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    Latest accepted have been peer-reviewed and accepted, which are not yet assigned to volumes /issues.
    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
    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
    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
    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
    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
    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
    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
    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
    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
    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
    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
    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
    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
    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
    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
    Nonnegative Group Lasso on Modified Block-Wise Coordinate Decent Algorithm with an Application in Index Tracking
    GAO Ruiyao, TU Jingwen, QI Kai
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2024014
    Abstract PDF
    Reliability Analysis of the Multi-State Complex Repairable System with Priority Repair Discipline
    Aihemaitijiang Yumaier, Ehmet Kasim
    2025, 41(4): 493-512. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023048
    Abstract PDF
    Improved Robust CM Estimation Method for Distributed Data under Lipschitz Condition
    LI Qifang, WANG Xiaozhou, ZHANG Chengzhang, ZHANG Riquan
    2025, 41(4): 513-544. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023106
    Abstract PDF
    The Stochastic Properties of Conditional Spacings Based on an Unfailed Series System
    ZHANG Zhengcheng, CHEN Yaping
    2025, 41(4): 545-554. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023018
    Abstract PDF
    Maximum Lq-Likelihood Estimation of Reproductive Dispersion Linear Models
    WU Qiaoyan, HU Hongchang
    2025, 41(4): 555-571. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023030
    Abstract PDF
    Exact Tail Asymptotics for a Double-Ended Queue with Nonpersistent Customers and Nonzero Matching Time
    YU Zhengheng, SONG Yang
    2025, 41(4): 572-584. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023055
    Abstract PDF
    Complete f-Moment Convergence for Sung's Type Weighted Sums of Negatively Superadditive Dependent Random Variables
    HU Xueping, WANG Liuliu, HU Ke, XU Zhonghao
    2025, 41(4): 585-601. DOI: 10.12406/j.issn.1001-4268.aps.2025.2023056
    Abstract FullText HTML PDF
    Construction of a Special Class of Marginally Coupled Designs
    SONG Zhiwei, ZHENG Chen, ZHOU Weiping
    2025, 41(4): 602-610. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023057
    Abstract PDF
    A- and R-optimal Design for Hierarchical Linear Model with Two-Group Assignments
    ZHANG Qingyu, LIU Xin
    2025, 41(4): 611-621. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023058
    Abstract PDF
    Smoluchowski-Kramers Approximation for Stochastic Differential Equations under Discretization
    Li Ge
    2025, 41(4): 622-635. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023072
    Abstract FullText HTML PDF
    Risk Contagion Analysis of Listed Banks in China Based on Nonlinear Correlation Network
    ZHAO Yaqi, LI Zhimin
    2025, 41(4): 636-648. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023084
    Abstract PDF
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