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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
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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
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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
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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
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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
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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
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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
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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
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