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    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
    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
    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
    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
    The Optimal Deductible for Credibility Prediction in Non-Life Insurance
    WEN Limin, CHEN Guowu
    2025, 41(5): 649-664. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023010
    Abstract PDF
    Exchange Option Pricing under the Hybrid Exponential Jump Diffusion Model
    SONG Ruili, LU Yichen
    2025, 41(5): 665-679. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024009
    Abstract PDF
    Hawkes-Based Optimal Investment and Reinsurance Strategies for Loss-Averse Insurer
    JI Aifen, LIU Wei, WEI Lingyun
    2025, 41(5): 680-697. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023098
    Abstract PDF
    Robust Equilibrium Strategies in DB Pension Plans with Poisson Jumps
    GONG Xue, ZHAO Yongxia
    2025, 41(5): 698-713. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023100
    Abstract PDF
    The “Component Debiasing” Method in Distributed Byzantine Problems
    ZHU Xuerong, XIA Zhiming
    2025, 41(5): 714-735. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023103
    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
    2025, 41(5): 736-747. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023123
    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
    2025, 41(5): 748-765. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024004
    Abstract FullText HTML PDF
    Bayesian Single-Index Quantile Regression for Binary Longitudinal Data
    JI Yonggang, XIN Ru, ZHOU Maoyuan
    2025, 41(5): 766-780. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023109
    Abstract PDF
    A Robust Method for Multivariate Random-Effects Meta-Analysis
    ZOU Huacong, HU Zongliang, ZHOU Yan
    2025, 41(5): 781-801. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023075
    Abstract PDF
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