1. A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations

   • Cody B. Hyndman
   • Polynice Oyono Ngou

   OriginalPaper 23 June 2015 Pages: 1 - 29

2. Stochastic Enumeration Method for Counting Trees

   • Radislav Vaisman
   • Dirk P. Kroese

   OriginalPaper 16 August 2015 Pages: 31 - 73

3. Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier

   • Michael V. Boutsikas
   • Konstadinos Politis

   OriginalPaper 23 August 2015 Pages: 75 - 95

4. Series Representations for Multivariate Time-Changed Lévy Models

   • Vladimir Panov

   OriginalPaper 29 August 2015 Pages: 97 - 119

5. Iterated Stochastic Processes: Simulation and Relationship with High Order Partial Differential Equations

   • Michèle Thieullen
   • Alexis Vigot

   OriginalPaper 21 October 2015 Pages: 121 - 149

6. Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions

   • Pierre-Olivier Goffard
   • Stéphane Loisel
   • Denys Pommeret

   OriginalPaper 03 November 2015 Pages: 151 - 174

7. Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes

   • Reiichiro Kawai

   OriginalPaper 11 November 2015 Pages: 175 - 211

8. Approximate Simulation Techniques and Distribution of an Extended Gamma Process

   • Zeina Al Masry
   • Sophie Mercier
   • Ghislain Verdier

   OriginalPaper 01 December 2015 Pages: 213 - 235

9. First Passage Time for Brownian Motion and Piecewise Linear Boundaries

   • Zhiyong Jin
   • Liqun Wang

   OriginalPaper 09 December 2015 Pages: 237 - 253

10. Waiting Time Distributions in the Preemptive Accumulating Priority Queue

    • Val Andrei Fajardo
    • Steve Drekic

    OriginalPaper 23 December 2015 Pages: 255 - 284

11. Approximations for Time-Dependent Distributions in Markovian Fluid Models

    • Sarah Dendievel
    • Guy Latouche

    OriginalPaper 22 January 2016 Pages: 285 - 309

12. Capital Allocation for Sarmanov’s Class of Distributions

    • Raluca Vernic

    OriginalPaper 27 January 2016 Pages: 311 - 330

13. Bivariate Binomial Moments and Bonferroni-Type Inequalities

    • Qin Ding
    • Eugene Seneta

    OriginalPaper 02 February 2016 Pages: 331 - 348

14. On the Moments of the Absorption Time of Kingman’s Coalescent

    • Tibor K. Pogány
    • Saralees Nadarajah

    OriginalPaper 29 September 2016 Pages: 349 - 355