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).
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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Equilibrium Strategies in M/M/1 Retrial Queues with Variable Service Rate
LIU Yuanyuan, YAN Zhaozeng, YANG Qin
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023096
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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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Dynamic Mean-Variance Asset Allocation for a DC Pension Plan with the Minimum Guarantee under 4/2 Stochastic Volatility Model
HAO Zhehong, CHANG Hao
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023067
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Sparse Optimization for Poisson Regression Based on GPGN Algorithm
ZHAO Zirong, WANG Siyang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023050
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Estimation of Proportional Odds Model Based on Stochastic EM Algorithm under Doubly Interval Censored Data
WANG Shuying, LI Hongwei, ZHAO Bo
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023078
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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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A Fast Algorithm for Computing Martingale Difference Correlation
YIN Hong, XU Kai
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023024
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Exact Recovery Discrimination in Planted Bisection Model
ZHAO Tao, FENG Qunqiang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023001
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Optimal Reserve Price Design of Multi-Unit Online Auctions
XIA Weilin, CHEN Shaogang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023014
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Optimal Investment Strategy for an Insurer in Two Currency Markets
ZHOU Qianqian
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023003
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Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
ZHANG Gang, JIANG Long, ZHANG Wei
DOI: 10.12460/j.issn.1001-4268.aps.2025.2022117
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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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Bayesian Network Structure Learning Based on Topological Order and Penalty Likelihood
ZHAO Xinyu, HU Yingying, SUN Yi
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023039
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Forward-Validation Model Averaging for Discrete Response MIDAS Model
WANG Can, ZHANG Xiaomeng, ZHANG Xinyu
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023034
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L1 Solutions of Multidimensional BSDEs with Generators of Time-Varying One-Sided Osgood Type
TANG Chunyang, FAN Shengjun
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023017
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Robust Test of Persistence Change in Heavy-tailed Time Series Environment
BAI Xue, JIN Hao, YANG Yunfeng, SU Menglin
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022139
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Estimation of proportional odds model based on Stochastic EM algorithm under doubly interval censored data
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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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Non-Zero-Sum Stochastic Differential Investment Games in Ambiguous Economy Based on CRRA Utility Criterion
ZHU Huainian, MO Shiyin
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022123
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Optimal Allocation of Randomly Selected Redundancies to $k$-out-of-$n$ System with Dependent but Nonidentical Components
CHENG Meifang, FANG Longxiang, ZHANG Shuai
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022057
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Comparative study of Louvain algorithm and K-means clustering algorithm
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Optimal Investment Strategy for an Insurer in Two Currency Markets
周倩倩
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Asymptotic probability of record numbers in random walks
彭文杰, 李育强
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Inference on the mixed effect additive-multiplicative hazard model for clustered failure time data
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Interquantile Shrinkage in General Spatial Quantile Autoregressive Regression models
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Nonparametric estimation of some dividend and ruin related functions in a Levy risk model
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Optimal Receiver Operating Characteristic Curve of Classical Conditional Power under Normal Models
张应应
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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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Reserch on optimal truncated sequential test scheme without substitution
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Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
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Exact Recovery Discrimination in Planted Bisection Models
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The optimal deductible for credibility prediction in non-life insurance
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Optimal Reserve Price Design of Multi-unit Online Auctions
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Sparse optimization of Poisson regression based on GPGN algorithm
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Dynamic mean-variance asset allocation for a DC pension plan with the minimum guarantee under 4/2 stochastic volatility model
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Abstract
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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Maximum Lq-likelihood estimation of reproductive dispersion linear models
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Exact Tail Asymptotics for a Double-ended Queue with Nonpersistent Customers and Nonzero Matching Time
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Complete $f$-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables
胡学平
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Construction of a special class of Marginally Coupled Designs
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Smoluchowski-Kramers approximation for stochastic differential equations under discretization
李歌
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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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Ambiguity Aversion Type Insurance Company’s Optimal Re-insurance and Investment Strategy - Taking the Chinese Stock Market as an Example
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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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Exchange option pricing under the hybrid exponential jump diffusion model
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