Research Papers
On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
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- 14 July 2016, pp. 595-607
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Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
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- 14 July 2016, pp. 303-320
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
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- 14 July 2016, pp. 905-918
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A Monotone Process Maintenance Model for a Multistate System
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- 14 July 2016, pp. 1-14
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Improving on bold play when the gambler is restricted
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- 14 July 2016, pp. 321-333
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Multi-Actor Markov Decision Processes
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- 14 July 2016, pp. 15-26
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The finite-time ruin probability of the compound Poisson model with constant interest force
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- 14 July 2016, pp. 608-619
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A probabilistic model for the survivability of cells
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- 14 July 2016, pp. 919-931
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Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution
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- 14 July 2016, pp. 620-631
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Compound Poisson limits for household epidemics
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- 14 July 2016, pp. 334-345
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Superreplication of Options on Several Underlying Assets
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- 14 July 2016, pp. 27-38
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An epidemic model with exposure-dependent severities
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- 14 July 2016, pp. 932-949
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Heterogeneous population dynamical model: a filtering problem
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- 14 July 2016, pp. 346-361
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Nonstationarity and randomization in the Reed-Frost epidemic model
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- 14 July 2016, pp. 950-963
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Sensitivity of hidden Markov models
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- 14 July 2016, pp. 632-642
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Asymptotic Hitting Time for a Simple Evolutionary Model of Protein Folding
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- 14 July 2016, pp. 39-51
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Minimum dynamic discrimination information models
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- 14 July 2016, pp. 643-660
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Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
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- 14 July 2016, pp. 52-60
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Portfolio optimization with unobservable Markov-modulated drift process
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- 14 July 2016, pp. 362-378
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A new urn model
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- 14 July 2016, pp. 964-976
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