A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance P. K. SinghS. Saha Ray Research 13 May 2024 Article: 19
Two-sided Bounds for Renewal Equations and Ruin Quantities Stathis Chadjiconsatntinidis RESEARCH 08 May 2024 Article: 18
The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association Nour-Eddine BerrahouSalim BouzebdaLahcen Douge Research 01 May 2024 Article: 17
Portfolio Selection with Contrarian Strategy Zhichao LuPeiyuan PangWenxin Zhang Research 25 April 2024 Article: 16
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences Gracia Yunruo DongErik HintzChristiane Lemieux Research 23 April 2024 Article: 15
A Cyclic Random Motion in \(\mathbb {R}^3\) Driven by Geometric Counting Processes Antonella IulianoGabriella Verasani Research Open access 16 April 2024 Article: 14
Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities Xiao WeiXingchi Gu Research 11 April 2024 Article: 13
The Valuation at Origination of Mortgages with Full Prepayment and Default Risks Congjin ZhouGuojing WangPin Wang Research 08 April 2024 Article: 12
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration Fan XuRuiling TianQi Shao Research 05 April 2024 Article: 11
Efficient Approximations for Utility-Based Pricing Laurence CarassusMassinissa Ferhoune Research 28 March 2024 Article: 10
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data Guillaume PerrinChristian Soize Research 14 March 2024 Article: 9
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation Qi ShaoLinmin HuFan Xu Research 28 February 2024 Article: 8
Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility Yumo Zhang Research 22 February 2024 Article: 7
On Survival of Coherent Systems Subject to Random Shocks Dheeraj GoyalNil Kamal HazraMaxim Finkelstein Research Open access 19 February 2024 Article: 6
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Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit Rasmi KJacob M JA. Krishnamoorthy Research 02 February 2024 Article: 4
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain Yinbing ZhouDawei Lu Research 29 January 2024 Article: 3
On Berman Functions Krzysztof DȩbickiEnkelejd HashorvaZbigniew Michna Research Open access 05 January 2024 Article: 2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience Masoumeh FallahiReza PourtaheriFarzad Eskandari Research 19 December 2023 Article: 1
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment Sheng WangLijuan Dong Research 14 December 2023 Article: 94
A Generalised Matching Distribution for the Problem of Coincidences Ben O’Neill OriginalPaper Open access 14 December 2023 Article: 93
The First-Passage Area of Wiener Process with Stochastic Resetting Mario Abundo Research 29 November 2023 Article: 92
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility Jyy-I HongJoseph NajnudelJu-Yi Yen Research 23 November 2023 Article: 91
Distribution of Patterns of Constrained Length in Binary Sequences Frosso S. MakriZaharias M. Psillakis Research Open access 21 November 2023 Article: 90
Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect Tao JiangLi GaoXudong Chai RESEARCH 20 November 2023 Article: 89
Asymptotics of Sum of Heavy-tailed Risks with Copulas Fan YangYi Zhang OriginalPaper 13 November 2023 Article: 88
Bivariate Semi-Parametric Model: Bayesian Inference Debashis SamantaDebasis Kundu Research 13 November 2023 Article: 87
Ruin Problems for Risk Processes with Dependent Phase-Type Claims Oscar PeraltaMatthieu Simon OriginalPaper 07 November 2023 Article: 86
A Semi-Markov Model with Geometric Renewal Processes Jingqi ZhangMitra FouladiradNikolaos Limnios Research 04 November 2023 Article: 85
Three Distributions in the Extended Occupancy Problem Ben O’Neill OriginalPaper Open access 30 October 2023 Article: 84
Flexible Bayesian Inference for Diffusion Processes using Splines Paul A. JenkinsMurray PollockGareth O. Roberts Research Open access 27 October 2023 Article: 83
Continuous-Time Stochastic Analysis of Rumor Spreading with Multiple Operations François CastellaBruno SericolaYves Mocquard Research 23 October 2023 Article: 82
Binomial Approximation to Locally Dependent Collateralized Debt Obligations Amit N. KumarP. Vellaisamy OriginalPaper 17 October 2023 Article: 81
Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps V. DeepaM. Haridass Research 02 October 2023 Article: 80
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control Lingjiao ZhangJinting WangYilin Wang Research 02 October 2023 Article: 79
A New Separation Index and Classification Techniques Based on Shannon Entropy Jorge NavarroFrancesco BuonoJorge M. Arevalillo Research Open access 22 September 2023 Article: 78
Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity Ailing GuXinya HeHaixiang Yao Research 08 August 2023 Article: 77
Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims Shijie WangYueli YangLianqiang Yang OriginalPaper 02 August 2023 Article: 76
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Modeling and Control of Data Transmission Huang TanhaoJian SiqiDai Yanan OriginalPaper 14 July 2023 Article: 74
A Non-equilibrium Geometric No-arbitrage Principle Wanxiao TangPeibiao Zhao OriginalPaper 12 July 2023 Article: 73
Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process Hassan AkellFarkhondeh-Alsadat SajadiIraj Kazemi OriginalPaper 27 June 2023 Article: 72
How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo? Aurélien AlfonsiBernard LapeyreJérôme Lelong Research 20 June 2023 Article: 71
On Computing the Multivariate Poisson Probability Distribution Bora ÇekyayJ.B.G. FrenkSonya Javadi OriginalPaper 20 June 2023 Article: 70
A Versatile Stochastic Dissemination Model K. M. D. ChanM. R. H. Mandjes Research Open access 20 June 2023 Article: 69
Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry Bilel JarrayaHatem AfiAnis Omri OriginalPaper 14 June 2023 Article: 68
Pairwise Markov Models and Hybrid Segmentation Approach Kristi KuljusJüri Lember OriginalPaper Open access 10 June 2023 Article: 67
A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis Ahmed NafidiAbdenbi El AzriRamón Gutiérrez-Sánchez Research 10 June 2023 Article: 66
Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise Xuekang ZhangShounian DengWeiyin Fei OriginalPaper 10 June 2023 Article: 65
Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process Angelos DassiosJunyi Zhang OriginalPaper Open access 10 June 2023 Article: 64
