journal of probability and statistics سال:2010 - دوره:

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journal of probability and statistics
سال:2010 - دوره: - شماره:0

A mathematical analysis of the card game of betweenies through Kelly's criterion A note on confidence interval for the power of the one sample t test A winner's mean earnings in lottery and inverse moments of the binomial distribution Actuarial and financial risks: Models,statistical inference,and case studies An analysis of the influence of fundamental values' estimation accuracy on financial markets An effective method of monitoring the large-scale traffic pattern based on RMT and PCA An explicit representation of the extended Skorokhod map with two time-dependent boundaries An investigation of value updating bidders in simultaneous online art auctions Asteroids: Assessing catastrophic risks Central limit theorem for coloured hard dimers Comparing estimation methods for the FPLD Complete convergence for maximal sums of negatively associated random variables Constant rate distributions on partially ordered sets Continuous time portfolio selection under conditional capital at risk Crossings of second-order response processes subjected to LMA loadings Estimating L -functionals for heavy-tailed distributions and application Estimating the conditional tail expectation in the case of heavy-tailed losses Estimation of log-linear-binomial distribution with applications Forest fire risk assessment: An illustrative example from Ontario,Canada Individual property risk management Investigating mortality uncertainty using the block bootstrap Local likelihood density estimation and value-at-risk Multifractal analysis of infinite products of stationary jump processes New technique to estimate the asymmetric trimming mean On discrete-time multiallelic evolutionary dynamics driven by selection On some layer-based risk measures with applications to exponential dispersion models Optimal estimators for threshold-based quality measures POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks Peirce's i and Cohen's κ for 2×2 measures of rater reliability Pricing equity-indexed annuities under stochastic interest rates using copulas Risk navigator SRM: An applied risk management tool Some comments on quasi-birth-and-death processes and matrix measures Spatial scan statistics adjusted for multiple clusters Spiked dirichlet process priors for gaussian process models The foundations of probability with black swans Universal and nonuniversal dynamical conductivity in small metallic grains: An ambivalent role of T-invariance at finite frequency VaR: Exchange rate risk and jump risk Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type Zenga's new index of economic inequality,its estimation,and an analysis of incomes in Italy