1. Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims

   • Dawei Lu
   • Meng Yuan

   OriginalPaper 10 January 2022 Pages: 2265 - 2286

   

2. Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes

   • Nitin Kumar
   • Umesh Chandra Gupta

   OriginalPaper 24 January 2022 Pages: 2287 - 2312

   

3. Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities

   • Hao Ma
   • Henk A. P. Blom

   OriginalPaper Open access 28 January 2022 Pages: 2313 - 2338

   

4. Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process

   • Florin Avram
   • Dan Goreac
   • Ulyses Solon

   OriginalPaper 03 February 2022 Pages: 2339 - 2371

   

5. On the Maximum of a Bivariate INMA Model with Integer Innovations

   • J. Hüsler
   • M. G. Temido
   • A. Valente-Freitas

   OriginalPaper 15 February 2022 Pages: 2373 - 2402

   

6. A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo

   • Qiang Han
   • Shaolin Ji

   OriginalPaper 28 February 2022 Pages: 2403 - 2426

   

7. Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems

   • He Yi
   • Lirong Cui
   • Jingyuan Shen

   OriginalPaper 02 March 2022 Pages: 2427 - 2453

   

8. A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks

   • Sabrina Mulinacci

   OriginalPaper 03 March 2022 Pages: 2455 - 2484

   

9. Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server

   • Sudhesh R.
   • Mohammed Shapique A.
   • Dharmaraja S.

   OriginalPaper 04 March 2022 Pages: 2485 - 2508

   

10. Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance

    • Laurent Lesage
    • Madalina Deaconu
    • Radu State

    OriginalPaper 05 March 2022 Pages: 2509 - 2537

    

11. Stochastic Analysis of an Eco-Epidemic Model with Biological Control

    • Debasis Mukherjee

    OriginalPaper 08 March 2022 Pages: 2539 - 2555

    

12. Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks

    • Maximilien Germain
    • Joseph Mikael
    • Xavier Warin

    OriginalPaper 15 March 2022 Pages: 2557 - 2586

    

13. Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models

    • Anna B. Zaremba
    • Gareth W. Peters

    OriginalPaper Open access 30 March 2022 Pages: 2587 - 2632

    

14. Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression

    • Alexander Henzi
    • Alexandre Mösching
    • Lutz Dümbgen

    OriginalPaper Open access 31 March 2022 Pages: 2633 - 2645

    

15. Bounds for the Renewal Function and Related Quantities

    • Sotirios Losidis
    • Konstadinos Politis

    OriginalPaper 02 April 2022 Pages: 2647 - 2660

    

16. On Some Distributional Properties of Subordinated Gaussian Random Fields

    • Robin Merkle
    • Andrea Barth

    OriginalPaper Open access 06 April 2022 Pages: 2661 - 2688

    

17. Distributions of \(({k}_{1},{k}_{2},\dots ,{k}_{m})\)-runs with Multi-state Trials

    • Xian Zhao
    • Yanbo Song
    • Zhiyue Lv

    OriginalPaper 07 April 2022 Pages: 2689 - 2702

18. Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals

    • Nikita Ratanov

    OriginalPaper 08 April 2022 Pages: 2703 - 2721

19. On Distribution and Average Run Length of a Two-Stage Control Process

    • Hsing-Ming Chang
    • James C. Fu

    OriginalPaper 13 April 2022 Pages: 2723 - 2742

    

20. Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk

    • Yan Zhang
    • Peibiao Zhao
    • Rufei Ma

    OriginalPaper 27 April 2022 Pages: 2743 - 2777

    

21. Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps

    • Ehyter Matías Martín-González
    • Antonio Murillo-Salas
    • Henry Pantí

    OriginalPaper 30 April 2022 Pages: 2779 - 2800

    

22. On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components

    • Elham Khaleghpanah Noughabi
    • Majid Chahkandi
    • Majid Rezaei

    OriginalPaper 07 May 2022 Pages: 2801 - 2822

    

23. A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes

    • Nigel Bean
    • Angus Lewis
    • Vikram Sunkara

    OriginalPaper Open access 23 May 2022 Pages: 2823 - 2864

    

24. Construction and Simulation of Generalized Multivariate Hawkes Processes

    • Tomasz R. Bielecki
    • Jacek Jakubowski
    • Mariusz Niewęgłowski

    OriginalPaper 26 May 2022 Pages: 2865 - 2896

    

25. Sojourn-time Distribution for \(M/G^a/1\) Queue with Batch Service of Fixed Size - Revisited

    • Veena Goswami
    • Mohan Chaudhry
    • Abhijit Datta Banik

    OriginalPaper 08 June 2022 Pages: 2897 - 2912

    

26. Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market

    • Weiwei Shen
    • Juliang Yin

    OriginalPaper 13 June 2022 Pages: 2913 - 2931

    

27. On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling

    • Dheeraj Goyal
    • Nil Kamal Hazra
    • Maxim Finkelstein

    OriginalPaper 16 June 2022 Pages: 2933 - 2960

    

28. General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters

    • Salim Bouzebda
    • Issam Elhattab
    • Anouar Abdeldjaoued Ferfache

    OriginalPaper 16 June 2022 Pages: 2961 - 3005

    

29. The Computational Cost of Blocking for Sampling Discretely Observed Diffusions

    • Marcin Mider
    • Paul A. Jenkins
    • Gareth O. Roberts

    OriginalPaper Open access 14 July 2022 Pages: 3007 - 3027

    

30. Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging

    • Karl K. Sabelfeld
    • Anastasia E. Kireeva

    OriginalPaper 16 July 2022 Pages: 3029 - 3048

    

31. Single-Index Importance Sampling with Stratification

    • Erik Hintz
    • Marius Hofert
    • Yoshihiro Taniguchi

    OriginalPaper 21 July 2022 Pages: 3049 - 3073

    

32. Moments of the Ruin Time in a Lévy Risk Model

    • Philipp Lukas Strietzel
    • Anita Behme

    OriginalPaper Open access 30 July 2022 Pages: 3075 - 3099

    

33. Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation

    • Yuqian Zhang
    • Yingbo Fan
    • Meng Liu

    OriginalPaper 02 August 2022 Pages: 3101 - 3120

    

34. Bayesian Analysis of Proportions via a Hidden Markov Model

    • Ceren Eda Can
    • Gul Ergun
    • Refik Soyer

    OriginalPaper 03 August 2022 Pages: 3121 - 3139

    

35. Reliability Assessment for Censored \({\boldsymbol{\delta}}\)-Shock Models

    • Stathis Chadjiconstantinidis
    • Serkan Eryilmaz

    OriginalPaper 15 August 2022 Pages: 3141 - 3173

    

36. Approximations of Copulas via Transformed Moments

    • Robert M. Mnatsakanov
    • Hansjoerg Albrecher
    • Stephane Loisel

    OriginalPaper 05 September 2022 Pages: 3175 - 3193

    

37. Markovian Online Matching Algorithms on Large Bipartite Random Graphs

    • Mohamed Habib Aliou Diallo Aoudi
    • Pascal Moyal
    • Vincent Robin

    OriginalPaper 09 September 2022 Pages: 3195 - 3225

    

38. Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs

    • Mohamed Habib Aliou Diallo Aoudi
    • Pascal Moyal
    • Vincent Robin

    Correction 28 December 2022 Pages: 3227 - 3227

39. An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution

    • Ben O’Neill

    OriginalPaper Open access 02 November 2022 Pages: 3229 - 3260