Contents of Number 77

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Ruin probability for an insurer investing in several risky assets

M. V. Bratyk
Theor. Probability and Math. Statist. No. 77 (2008), 1-13.
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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.
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Analytical problems of the asymptotic behavior of Markov functionals. I

S. V. Degtyar'
Theor. Probability and Math. Statist. No. 77 (2008), 31-38.
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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.
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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.
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Representations and properties of weight functions in Tauberian theorems

B. M. Klykavka
Theor. Probability and Math. Statist. No. 77 (2008), 71-90.
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A method of modelling log Gaussian Cox processes

Yu. V. Kozachenko; O. O. Pogorilyak
Theor. Probability and Math. Statist. No. 77 (2008), 91-105.
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Strong stability in a Jackson queueing network

O. Lekadir; D. Aissani
Theor. Probability and Math. Statist. No. 77 (2008), 107-119.
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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.
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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.
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The optimal hedging price of a European type contingent claim

S. V. Posashkov
Theor. Probability and Math. Statist. No. 77 (2008), 147-154.
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Some finite sample properties of negatively dependent random variables

Alessio Farcomeni
Theor. Probability and Math. Statist. No. 77 (2008), 155-163.
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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.
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A location invariant moment-type estimator II

Cheng-Xiu Ling; Zuoxiang Peng; Saralees Nadarajah
Theor. Probability and Math. Statist. No. 77 (2008), 177-189.
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