Contents of Volume 77

All articles in this issue are freely accessible.

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Ruin probability for an insurer investing in several risky assets

M. V. Bratyk.
Theor. Probability and Math. Statist. 77 (2008), 1-13
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On some properties of asymptotic quasi-inverse functions

V. V. Buldygin, O. I. Klesov and J. G. Steinebach.
Theor. Probability and Math. Statist. 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. 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. 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 and A. Melnikov.
Theor. Probability and Math. Statist. 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. 77 (2008), 71-90
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A method of modelling log Gaussian Cox processes

Yu. V. Kozachenko and O. O. Pogorilyak.
Theor. Probability and Math. Statist. 77 (2008), 91-105
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Strong stability in a Jackson queueing network

O. Lekadir and D. Aissani.
Theor. Probability and Math. Statist. 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 and M. V. Slobodyan.
Theor. Probability and Math. Statist. 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 and G. M. Shevchenko.
Theor. Probability and Math. Statist. 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. 77 (2008), 147-154
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Some finite sample properties of negatively dependent random variables

Alessio Farcomeni.
Theor. Probability and Math. Statist. 77 (2008), 155-163
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Limiting behaviour of moving average processes under negative association assumption

P. Chen, T.-C. Hu and A. Volodin.
Theor. Probability and Math. Statist. 77 (2008), 165-176
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A location invariant moment-type estimator II

Cheng-Xiu Ling, Zuoxiang Peng and Saralees Nadarajah.
Theor. Probability and Math. Statist. 77 (2008), 177-189
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