Articles

1. Portfolio Selection with Contrarian Strategy

   • Zhichao Lu
   • Peiyuan Pang
   • Wenxin Zhang

   Research 25 April 2024 Article: 16

   

2. Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences

   • Gracia Yunruo Dong
   • Erik Hintz
   • Christiane Lemieux

   Research 23 April 2024 Article: 15

   

3. A Cyclic Random Motion in \(\mathbb {R}^3\) Driven by Geometric Counting Processes

   • Antonella Iuliano
   • Gabriella Verasani

   Research Open access 16 April 2024 Article: 14

   

4. Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities

   • Xiao Wei
   • Xingchi Gu

   Research 11 April 2024 Article: 13

   

5. The Valuation at Origination of Mortgages with Full Prepayment and Default Risks

   • Congjin Zhou
   • Guojing Wang
   • Pin Wang

   Research 08 April 2024 Article: 12

   

6. Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration

   • Fan Xu
   • Ruiling Tian
   • Qi Shao

   Research 05 April 2024 Article: 11

   

7. Efficient Approximations for Utility-Based Pricing

   • Laurence Carassus
   • Massinissa Ferhoune

   Research 28 March 2024 Article: 10

   

8. Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data

   • Guillaume Perrin
   • Christian Soize

   Research 14 March 2024 Article: 9

   

9. Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation

   • Qi Shao
   • Linmin Hu
   • Fan Xu

   Research 28 February 2024 Article: 8

   

10. Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

    • Yumo Zhang

    Research 22 February 2024 Article: 7

    

11. On Survival of Coherent Systems Subject to Random Shocks

    • Dheeraj Goyal
    • Nil Kamal Hazra
    • Maxim Finkelstein

    Research Open access 19 February 2024 Article: 6

    

12. How Many Digits are Needed?

    • Ira W. Herbst
    • Jesper Møller
    • Anne Marie Svane

    Research Open access 08 February 2024 Article: 5

    

13. Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit

    • Rasmi K
    • Jacob M J
    • A. Krishnamoorthy

    Research 02 February 2024 Article: 4

    

14. The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain

    • Yinbing Zhou
    • Dawei Lu

    Research 29 January 2024 Article: 3

    

15. On Berman Functions

    • Krzysztof Dȩbicki
    • Enkelejd Hashorva
    • Zbigniew Michna

    Research Open access 05 January 2024 Article: 2

    

16. The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience

    • Masoumeh Fallahi
    • Reza Pourtaheri
    • Farzad Eskandari

    Research 19 December 2023 Article: 1

    

17. Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment

    • Sheng Wang
    • Lijuan Dong

    Research 14 December 2023 Article: 94

    

18. A Generalised Matching Distribution for the Problem of Coincidences

    • Ben O’Neill

    OriginalPaper Open access 14 December 2023 Article: 93

    

19. The First-Passage Area of Wiener Process with Stochastic Resetting

    • Mario Abundo

    Research 29 November 2023 Article: 92

    

20. Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility

    • Jyy-I Hong
    • Joseph Najnudel
    • Ju-Yi Yen

    Research 23 November 2023 Article: 91

    

21. Distribution of Patterns of Constrained Length in Binary Sequences

    • Frosso S. Makri
    • Zaharias M. Psillakis

    Research Open access 21 November 2023 Article: 90

22. Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect

    • Tao Jiang
    • Li Gao
    • Xudong Chai

    RESEARCH 20 November 2023 Article: 89

    

23. Asymptotics of Sum of Heavy-tailed Risks with Copulas

    • Fan Yang
    • Yi Zhang

    OriginalPaper 13 November 2023 Article: 88

    

24. Bivariate Semi-Parametric Model: Bayesian Inference

    • Debashis Samanta
    • Debasis Kundu

    Research 13 November 2023 Article: 87

    

25. Ruin Problems for Risk Processes with Dependent Phase-Type Claims

    • Oscar Peralta
    • Matthieu Simon

    OriginalPaper 07 November 2023 Article: 86

    

26. A Semi-Markov Model with Geometric Renewal Processes

    • Jingqi Zhang
    • Mitra Fouladirad
    • Nikolaos Limnios

    Research 04 November 2023 Article: 85

    

