Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Volume 16, issue 4, 2014

Spatial Autocorrelation for Subdivided Populations with Invariant Migration Schemes pp. 777-810

Ola Hössjer

Scaling Analysis of Delayed Rejection MCMC Methods pp. 811-838

Mylène Bédard, Randal Douc and Eric Moulines

Applications of the Variance of Final Outbreak Size for Disease Spreading in Networks pp. 839-862

Lilia L. Ramírez-Ramírez and Mary E. Thompson

Asymptotic Joint Normality of Counts of Uncorrelated Motifs in Recursive Trees pp. 863-884

Mohan Gopaladesikan, Hosam Mahmoud and Mark Daniel Ward

Ruin Probabilities for Risk Models with Ordered Claim Arrivals pp. 885-905

Claude Lefèvre and Philippe Picard

Exact Simulation Problems for Jump-Diffusions pp. 907-930

Flávio B. Gonçalves and Gareth O. Roberts

M/M/c Retrial Queue with Multiclass of Customers pp. 931-949

Yang Woo Shin and Dug Hee Moon

Compound Poisson Approximation to Convolutions of Compound Negative Binomial Variables pp. 951-968

N. S. Upadhye and P. Vellaisamy

Second Order Asymptotics of Aggregated Log-Elliptical Risk pp. 969-985

Dominik Kortschak and Enkelejd Hashorva

Non-Parametric Change-Point Estimation using String Matching Algorithms pp. 987-1008

Oliver Johnson, Dino Sejdinovic, James Cruise, Robert Piechocki and Ayalvadi Ganesh

Comparing the Value at Risk Performance of the CreditRisk + and its Enhancement: A Large Deviations Approach pp. 1009-1023

Amogh Deshpande

Numerical Approximation of Probability Mass Functions via the Inverse Discrete Fourier Transform pp. 1025-1038

Richard L. Warr

Volume 16, issue 3, 2014

Max-Plus Objects to Study the Complexity of Graphs pp. 507-525

Cristiano Bocci, Luca Chiantini and Fabio Rapallo

The Degree Profile in Some Classes of Random Graphs that Generalize Recursive Trees pp. 527-538

Hosam M. Mahmoud

Approximation of Fractional Brownian Motion by Martingales pp. 539-560

Sergiy Shklyar, Georgiy Shevchenko, Yuliya Mishura, Vadym Doroshenko and Oksana Banna

Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods pp. 561-582

Riccardo Gatto and Benjamin Baumgartner

An Insurance Risk Model with Parisian Implementation Delays pp. 583-607

David Landriault, Jean-François Renaud and Xiaowen Zhou

Strategic Asset Allocation Under a Fractional Hidden Markov Model pp. 609-626

Robert J. Elliott and Tak Kuen Siu

Testing Serial Independence via Density-Based Measures of Divergence pp. 627-641

Luca Bagnato, Lucio De Capitani and Antonio Punzo

Bilateral Counterparty Risk Valuation on a CDS with a Common Shock Model pp. 643-673

Yinghui Dong, Guojing Wang and Kam C. Yuen

Stochastic Properties of Components in a Used Coherent System pp. 675-691

M. Kelkin Nama and M. Asadi

Expansions about the Gamma for the Distribution and Quantiles of a Standard Estimate pp. 693-713

Christopher S. Withers and Saralees Nadarajah

The Supremum of Chi-Square Processes pp. 715-729

Charles-Elie Rabier and Alan Genz

A Response-Driven Adaptive Design Based on the Klein Urn pp. 731-746

Arkaitz Galbete, José A. Moler and Fernando Plo

Bayesian Nonparametric Inference for a Multivariate Copula Function pp. 747-763

Juan Wu, Xue Wang and Stephen G. Walker

Interval Reliability, Corrections and Developments of “Reliability Measures of Semi-Markov Systems with General State Space” pp. 765-770

Nikolaos Limnios

A Correction Note on: When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process pp. 771-776

