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Dispersive orderings induced by differences of inter risk measures
Author: Zeng, Keyi; Zhuang, Weiwei; Hu, Taizhong
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. 60, Issue 1, pp. 358-365. DOI: 10.1017/jpr.2022.49
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Exponential ergodicity for a class of Markov processes with interactions
Author: Bao, Jianhai; Wang, Jian
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. 60, Issue 2, pp. 465-478. DOI: 10.1017/jpr.2022.56
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On the splitting and aggregating of Hawkes processes
Author: Li, Bo; Pang, Guodong
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. 60, Issue 2, pp. 676-692. DOI: 10.1017/jpr.2022.76
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Self-normalized Cramer moderate deviations for a supercritical Galton-Watson process
Author: Fan, Xiequan; Shao, Qi-Man
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. , Issue , pp. -. DOI: 10.1017/jpr.2022.134
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Transition density of an infinite-dimensional diffusion with the jack parameter
Author: Zhou, Youzhou
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. , Issue , pp. -. DOI: 10.1017/jpr.2022.92
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Sturm-Liouville theory and decay parameter for quadratic markov branching processes
Author: Chen, Anyue; Chen, Yong; Gao, Wu-Jun; Wu, Xiaohan
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. , Issue , pp. -. DOI: 10.1017/jpr.2022.91
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A large deviation theorem for a supercritical super-Brownian motion with absorption
Author: Zhu, Yaping
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. , Issue , pp. -. DOI: 10.1017/jpr.2023.1
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Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift
Author: Liang, Xiaoqing; Young, Virginia R.
Journal: JOURNAL OF APPLIED PROBABILITY. 2023; Vol. , Issue , pp. -. DOI: 10.1017/jpr.2022.106
