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Home
About Journal
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中文
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).
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
Abstract
PDF
(
)
Global Robust Optimal Investment Strategy under the Influence of Liability
YANG Peng
,
YANG Zhijiang
DOI:
10.12460/j.issn.1001-4268.aps.2025.2024047
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
(
)
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
Abstract
PDF
(
)
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
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
(
)
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
Abstract
PDF
(
)
Robust Equilibrium Strategy in DB Pension Plans with Poisson Jump
GONG Xue
,
ZHAO Yongxia
DOI:
10.12460/j.issn.1001-4268.aps.2025.2023100
Abstract
PDF
(
)
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
Abstract
PDF
(
)
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
Abstract
PDF
(
)
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
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
(
)
Exchange Option Pricing under the Hybrid Exponential Jump Diffusion Model
SONG Ruili
,
LU Yichen
DOI:
10.12460/j.issn.1001-4268.aps.2025.2024009
Abstract
PDF
(
)
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
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
(
)
Inference on the mixed effect additive-multiplicative hazard model for clustered failure time data
Abstract
Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
,
,
,
Abstract
Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
,
,
,
Abstract
Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
,
,
Abstract
The optimal deductible for credibility prediction in non-life insurance
,
Abstract
Equilibrium strategies in M/M/1 retrial queues with variable service rate
1刘源远
,
阎兆增
,
杨琴
Abstract
Improved Robust CM Estimation Method for Distributed Data under Lipschitz Condition
,
,
,
Abstract
Construction of a special class of Marginally Coupled Designs
,
,
Abstract
Hawkes-based Optimal Investment and Reinsurance Strategies for Loss-averse Insurer
,
,
Abstract
Robust equilibrium strategy in DB pension plans with Poisson jump
,
Abstract
The “component debiasing” method in distributed Byzantine problems
,
Abstract
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
Abstract
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