Peter Hieber

Volume 16, issue 2, 2014

Editorial pp. 261-262

Viktor Beneš

Local Stereology of Tensors of Convex Bodies pp. 263-282

Eva B. Vedel Jensen and Johanna F. Ziegel

Empirical Mark Covariance and Product Density Function of Stationary Marked Point Processes—A Survey on Asymptotic Results pp. 283-293

Lothar Heinrich, Stella Klein and Martin Moser

Self-crossing Points of a Line Segment Process pp. 295-309

Zbyněk Pawlas

Distances Between Poisson k -Flats pp. 311-329

Matthias Schulte and Christoph Thäle

On an Upper Bound of the Euler Characteristic of the Wiener Sausage pp. 331-353

Ondřej Honzl

Dimension Reduction in Extended Quermass-Interaction Process pp. 355-368

Kateřina Staňková Helisová and Jakub Staněk

Weighted Poisson Cells as Models for Random Convex Polytopes pp. 369-384

Felix Ballani and Karl Gerald Boogaart

Distinguishing Different Types of Inhomogeneity in Neyman–Scott Point Processes pp. 385-395

T. Mrkvička

On Random Marked Sets with a Smaller Integer Dimension pp. 397-410

Jakub Staněk, Ondřej Šedivý and Viktor Beneš

Estimating Second-Order Characteristics of Inhomogeneous Spatio-Temporal Point Processes pp. 411-431

Edith Gabriel

Statistics for Inhomogeneous Space-Time Shot-Noise Cox Processes pp. 433-449

Michaela Prokešová and Jiří Dvořák

On the Use of Particle Markov Chain Monte Carlo in Parameter Estimation of Space-Time Interacting Discs pp. 451-463

Markéta Zikmundová, Kateřina Staňková Helisová and Viktor Beneš

Efficient Simulation of Markov Chains Using Segmentation pp. 465-484

Tim Brereton, Ole Stenzel, Björn Baumeier, Denis Andrienko, Volker Schmidt and Dirk Kroese

Two Sample Tests for Mean 3D Projective Shapes from Digital Camera Images pp. 485-506

Vic Patrangenaru, Mingfei Qiu and Marius Buibas

Volume 16, issue 1, 2014

Semi-Parametric Probability-Weighted Moments Estimation Revisited pp. 1-29

Frederico Caeiro, M. Ivette Gomes and Björn Vandewalle

Numerical Techniques in Lévy Fluctuation Theory pp. 31-52

Naser M. Asghari, Peter Iseger and Michael Mandjes

Multivariate Generalized Marshall–Olkin Distributions and Copulas pp. 53-78

Jianhua Lin and Xiaohu Li

Residual and Past Entropy in Actuarial Science and Survival Models pp. 79-99

Athanasios Sachlas and Takis Papaioannou

On the Default Probability in a Regime-Switching Regulated Market pp. 101-113

Lijun Bo, Yongjin Wang and Xuewei Yang

The Distribution of the Bit Error Rate for an M Branch Antenna with N Interferers pp. 115-148

Christopher S. Withers and Saralees Nadarajah

On Distributions of Runs in the Compound Binomial Risk Model pp. 149-159

Serkan Eryilmaz

Conditional Tests on Basins of Attraction with Finite Fields pp. 161-168

Ian H. Dinwoodie

On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes pp. 169-185

Zhongquan Tan and Enkelejd Hashorva

Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance pp. 187-206

Sai-Hua Huang, Tian-Xiao Pang and Chengguo Weng

Waiting Time for an Almost Perfect Run and Applications in Statistical Process Control pp. 207-222

Sotiris Bersimis, Markos V. Koutras and George K. Papadopoulos

On Computing Signatures of k-out-of-n Systems Consisting of Modules pp. 223-233

Gaofeng Da, Lvyu Xia and Taizhong Hu

On the Use of Bivariate Mellin Transform in Bivariate Random Scaling and Some Applications pp. 235-244

N. Balakrishnan and A. Stepanov

The Tax Identity For Markov Additive Risk Processes pp. 245-258

Hansjörg Albrecher, Florin Avram, Corina Constantinescu and Jevgenijs Ivanovs

Erratum to: 1-Dependent Stationary Sequences for Some Given Joint Distributions of Two Consecutive Random Variables pp. 259-259

George Haiman