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Optimal allocation of a coherent system with statistical dependent subsystems
Author: Lu, Bin; Zhang, Jiandong; Yan, Rongfang
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 1, pp. 29-48. DOI: 10.1017/S0269964821000437
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A Cox model for gradually disappearing events
Author: Jang, Jiwook; Qu, Yan; Zhao, Hongbiao; Dassios, Angelos
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 1, pp. 214-231. DOI: 10.1017/S0269964821000553
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Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure
Author: Ye, Wuyi; Wu, Bin; Chen, Pengzhan
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 1, pp. 245-274. DOI: 10.1017/S0269964821000577
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Credit default swap pricing with counterparty risk in a reduced form model with a common jump process
Author: Chen, Yu; Xing, Yu
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 1, pp. 275-293. DOI: 10.1017/S0269964822000018
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Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
Author: Xie, Jiayi; Yu, Wenguang; Zhang, Zhimin; Cui, Zhenyu
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 2, pp. 324-356. DOI: 10.1017/S0269964822000092
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
Author: Xu, Ran
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 2, pp. 462-490. DOI: 10.1017/S0269964822000249
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Nonparametric estimation of some dividend problems in the perturbed compound Poisson model
Author: Yang, Yang; Xie, Jiayi; Zhang, Zhimin
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 2, pp. 418-441. DOI: 10.1017/S0269964822000298
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Optimal design for network mutual aid
Author: Li, Jingchao; Fang, Zichen; Nie, Ciyu; Chen, Sizhe
Journal: PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES. 2023; Vol. 37, Issue 2, pp. 567-596. DOI: 10.1017/S0269964822000341