Volume 14, Issue 4, December 2012

ISSN: 1387-5841 (Print) 1573-7713 (Online)

In this issue (12 articles)

  1. No Access

    OriginalPaper

    Reliability Measures of Semi-Markov Systems with General State Space

    Nikolaos Limnios Pages 895-917
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  2. No Access

    OriginalPaper

    Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model

    Li Qin, Susan M. Pitts Pages 919-936
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  3. No Access

    OriginalPaper

    A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation

    Antonio Di Crescenzo, Virginia Giorno… Pages 937-954
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  4. No Access

    OriginalPaper

    Backward Stochastic Difference Equations for a Single Jump Process

    Leo Shen, Robert J. Elliott Pages 955-971
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  5. No Access

    OriginalPaper

    On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation

    Zhimin Zhang, Hailiang Yang, Hu Yang Pages 973-995
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  6. No Access

    OriginalPaper

    Exact Distribution of the Product of N Student’s t RVs

    Saralees Nadarajah Pages 997-1009
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  7. No Access

    OriginalPaper

    Model Based Estimation of Geometric Characteristics of Open Foams

    Katja Schladitz, Claudia Redenbach… Pages 1011-1032
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  8. No Access

    OriginalPaper

    Competing Between Two Groups of Individuals Following Frailty Models

    Xiaohu Li, Gaofeng Da, Peng Zhao Pages 1033-1051
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  9. No Access

    OriginalPaper

    Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions

    Riccardo Gatto Pages 1053-1074
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  10. OriginalPaper

    Bayesian Assessment of Availabilities and Unavailabilities of Multistate Monotone Systems

    Bent Natvig, Jørund Inge Gåsemyr… Pages 1075-1095
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  11. No Access

    OriginalPaper

    Bayesian Model Choice of Grouped t-Copula

    Xiaolin Luo, Pavel V. Shevchenko Pages 1097-1119
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  12. Erratum

    Erratum to: Bayesian Copulae Distributions, with Application to Operational Risk Management

    Luciana Dalla Valle Page 1121
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