The law of the iterated logarithm for additive functionals of Markov chains Fulltext Access 6 Pages 2008
Sufficient dimension reduction and variable selection for regression mean function with two types of predictors Fulltext Access 6 Pages 2008
Exponential families are not preserved by the formation of order statistics Fulltext Access 6 Pages 2008
The functional central limit theorem for a family of GARCH observations with applications Fulltext Access 6 Pages 2008
Bias of the regression estimator for experiments using clustered random assignment Fulltext Access 6 Pages 2008
Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring Fulltext Access 6 Pages 2008
Semiparametric left truncation and right censorship models with missing censoring indicators Fulltext Access 6 Pages 2008
A strong law of large numbers for pairwise independent identically distributed random variables with infinite means Fulltext Access 6 Pages 2008
Noncanonical representation with an infinite-dimensional orthogonal complement Fulltext Access 6 Pages 2008
A note on checking the Clayton model assumption based on left-truncated bivariate data Fulltext Access 6 Pages 2008
On the link between dependence and independence in extreme value theory for dynamical systems Fulltext Access 6 Pages 2008
Reproducibility probability estimation for testing statistical hypotheses Fulltext Access 6 Pages 2008
A complete class of balanced incomplete block designs β (7, 35, 15, 3, 5) with repeated blocks Fulltext Access 6 Pages 2008
Tolerance intervals for quantiles of bivariate risks and risk measurement Fulltext Access 6 Pages 2008
Tail bounds for the distribution of the deficit in the renewal risk model Fulltext Access 6 Pages 2008
Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time Fulltext Access 6 Pages 2008
An optimal insurance strategy for an individual under an intertemporal equilibrium Fulltext Access 6 Pages 2008
On the distribution tail of an integrated risk model: A numerical approach Fulltext Access 6 Pages 2008
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets Fulltext Access 6 Pages 2008
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest Fulltext Access 6 Pages 2008
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints Fulltext Access 6 Pages 2008
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims Fulltext Access 6 Pages 2008
Portfolio diversification under local and moderate deviations from power laws Fulltext Access 6 Pages 2008
The invariance principle for linear multi-parameter stochastic processes generated by associated fields Fulltext Access 6 Pages 2008
Empirical saddlepoint approximations of the Studentized mean under stratified random sampling Fulltext Access 6 Pages 2008
An approximate method for nonlinear mixed-effects models with nonignorably missing covariates Fulltext Access 6 Pages 2008
A note on distortions induced by truncation with applications to linear regression systems Fulltext Access 6 Pages 2008
Central limit theorem of random quadratics forms involving random matrices Fulltext Access 6 Pages 2008
The size performance of a nonparametric unit root test under a variance shift Fulltext Access 6 Pages 2008
Characterizations of multiparameter Cox and Poisson processes by the renewal property Fulltext Access 6 Pages 2008
Policies utilizing tactical inventory for service-differentiated customers Fulltext Access 6 Pages 2008
On a generalization of the Gallai-Roy-Vitaver theorem to the bandwidth coloring problem Fulltext Access 6 Pages 2008
The agency problem between the owner and the manager in real investment: The bonus–audit relationship Fulltext Access 6 Pages 2008
Adaptive search with stochastic acceptance probabilities for global optimization Fulltext Access 6 Pages 2008
A projected subgradient method for solving generalized mixed variational inequalities Fulltext Access 6 Pages 2008
A column generation approach for the split delivery vehicle routing problem Fulltext Access 6 Pages 2008
Newsvendor equations for optimal reorder levels of serial inventory systems with fixed batch sizes Fulltext Access 6 Pages 2008
A characterization of dictatorial social choice correspondences with continuous preferences Fulltext Access 6 Pages 2008
A simple method of computing the sample size for Chi-square test for the equality of multinomial distributions Fulltext Access 6 Pages 2008
Note on “Numerical solutions of fuzzy differential equations by predictor–corrector method” Fulltext Access 6 Pages 2008
The bounded single-machine parallel-batching scheduling problem with family jobs and release dates to minimize makespan Fulltext Access 6 Pages 2008
Multiple solutions to the likelihood equations in the Behrens-Fisher problem Fulltext Access 6 Pages 2008
Unit root tests based on IV estimators for time series with multiple breaks Fulltext Access 6 Pages 2008
A note on Itô formula for fractional Brownian sheet with Hurst parameters H1,H2â(0,1) Fulltext Access 6 Pages 2008
Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift Fulltext Access 6 Pages 2008
Quantifying supply chain ineffectiveness under uncoordinated pricing decisions Fulltext Access 6 Pages 2008
The solution set structure of monotone linear complementarity problems over second-order cone Fulltext Access 6 Pages 2008
A note on polling models with renewal arrivals and nonzero switch-over times Fulltext Access 6 Pages 2008
Scheduling sports tournaments on a single court minimizing waiting times Fulltext Access 6 Pages 2008
On the convergence of stochastic dual dynamic programming and related methods Fulltext Access 6 Pages 2008
A faster polynomial algorithm for the unbalanced Hitchcock transportation problem Fulltext Access 6 Pages 2008
A strongly polynomial simplex method for the linear fractional assignment problem Fulltext Access 6 Pages 2008