1001-4268
2013 Issue 3
Credibility Estimator of the Generalized Weighted Premium with Multitude Contracts
WEN LIMIN;MEI GUOPING;ZHENG XIONGJUN
WEN LIMIN;MEI GUOPING;ZHENG XIONGJUN
..............page:225-236
Pricing a Convert Bond with Default Risk under a Reduced Form Model
WANG WEI;ZHAO QIJIE
WANG WEI;ZHAO QIJIE
..............page:287-296
guan yu zai wo guo tui xing lv se qi che bao xian de ke xing xing fen xi ji yu diao yan shu ju de logistic mo xing yan jiu
xu ke ; huang ruo zuo
xu ke ; huang ruo zuo
..............page:330-336
A Method for Estimating the Association Parameter in the Clayton Model
ZHANG QIAOZHEN;HE SHUYUAN
ZHANG QIAOZHEN;HE SHUYUAN
..............page:297-306
Variable Selection for the Linear EV Model with Longitudinal Data
TIAN RUIQIN;XUE LIUGEN
TIAN RUIQIN;XUE LIUGEN
..............page:246-260
..............page:封4
Optimal Portfolio Strategies with Mispricing and Stochastic Volatility
YI BO;LI ZHONGFEI;ZENG YAN
YI BO;LI ZHONGFEI;ZENG YAN
..............page:261-274
Optimal Investment Strategy in a Markov-Modulated Risk Model: Maximizing the Terminal Utility
YAO DINGJUN;QIAN LINYI;CHENG GONGPIN
YAO DINGJUN;QIAN LINYI;CHENG GONGPIN
..............page:317-329
The Combination Forecast about Compositional Data
ZHANG XIAOQIN;CHEN JIAJIA;YUAN JING
ZHANG XIAOQIN;CHEN JIAJIA;YUAN JING
..............page:307-316
Complete Convergence of Pairwise NQD Random Sequences
HUANG HAIWU;WANG DINGCHENG;WU QUNYING;PENG JIANGYAN
HUANG HAIWU;WANG DINGCHENG;WU QUNYING;PENG JIANGYAN
..............page:275-286
Pricing Dynamic Guaranteed Funds with Stochastic Barrier under Vasicek Interest Rate Model
DONG YINGHUI
DONG YINGHUI
..............page:237-245