| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Further Study of the Choice Between Two Hedging Strategies–the Continuous Case
|
Hong, Liang
|
|
2017
|
20 |
4 |
p. 1189-1198
|
article
|
| 2 |
Analysis of the Sojourn Time Distribution for M/GL/1 Queue with Bulk-Service of Exactly Size L
|
Yu, Miaomiao
|
|
2018
|
20 |
4 |
p. 1503-1514
|
article
|
| 3 |
Approximating Time to Extinction for Endemic Infection Models
|
Clancy, Damian
|
|
2018
|
20 |
4 |
p. 1043-1067
|
article
|
| 4 |
Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors
|
Deng, Xin
|
|
2017
|
20 |
4 |
p. 1069-1090
|
article
|
| 5 |
Asymptotic Results for First-Passage Times of Some Exponential Processes
|
D’Onofrio, Giuseppe
|
|
2018
|
20 |
4 |
p. 1453-1476
|
article
|
| 6 |
Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
|
Denuit, Michel
|
|
2018
|
20 |
4 |
p. 1403-1416
|
article
|
| 7 |
Detection and Analysis of Spikes in a Random Sequence
|
Dasgupta, Anirban
|
|
2018
|
20 |
4 |
p. 1429-1451
|
article
|
| 8 |
Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model
|
Woo, Jae-Kyung
|
|
2018
|
20 |
4 |
p. 1285-1318
|
article
|
| 9 |
Entropy-based Inhomogeneity Detection in Fiber Materials
|
Alonso Ruiz, Patricia
|
|
2017
|
20 |
4 |
p. 1223-1239
|
article
|
| 10 |
Hitting Times in Markov Chains with Restart and their Application to Network Centrality
|
Avrachenkov, Konstantin
|
|
2017
|
20 |
4 |
p. 1173-1188
|
article
|
| 11 |
Information-based Parameterization of the Log-linear Model for Categorical Data Analysis
|
Girardin, Valérie
|
|
2017
|
20 |
4 |
p. 1105-1121
|
article
|
| 12 |
Markov-Modulated Brownian Motion with Temporary Change of Regime at Level Zero
|
Latouche, Guy
|
|
2017
|
20 |
4 |
p. 1199-1222
|
article
|
| 13 |
Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model
|
Cha, Ji Hwan
|
|
2018
|
20 |
4 |
p. 1137-1154
|
article
|
| 14 |
Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation
|
Guo, Chang
|
|
2018
|
20 |
4 |
p. 1477-1502
|
article
|
| 15 |
Optimization of the Determinant of the Vandermonde Matrix and Related Matrices
|
Lundengård, Karl
|
|
2017
|
20 |
4 |
p. 1417-1428
|
article
|
| 16 |
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching
|
Cao, Jiling
|
|
2018
|
20 |
4 |
p. 1359-1379
|
article
|
| 17 |
Quantile Function Expansion Using Regularly Varying Functions
|
Fung, Thomas
|
|
2017
|
20 |
4 |
p. 1091-1103
|
article
|
| 18 |
Stability in Distribution of a Stochastic Competitive Lotka-Volterra System with S-type Distributed Time Delays
|
Wang, Sheng
|
|
2018
|
20 |
4 |
p. 1241-1257
|
article
|
| 19 |
Stochastic Enumeration with Importance Sampling
|
Jensen, Alathea
|
|
2018
|
20 |
4 |
p. 1259-1284
|
article
|
| 20 |
Testing with Exponentially Tilted Empirical Likelihood
|
Felipe, A.
|
|
2018
|
20 |
4 |
p. 1319-1358
|
article
|
| 21 |
The Joint Distribution of Running Maximum of a Slepian Process
|
Deng, Pingjin
|
|
2017
|
20 |
4 |
p. 1123-1135
|
article
|
| 22 |
Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments
|
Choe, Youngjun
|
|
2017
|
20 |
4 |
p. 1155-1172
|
article
|
| 23 |
Wavelet Analysis of Big Data Contaminated by Large Noise in an fMRI Study of Neuroplasticity
|
Efromovich, Sam
|
|
2018
|
20 |
4 |
p. 1381-1402
|
article
|
Journal description