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Methodology and Computing in Applied Probability最新文献

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A Generalized Stochastic Process: Fractional G-Brownian Motion 一个广义随机过程：分数G-布朗运动
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-13 DOI: 10.1007/s11009-023-10010-9
Changhong Guo, S. Fang, Yong He
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引用次数: 1
Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums 二维随机加权和尾部行为的一致逼近
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-13 DOI: 10.1007/s11009-023-10000-x
Xinmei Shen, Kailin Du
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引用次数: 0
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss 反映正态损失下多元正态分布的Bayes小波Stein无偏风险估计
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-13 DOI: 10.1007/s11009-023-09992-3
H. Karamikabir, N. Karamikabir, M. Khajeian, M. Afshari
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引用次数: 0
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach 与具有最小和最大成功次数的弱运行相关的分布：一种统一的方法
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-13 DOI: 10.1007/s11009-023-09998-x
Spiros D. Dafnis, F. S. Makri
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引用次数: 0
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing 概率测度的水平集半度量及其在假设检验中的应用
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-11 DOI: 10.1007/s11009-023-09990-5
A. Muñoz, Gabriel Martos, Javier González
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引用次数: 1
Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models 4/2随机波动模型下均值方差资产负债管理的稳健最优投资策略
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-11 DOI: 10.1007/s11009-023-10007-4
Yumo Zhang
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引用次数: 1
Hedging At-the-money Digital Options Near Maturity 货币对冲数字期权接近到期
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-10 DOI: 10.1007/s11009-023-10013-6
Augusto Blanc-Blocquel, L. Ortiz-Gracia, Rodolfo Oviedo
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引用次数: 0
On Several Properties of A Class of Hybrid Recursive Trees 一类混合递归树的几个性质
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-08 DOI: 10.1007/s11009-023-09988-z
Panpan Zhang
{"title":"On Several Properties of A Class of Hybrid Recursive Trees","authors":"Panpan Zhang","doi":"10.1007/s11009-023-09988-z","DOIUrl":"https://doi.org/10.1007/s11009-023-09988-z","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":" ","pages":"1-20"},"PeriodicalIF":0.9,"publicationDate":"2023-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47730843","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications 广义Orhant相关随机变量加权和的强收敛性及其应用
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-08 DOI: 10.1007/s11009-023-09976-3
Yi Wu, Xuejun Wang, A. Shen
{"title":"Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications","authors":"Yi Wu, Xuejun Wang, A. Shen","doi":"10.1007/s11009-023-09976-3","DOIUrl":"https://doi.org/10.1007/s11009-023-09976-3","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":" ","pages":"1-28"},"PeriodicalIF":0.9,"publicationDate":"2023-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49615054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks 轻尾或中重尾保险风险与金融风险相互作用下的破产
IF 0.9 4区 数学
Methodology and Computing in Applied Probability Pub Date : 2023-02-06 DOI: 10.1007/s11009-023-10008-3
Yiqing Chen, Jiajun Liu, Yang Yang
{"title":"Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks","authors":"Yiqing Chen, Jiajun Liu, Yang Yang","doi":"10.1007/s11009-023-10008-3","DOIUrl":"https://doi.org/10.1007/s11009-023-10008-3","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":" ","pages":"1-26"},"PeriodicalIF":0.9,"publicationDate":"2023-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44718746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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