Contents of Number 77

View front and back matter from the print issue

Ruin probability for an insurer investing in several risky assets

M. V. Bratyk
Theor. Probability and Math. Statist. No. 77 (2008), 1-13.
Abstract, references and article information
Retrieve article in: PDF

On some properties of asymptotic quasi-inverse functions

V. V. Buldygin; O. I. Klesov; J. G. Steinebach
Theor. Probability and Math. Statist. No. 77 (2008), 15-30.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432769

Analytical problems of the asymptotic behavior of Markov functionals. I

S. V. Degtyar'
Theor. Probability and Math. Statist. No. 77 (2008), 31-38.
Abstract, references and article information
Retrieve article in: PDF

Sufficient conditions for the convergence of local-time type functionals of Markov approximations

Yu. M. Kartashov
Theor. Probability and Math. Statist. No. 77 (2008), 39-55.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432771

On pricing contingent claims in a two interest rates jump-diffusion model via market completions

S. Kane; A. Melnikov
Theor. Probability and Math. Statist. No. 77 (2008), 57-69.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432772

Representations and properties of weight functions in Tauberian theorems

B. M. Klykavka
Theor. Probability and Math. Statist. No. 77 (2008), 71-90.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432773

A method of modelling log Gaussian Cox processes

Yu. V. Kozachenko; O. O. Pogorilyak
Theor. Probability and Math. Statist. No. 77 (2008), 91-105.
Abstract, references and article information
Retrieve article in: PDF

Strong stability in a Jackson queueing network

O. Lekadir; D. Aissani
Theor. Probability and Math. Statist. No. 77 (2008), 107-119.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432775

An estimate for the rate of convergence of the distribution of the number of false solutions of a system of nonlinear random equations in the field $GF(2)$

V. I. Masol; M. V. Slobodyan
Theor. Probability and Math. Statist. No. 77 (2008), 121-134.
Abstract, references and article information
Retrieve article in: PDF

A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time

Yu. S. Mishura; P. S. Shelyazhenko; G. M. Shevchenko
Theor. Probability and Math. Statist. No. 77 (2008), 135-146.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432777

The optimal hedging price of a European type contingent claim

S. V. Posashkov
Theor. Probability and Math. Statist. No. 77 (2008), 147-154.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432778

Some finite sample properties of negatively dependent random variables

Alessio Farcomeni
Theor. Probability and Math. Statist. No. 77 (2008), 155-163.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432779

Limiting behaviour of moving average processes under negative association assumption

P. Chen; T.-C. Hu; A. Volodin
Theor. Probability and Math. Statist. No. 77 (2008), 165-176.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432780

A location invariant moment-type estimator II

Cheng-Xiu Ling; Zuoxiang Peng; Saralees Nadarajah
Theor. Probability and Math. Statist. No. 77 (2008), 177-189.
Abstract, references and article information
Retrieve article in: PDF
MathSciNet review: 2432781