27. Three Distributions in the Extended Occupancy Problem

    • Ben O’Neill

    OriginalPaper Open access 30 October 2023 Article: 84

    

28. Flexible Bayesian Inference for Diffusion Processes using Splines

    • Paul A. Jenkins
    • Murray Pollock
    • Gareth O. Roberts

    Research Open access 27 October 2023 Article: 83

    

29. Continuous-Time Stochastic Analysis of Rumor Spreading with Multiple Operations

    • François Castella
    • Bruno Sericola
    • Yves Mocquard

    Research 23 October 2023 Article: 82

    

30. Binomial Approximation to Locally Dependent Collateralized Debt Obligations

    • Amit N. Kumar
    • P. Vellaisamy

    OriginalPaper 17 October 2023 Article: 81

31. Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps

    • V. Deepa
    • M. Haridass

    Research 02 October 2023 Article: 80

    

32. Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control

    • Lingjiao Zhang
    • Jinting Wang
    • Yilin Wang

    Research 02 October 2023 Article: 79

    

33. A New Separation Index and Classification Techniques Based on Shannon Entropy

    • Jorge Navarro
    • Francesco Buono
    • Jorge M. Arevalillo

    Research Open access 22 September 2023 Article: 78

    

34. Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity

    • Ailing Gu
    • Xinya He
    • Haixiang Yao

    Research 08 August 2023 Article: 77

    

35. Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims

    • Shijie Wang
    • Yueli Yang
    • Lianqiang Yang

    OriginalPaper 02 August 2023 Article: 76

36. The Effect of Loss Preference on Queueing with Information Disclosure Policy

    • Jian Cao
    • Yongjiang Guo
    • Zhongxin Hu

    OriginalPaper 20 July 2023 Article: 75

    

37. Modeling and Control of Data Transmission

    • Huang Tanhao
    • Jian Siqi
    • Dai Yanan

    OriginalPaper 14 July 2023 Article: 74

    

38. A Non-equilibrium Geometric No-arbitrage Principle

    • Wanxiao Tang
    • Peibiao Zhao

    OriginalPaper 12 July 2023 Article: 73

39. Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process

    • Hassan Akell
    • Farkhondeh-Alsadat Sajadi
    • Iraj Kazemi

    OriginalPaper 27 June 2023 Article: 72

    

40. How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?

    • Aurélien Alfonsi
    • Bernard Lapeyre
    • Jérôme Lelong

    Research 20 June 2023 Article: 71

    

41. On Computing the Multivariate Poisson Probability Distribution

    • Bora Çekyay
    • J.B.G. Frenk
    • Sonya Javadi

    OriginalPaper 20 June 2023 Article: 70

    

42. A Versatile Stochastic Dissemination Model

    • K. M. D. Chan
    • M. R. H. Mandjes

    Research Open access 20 June 2023 Article: 69

    

43. Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry

    • Bilel Jarraya
    • Hatem Afi
    • Anis Omri

    OriginalPaper 14 June 2023 Article: 68

    

44. Pairwise Markov Models and Hybrid Segmentation Approach

    • Kristi Kuljus
    • Jüri Lember

    OriginalPaper Open access 10 June 2023 Article: 67

    

45. A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis

    • Ahmed Nafidi
    • Abdenbi El Azri
    • Ramón Gutiérrez-Sánchez

    Research 10 June 2023 Article: 66

    

46. Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise

    • Xuekang Zhang
    • Shounian Deng
    • Weiyin Fei

    OriginalPaper 10 June 2023 Article: 65

    

47. Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process

    • Angelos Dassios
    • Junyi Zhang

    OriginalPaper Open access 10 June 2023 Article: 64

    

48. Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes

    • Soumaya Idriss
    • Hosam Mahmoud

    Research 09 June 2023 Article: 63

49. On Properties and Applications of Gaussian Subordinated Lévy Fields

    • Robin Merkle
    • Andrea Barth

    Research Open access 09 June 2023 Article: 62

    

50. Weighted fractional generalized cumulative past entropy and its properties

    • Suchandan Kayal
    • N. Balakrishnan

    Research 07 June 2023 Article: 61