In this issue (11 articles)

1. 

   OriginalPaper

   MARM Processes Part I: General Theory

   Benjamin Melamed, Xiang Zhao Pages 1-35

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2. 

   OriginalPaper

   MARM Processes Part II: The Empirically-Based Subclass

   Benjamin Melamed, Xiang Zhao Pages 37-83

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3. 

   OriginalPaper

   On the First-Passage Area of a One-Dimensional Jump-Diffusion Process

   Mario Abundo Pages 85-103

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4. 

   OriginalPaper

   Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments

   Philipp Arbenz Pages 105-108

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5. 

   OriginalPaper

   Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

   Kaiyong Wang, Yuebao Wang, Qingwu Gao Pages 109-124

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6. 

   OriginalPaper

   Introduction to Shape Stability for a Storage Model

   M. V. Menshikov, V. V. Sisko… Pages 125-146

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7. 

   OriginalPaper

   Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

   Nicola Cufaro Petroni, Piergiacomo Sabino Pages 147-163

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8. 

   OriginalPaper

   Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications

   Zhengyan Lin, Xinmei Shen Pages 165-186

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9. 

   OriginalPaper

   A q-Analogue of the Stirling Formula and a Continuous Limiting Behaviour of the q-Binomial Distribution—Numerical Calculations

   Andreas George Kyriakoussis… Pages 187-213

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10. 

    OriginalPaper

    On the Generalized Telegraph Process with Deterministic Jumps

    Antonio Di Crescenzo… Pages 215-235

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11. 

    OriginalPaper

    CLTs and Asymptotic Variance of Time-Sampled Markov Chains

    Krzysztof Łatuszyński… Pages 237-247

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