| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression
|
Henzi, Alexander
|
|
|
24 |
4 |
p. 2633-2645
|
article
|
| 2 |
A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes
|
Bean, Nigel
|
|
|
24 |
4 |
p. 2823-2864
|
article
|
| 3 |
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks
|
Mulinacci, Sabrina
|
|
|
24 |
4 |
p. 2455-2484
|
article
|
| 4 |
A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo
|
Han, Qiang
|
|
|
24 |
4 |
p. 2403-2426
|
article
|
| 5 |
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server
|
R., Sudhesh
|
|
|
24 |
4 |
p. 2485-2508
|
article
|
| 6 |
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation
|
Zhang, Yuqian
|
|
|
24 |
4 |
p. 3101-3120
|
article
|
| 7 |
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution
|
O’Neill, Ben
|
|
|
24 |
4 |
p. 3229-3260
|
article
|
| 8 |
Approximations of Copulas via Transformed Moments
|
Mnatsakanov, Robert M.
|
|
|
24 |
4 |
p. 3175-3193
|
article
|
| 9 |
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims
|
Lu, Dawei
|
|
|
24 |
4 |
p. 2265-2286
|
article
|
| 10 |
Bayesian Analysis of Proportions via a Hidden Markov Model
|
Can, Ceren Eda
|
|
|
24 |
4 |
p. 3121-3139
|
article
|
| 11 |
Bounds for the Renewal Function and Related Quantities
|
Losidis, Sotirios
|
|
|
24 |
4 |
p. 2647-2660
|
article
|
| 12 |
Construction and Simulation of Generalized Multivariate Hawkes Processes
|
Bielecki, Tomasz R.
|
|
|
24 |
4 |
p. 2865-2896
|
article
|
| 13 |
Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs
|
Diallo Aoudi, Mohamed Habib Aliou
|
|
|
24 |
4 |
p. 3227
|
article
|
| 14 |
Distributions of (k1,k2,⋯,km)-runs with Multi-state Trials
|
Zhao, Xian
|
|
|
24 |
4 |
p. 2689-2702
|
article
|
| 15 |
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters
|
Bouzebda, Salim
|
|
|
24 |
4 |
p. 2961-3005
|
article
|
| 16 |
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps
|
Martín-González, Ehyter Matías
|
|
|
24 |
4 |
p. 2779-2800
|
article
|
| 17 |
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance
|
Lesage, Laurent
|
|
|
24 |
4 |
p. 2509-2537
|
article
|
| 18 |
Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals
|
Ratanov, Nikita
|
|
|
24 |
4 |
p. 2703-2721
|
article
|
| 19 |
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes
|
Kumar, Nitin
|
|
|
24 |
4 |
p. 2287-2312
|
article
|
| 20 |
Markovian Online Matching Algorithms on Large Bipartite Random Graphs
|
Aoudi, Mohamed Habib Aliou Diallo
|
|
|
24 |
4 |
p. 3195-3225
|
article
|
| 21 |
Moments of the Ruin Time in a Lévy Risk Model
|
Strietzel, Philipp Lukas
|
|
|
24 |
4 |
p. 3075-3099
|
article
|
| 22 |
Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems
|
Yi, He
|
|
|
24 |
4 |
p. 2427-2453
|
article
|
| 23 |
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks
|
Germain, Maximilien
|
|
|
24 |
4 |
p. 2557-2586
|
article
|
| 24 |
On Distribution and Average Run Length of a Two-Stage Control Process
|
Chang, Hsing-Ming
|
|
|
24 |
4 |
p. 2723-2742
|
article
|
| 25 |
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling
|
Goyal, Dheeraj
|
|
|
24 |
4 |
p. 2933-2960
|
article
|
| 26 |
On Some Distributional Properties of Subordinated Gaussian Random Fields
|
Merkle, Robin
|
|
|
24 |
4 |
p. 2661-2688
|
article
|
| 27 |
On the Maximum of a Bivariate INMA Model with Integer Innovations
|
Hüsler, J.
|
|
|
24 |
4 |
p. 2373-2402
|
article
|
| 28 |
On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components
|
Khaleghpanah Noughabi, Elham
|
|
|
24 |
4 |
p. 2801-2822
|
article
|
| 29 |
Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market
|
Shen, Weiwei
|
|
|
24 |
4 |
p. 2913-2931
|
article
|
| 30 |
Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process
|
Avram, Florin
|
|
|
24 |
4 |
p. 2339-2371
|
article
|
| 31 |
Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities
|
Ma, Hao
|
|
|
24 |
4 |
p. 2313-2338
|
article
|
| 32 |
Reliability Assessment for Censored δ-Shock Models
|
Chadjiconstantinidis, Stathis
|
|
|
24 |
4 |
p. 3141-3173
|
article
|
| 33 |
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk
|
Zhang, Yan
|
|
|
24 |
4 |
p. 2743-2777
|
article
|
| 34 |
Single-Index Importance Sampling with Stratification
|
Hintz, Erik
|
|
|
24 |
4 |
p. 3049-3073
|
article
|
| 35 |
Sojourn-time Distribution for M/Ga/1 Queue with Batch Service of Fixed Size - Revisited
|
Goswami, Veena
|
|
|
24 |
4 |
p. 2897-2912
|
article
|
| 36 |
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models
|
Zaremba, Anna B.
|
|
|
24 |
4 |
p. 2587-2632
|
article
|
| 37 |
Stochastic Analysis of an Eco-Epidemic Model with Biological Control
|
Mukherjee, Debasis
|
|
|
24 |
4 |
p. 2539-2555
|
article
|
| 38 |
Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging
|
Sabelfeld, Karl K.
|
|
|
24 |
4 |
p. 3029-3048
|
article
|
| 39 |
The Computational Cost of Blocking for Sampling Discretely Observed Diffusions
|
Mider, Marcin
|
|
|
24 |
4 |
p. 3007-3027
|
article
|
Journal description