1001-4268
2011 Issue 4
Valuation of Cross-Currency Bermudan Swaption
Du ZHIKUO;ZHANG DIXIN
Du ZHIKUO;ZHANG DIXIN
..............page:425-434
Robust Asymptotic Analysis for Mean and Covariance Structure Model
XIA YEMAO;LIU YINGAN
XIA YEMAO;LIU YINGAN
..............page:399-409
..............page:359-368
Applications of Copula Theory in Credit Risk
LIANG GECHUN;REN XUEMIN
LIANG GECHUN;REN XUEMIN
..............page:369-379
hun he lian jie wang luo du fen bu de wen ding xing
kong xiang xing ; zhao qing gui ; hou zhen ting
kong xiang xing ; zhao qing gui ; hou zhen ting
..............page:444-448
The Time Value of Absolute Ruin for a General Risk Model
YANG HU;HUANG WENTING
YANG HU;HUANG WENTING
..............page:380-390
The Limit Distribution of Semi-Markov Processes and Its Generalization
DONG HAILING;HOU ZHENTING;JIANG GUOCHAO
DONG HAILING;HOU ZHENTING;JIANG GUOCHAO
..............page:410-416
The Strong Law of Large Numbers and the Law of Large Numbers for Markov Chains in Random Environments
LI MINGLIANG;LIU ZAIMING
LI MINGLIANG;LIU ZAIMING
..............page:417-424
The Convergence Property of the Reflected Backward Stochastic Differential Equations
DENG WEI;WU ZHEN
DENG WEI;WU ZHEN
..............page:346-358
Computation of Interval Probability for Bankruptcy Procedure in Term Life Insurance With Uncertain Environment
WAN ZHONG;HU CHAOMING;YIN WEI
WAN ZHONG;HU CHAOMING;YIN WEI
..............page:391-398
..............page:435-443
..............page:封4
Strong Stability of Linear Forms of ψ-Mixing Random Variables
YANG YANZHAO;LIU YANYAN
YANG YANZHAO;LIU YANYAN
..............page:337-345