Research Article
Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
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- 14 July 2016, pp. 925-937
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Integrating Volatility Clustering Into Exponential Lévy Models
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- 14 July 2016, pp. 609-628
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A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank
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- 14 July 2016, pp. 1-18
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Fixed Precision MCMC Estimation by Median of Products of Averages
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- 14 July 2016, pp. 309-329
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Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates
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- 14 July 2016, pp. 938-959
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Optimal test Interval for a Monotone Safety System
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- 14 July 2016, pp. 330-341
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Optimal Allocation of Active Spares in Series Systems and Comparison of Component and System Redundancies
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- 14 July 2016, pp. 19-34
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Asymptotics of Implied Volatility far from Maturity
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- 14 July 2016, pp. 629-650
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Geometric Convergence of Genetic Algorithms Under Tempered Random Restart
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- 14 July 2016, pp. 960-974
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The Action Gambler and Equal-Sized Wagering
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- 14 July 2016, pp. 35-54
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Comparisons of Parallel Systems According to the Convex Transform Order
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- 14 July 2016, pp. 342-352
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Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
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- 14 July 2016, pp. 651-668
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The Early Stage Behaviour of a Stochastic SIR Epidemic with Term-Time Forcing
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- 14 July 2016, pp. 975-992
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State-Dependent Utility
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- 14 July 2016, pp. 55-70
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On a Terminating Shock Process with Independent Wear Increments
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- 14 July 2016, pp. 353-362
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On the Height and Length of the Ancestral Recombination Graph
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- 14 July 2016, pp. 669-689
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An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads
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- 14 July 2016, pp. 71-84
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Local Limit Approximations for Markov Population Processes
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- 14 July 2016, pp. 690-708
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Two-Sex Branching Processes with Offspring and Mating in a Random Environment
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- 14 July 2016, pp. 993-1004
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On Growth-Collapse Processes with Stationary Structure and Their Shot-Noise Counterparts
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- 14 July 2016, pp. 363-371
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