Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler

2024-9-1

Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims

2024-9-1

Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown

2024-8-24

Weak Ergodicity in G-NHMS

2024-8-20

Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process

2024-8-20

A Unified Approach for Hitting Time of Jump Markov Type Processes

2024-8-16

Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications

2024-8-14

Branching Random Walks on $$\mathbb {Z}$$ with One Particle Generation Center and Symmetrically Located Absorbing Sources

2024-8-9

Strategy Analysis of Retrial Queue with Parallel Customer and Standby Server

2024-8-8

Two-sided Bounds for some Quantities in the Delayed Renewal Process

2024-8-2

Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting

2024-7-17

Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences

2024-7-6

Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX

2024-7-4

A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method

2024-7-2

Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment

2024-6-1

Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy

2024-6-1

A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance

2024-5-13

Two-sided Bounds for Renewal Equations and Ruin Quantities

2024-5-8

The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association

2024-5-1

Portfolio Selection with Contrarian Strategy

2024-4-25

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

2024-4-23

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

2024-4-16

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

2024-4-11

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

2024-4-8

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

2024-4-5

Efficient Approximations for Utility-Based Pricing

2024-3-28

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

2024-3-1

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

2024-2-28

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

2024-2-22

On Survival of Coherent Systems Subject to Random Shocks

2024-2-19

How Many Digits are Needed?

2024-2-8

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

2024-2-2

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

2024-1-29

On Berman Functions

2024-1-5

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

2023-12-19

A Generalised Matching Distribution for the Problem of Coincidences

2023-12-1

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

2023-12-1

The First-Passage Area of Wiener Process with Stochastic Resetting

2023-11-29

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

2023-11-23

Distribution of Patterns of Constrained Length in Binary Sequences

2023-11-21

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

2023-11-20

Asymptotics of Sum of Heavy-tailed Risks with Copulas

2023-11-13

Bivariate Semi-Parametric Model: Bayesian Inference

2023-11-13

Ruin Problems for Risk Processes with Dependent Phase-Type Claims

2023-11-7

A Semi-Markov Model with Geometric Renewal Processes

2023-11-4

Three Distributions in the Extended Occupancy Problem

2023-10-30

Flexible Bayesian Inference for Diffusion Processesusing Splines

2023-10-27

Binomial Approximation to Locally Dependent Collateralized Debt Obligations

2023-10-17

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

2023-10-2

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

2023-10-2