1. Annuity contract valuation under dependent risks

   • Yixing Zhao
   • Rogemar Mamon

   Original Paper 16 May 2019 Pages: 1 - 23

   

2. Exploiting Lagrange duality for topology optimizationwith frictionless unilateral contact

   • Yoshihiro Kanno

   Original Paper 02 August 2019 Pages: 25 - 48

   

3. Global attractor for a two-dimensional chemotaxis system with linear degradation and indirect signal production

   • Etsushi Nakaguchi
   • Kanako Noda
   • Kenta Uemichi

   Original Paper 31 July 2019 Pages: 49 - 80

4. Estimation of the stepwise random disturbance parameters with the unknown moment of appearance

   • O. V. Chernoyarov
   • L. A. Golpayegani
   • K. S. Kalashnikov

   Original Paper 08 October 2019 Pages: 81 - 102

   

5. A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral

   • Shigeyoshi Ogawa

   Original Paper 28 August 2019 Pages: 103 - 114

6. A theoretical study of the algorithm to practicalize CT by G. N. Hounsfield and its applications

   • Takashi Takiguchi

   Original Paper 27 September 2019 Pages: 115 - 130

   

7. A steepest descent algorithm for the computation of traveling dissipative solitons

   • Y. S. Choi
   • J. M. Connors

   Original Paper 24 September 2019 Pages: 131 - 163

   

8. Finite element method for radially symmetric solution of a multidimensional semilinear heat equation

   • Toru Nakanishi
   • Norikazu Saito

   Original Paper 26 October 2019 Pages: 165 - 191

   

9. On the rate of convergence for Takagi class functions

   • Shoto Osaka
   • Masato Takei

   Original Paper 13 November 2019 Pages: 193 - 212

10. Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity

    • Takeru Matsuda
    • Akimichi Takemura

    Original Paper 01 November 2019 Pages: 213 - 248

    

11. Efficient valuation of a variable annuity contract with a surrender option

    • Junkee Jeon
    • Geonwoo Kim

    Original Paper 26 November 2019 Pages: 249 - 262

    

12. Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection

    • Tomooki Yuasa

    Original Paper 01 November 2019 Pages: 263 - 282

    

13. Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks: Part I—theory

    • Debdas Ghosh
    • Akshay Sharma
    • Kartik Manchanda

    Original Paper 13 November 2019 Pages: 283 - 308

    

14. Optimal investment-consumption-insurance with partial information

    • Hiroaki Hata

    Original Paper 04 November 2019 Pages: 309 - 338

15. The blow-up curve of solutions to one dimensional nonlinear wave equations with the Dirichlet boundary conditions

    • Tetsuya Ishiwata
    • Takiko Sasaki

    Original Paper 28 November 2019 Pages: 339 - 363