analysis of Listed Banks in China Based on Nonlinear Correlation Network
ZHAO Yaqi, LI Zhimin
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023084
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Reliability Analysis of the Multi-State Complex Repairable System with Priority Repair Discipline
Aihemaitijiang Yumaier, Ehmet Kasim
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023048
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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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Inference on the mixed effect additive-multiplicative hazard model for clustered failure time data
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Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
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Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
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Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
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The optimal deductible for credibility prediction in non-life insurance
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Equilibrium strategies in M/M/1 retrial queues with variable service rate
1刘源远, 阎兆增, 杨琴
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Improved Robust CM Estimation Method for Distributed Data under Lipschitz Condition
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Construction of a special class of Marginally Coupled Designs
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Hawkes-based Optimal Investment and Reinsurance Strategies for Loss-averse Insurer
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Robust equilibrium strategy in DB pension plans with Poisson jump
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The “component debiasing” method in distributed Byzantine problems
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Finite-time expected present value of operating costs until ruin in a two-dimensional risk model with periodic observation
腾叶, 谢佳益, 张志民
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