The Perturbed Sparre Andersen Model with Interest and a Threshold Dividend Strategy Wei Wang OriginalPaper 02 April 2013 Pages: 251 - 283
Discrete-Time Approximation of Functionals in Models of Ornstein–Uhlenbeck Type, with Applications to Finance Michael Schröder OriginalPaper 15 June 2013 Pages: 285 - 313
Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods Elena EhrlichAjay JasraNikolas Kantas OriginalPaper 12 July 2013 Pages: 315 - 349
First and Last Passage Times of Spectrally Positive Lévy Processes with Application to Reliability Christian ParoissinLandy Rabehasaina OriginalPaper 17 July 2013 Pages: 351 - 372
Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process Nenghui KuangHuantian Xie OriginalPaper 17 July 2013 Pages: 373 - 381
Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes Lucia CaramellinoBarbara PacchiarottiSimone Salvadei OriginalPaper 06 August 2013 Pages: 383 - 401
Analysis on a Stochastic Two-Species Ratio-Dependent Predator-Prey Model Jingliang LvKe WangDongdong Chen OriginalPaper 11 October 2013 Pages: 403 - 418
Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions Makoto AoshimaKazuyoshi Yata OriginalPaper Open access 01 September 2013 Pages: 419 - 439
Error Rates and Improved Algorithms for Rare Event Simulation with Heavy Weibull Tails Søren AsmussenDominik Kortschak OriginalPaper 10 September 2013 Pages: 441 - 461
Asymptotic Multivariate Finite-time Ruin Probability with Statistically Dependent Heavy-tailed Claims Xiaohu LiJintang WuJinsen Zhuang OriginalPaper 20 September 2013 Pages: 463 - 477
Detection of Significant Genomic Alterations via Simultaneous Minimal Sojourns at a State by Independent Continuous-time Markov Chains Stéphane RobinValeri T. Stefanov OriginalPaper 28 September 2013 Pages: 479 - 487
On the Distribution of the Length of the Longest Increasing Subsequence in a Random Permutation James C. FuYu-Fei Hsieh OriginalPaper 03 October 2013 Pages: 489 - 496
On the Integrated Tail of the Deficit in the Renewal Risk Model Georgios Psarrakos OriginalPaper 11 October 2013 Pages: 497 - 513
Remarks on the Stable S α (β,γ,μ) Distribution Tibor K. PogánySaralees Nadarajah OriginalPaper 25 April 2014 Pages: 515 - 524