1. Sampling and Learning Mallows and Generalized Mallows Models Under the Cayley Distance

   • Ekhine Irurozki
   • Borja Calvo
   • Jose A. Lozano

   OriginalPaper 20 June 2016 Pages: 1 - 35

2. Optimal Harvesting for a Stochastic Predator-prey Model with S-type Distributed Time Delays

   • Sheng Wang
   • Linshan Wang
   • Tengda Wei

   OriginalPaper 24 September 2016 Pages: 37 - 68

3. The Distribution of Discounted Compound PH–Renewal Processes

   • Ya Fang Wang
   • José Garrido
   • Ghislain Léveillé

   OriginalPaper 24 November 2016 Pages: 69 - 96

4. Queues with Dropping Functions and Autocorrelated Arrivals

   • Pawel Mrozowski
   • Andrzej Chydzinski

   OriginalPaper Open access 20 December 2016 Pages: 97 - 115

5. Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model

   • Zhenyu Cui
   • Duy Nguyen

   OriginalPaper 03 January 2017 Pages: 117 - 135

6. On Generalised Piterbarg Constants

   • Long Bai
   • Krzysztof Dȩbicki
   • Li Luo

   OriginalPaper 05 January 2017 Pages: 137 - 164

7. Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

   • Maciej Augustyniak
   • Mathieu Boudreault
   • Manuel Morales

   OriginalPaper 11 January 2017 Pages: 165 - 188

8. An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion

   • Angelos Dassios
   • Jia Wei Lim

   OriginalPaper Open access 25 January 2017 Pages: 189 - 204

9. Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures

   • Sabrina Mulinacci

   OriginalPaper 30 January 2017 Pages: 205 - 236

10. Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators

    • Antonio Dalessandro
    • Gareth W. Peters

    OriginalPaper Open access 07 February 2017 Pages: 237 - 271

11. Densities of Ruin-Related Quantities in the Cramér-Lundberg Model with Pareto Claims

    • Danijel Grahovac

    OriginalPaper 23 February 2017 Pages: 273 - 288

12. Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model

    • Dan Pirjol
    • Lingjiong Zhu

    OriginalPaper 03 March 2017 Pages: 289 - 331

13. Telegraph Process with Elastic Boundary at the Origin

    • Antonio Di Crescenzo
    • Barbara Martinucci
    • Shelemyahu Zacks

    OriginalPaper 03 March 2017 Pages: 333 - 352

14. Conditional, Non-Homogeneous and Doubly Stochastic Compound Poisson Processes with Stochastic Discounted Claims

    • Ghislain Léveillé
    • Emmanuel Hamel

    OriginalPaper 20 March 2017 Pages: 353 - 368

15. A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models

    • Yue Liu
    • Nicolas Privault

    OriginalPaper 31 March 2017 Pages: 369 - 384

16. Efficient Simulation for Dependent Rare Events with Applications to Extremes

    • Lars Nørvang Andersen
    • Patrick J. Laub
    • Leonardo Rojas-Nandayapa

    OriginalPaper 19 April 2017 Pages: 385 - 409

17. Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence

    • Jorge Navarro
    • Nuria Torrado
    • Yolanda del Águila

    OriginalPaper 27 April 2017 Pages: 411 - 433

18. On the Optimal Control of a Random Walk with Jumps and Barriers

    • Tim Breitenbach
    • Mario Annunziato
    • Alfio Borzì

    OriginalPaper 08 May 2017 Pages: 435 - 462