Vol 4, No 4 (2017)

Table of Contents

Articles

Integrated quantile functions: properties and applications PDF
Alexander A. Gushchin, Dmitriy A. Borzykh 285–314
The risk model with stochastic premiums, dependence and a threshold dividend strategy PDF
Olena Ragulina 315–351
Double barrier reflected BSDEs with stochastic Lipschitz coefficient PDF
Mohamed Marzougue, Mohamed El Otmani 353–379
On model fitting and estimation of strictly stationary processes PDF
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen 381–406
On the size of the block of 1 for $\varXi$-coalescents with dust PDF
Fabian Freund, Martin Möhle 407–425
Author index PDF
  427–428
Subject index PDF
  429–430
2010 Mathematics Subject Classification index PDF
  431–434