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    Estimation of proportional odds model based on Stochastic EM algorithm under doubly interval censored data
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    Comparative study of Louvain algorithm and K-means clustering algorithm
    Abstract
    Optimal Investment Strategy for an Insurer in Two Currency Markets
    周倩倩
    Abstract
    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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    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
    Abstract
    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).
    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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    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
    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
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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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    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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    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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    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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    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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    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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    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
    Abstract PDF
    Optimal Investment Strategy for an Insurer in Two Currency Markets
    ZHOU Qianqian
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023003
    Abstract PDF
    Optimal Reserve Price Design of Multi-Unit Online Auctions
    XIA Weilin, CHEN Shaogang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023014
    Abstract PDF
    Exact Recovery Discrimination in Planted Bisection Model
    ZHAO Tao, FENG Qunqiang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023001
    Abstract PDF
    A Fast Algorithm for Computing Martingale Difference Correlation
    YIN Hong, XU Kai
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023024
    Abstract PDF
    Maximum Lq-Likelihood Estimation of Reproductive Dispersion Linear Models
    WU Qiaoyan, HU Hongchang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023030
    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
    DOI: 10.12406/j.issn.1001-4268.aps.2025.2023056
    Abstract PDF
    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
    Abstract PDF
    Sparse Optimization for Poisson Regression Based on GPGN Algorithm
    ZHAO Zirong, WANG Siyang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023050
    Abstract PDF
    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
    Abstract PDF
    Smoluchowski-Kramers Approximation for Stochastic Differential Equations under Discretization
    Li Ge
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023072
    Abstract PDF
    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
    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
    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
    Abstract PDF
    Semiparametric Model and Statistical Inference for Panel Count Data with Adjusting by Propensity Scores
    ZHOU Wen, LI Ni
    2024, 40(6): 863-876. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022085
    Abstract PDF
    Criteria for Confounders in Survival Function
    LI Kaican, FAN Kaixuan
    2024, 40(6): 877-890. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022080
    Abstract PDF
    Optimal Investment Strategy for the DC Pension Plan Based on Minimum Guarantee and S-Shaped Utility
    LU Jiaxin, DONG Hua
    2024, 40(6): 891-909. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022091
    Abstract PDF
    Improved Berry-Esseen Bound for Rademacher Sum
    MA li, YE Liu, HAN Xin-Fang
    2024, 40(6): 910-941. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022121
    Abstract FullText HTML PDF
    Hausdorff Dimension of Range and Graph for General Markov Processes
    CHEN Zhi-He
    2024, 40(6): 942-956. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022133
    Abstract FullText HTML PDF
    Optimal Order-of-Addition Experiments under a Prior Constraint
    ZHANG Yunzhi, ZHANG Wenchao, WANG Xiaodi, CHEN Xueping
    2024, 40(6): 957-974. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022134
    Abstract FullText HTML PDF
    Improving Naïve Bayes through Rosenblatt Transformations
    ZHAO Xiao, LI Muxi, ZHANG Yaowu, ZHU Liping
    2024, 40(6): 975-987. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022138
    Abstract PDF
    European Option Pricing Formula in Risk-Averse Markets Based on the Risk Measure of VaR
    WU Shujin, WANG Shiyu, LIANG Shanshan, REN Yanke
    2024, 40(6): 988-999. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022141
    Abstract PDF
    Parameter Interval Estimation for Yule-Simon Distribution
    DENG Wenli, WANG Liming, WANG Jinglong
    2024, 40(6): 1000-1015. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023004
    Abstract FullText HTML PDF
    Regularized Inverse Covariance Estimation for Longitudinal Data with Informative Dropout
    YANG Shuning, ZHENG Zhi, ZHANG Weiping
    2024, 40(6): 1016-1039. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023046
    Abstract FullText HTML PDF
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