Zhao, Xia; Shi, Yu Asset allocation and reinsurance policy for a mean-variance-CVaR insurer in continuous-time. (English) Zbl 1474.91170 Chin. J. Appl. Probab. Stat. 36, No. 5, 536-550 (2020). MSC: 91G05 91B32 60G44 PDFBibTeX XMLCite \textit{X. Zhao} and \textit{Y. Shi}, Chin. J. Appl. Probab. Stat. 36, No. 5, 536--550 (2020; Zbl 1474.91170) Full Text: DOI
Zhang, Yingying; Rong, Tengzhong; Li, Manman A new expectation identity and its application in the calculations of predictive powers assuming normality. (English) Zbl 1474.62046 Chin. J. Appl. Probab. Stat. 36, No. 5, 523-535 (2020). MSC: 62F03 62F15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Chin. J. Appl. Probab. Stat. 36, No. 5, 523--535 (2020; Zbl 1474.62046) Full Text: DOI
Zhang, Qingli; Tan, Tao; Wu, Lijun Outstanding claims reserving under balanced loss function. (Chinese. English summary) Zbl 1474.62378 Chin. J. Appl. Probab. Stat. 36, No. 5, 509-522 (2020). MSC: 62P05 91G05 PDFBibTeX XMLCite \textit{Q. Zhang} et al., Chin. J. Appl. Probab. Stat. 36, No. 5, 509--522 (2020; Zbl 1474.62378) Full Text: DOI
Cao, Ping; Xia, Zhiming A fast estimation method for mean change point in massive data sets. (Chinese. English summary) Zbl 1474.62099 Chin. J. Appl. Probab. Stat. 36, No. 5, 493-508 (2020). MSC: 62G05 62G10 62-08 PDFBibTeX XMLCite \textit{P. Cao} and \textit{Z. Xia}, Chin. J. Appl. Probab. Stat. 36, No. 5, 493--508 (2020; Zbl 1474.62099) Full Text: DOI
Liu, Tingting; Yang, Lianqiang; Wang, Xuejun Modal regression based on nonparametric quantile estimator. (Chinese. English summary) Zbl 1474.62129 Chin. J. Appl. Probab. Stat. 36, No. 5, 483-492 (2020). MSC: 62G08 62G05 PDFBibTeX XMLCite \textit{T. Liu} et al., Chin. J. Appl. Probab. Stat. 36, No. 5, 483--492 (2020; Zbl 1474.62129) Full Text: DOI
Wu, Yanhua; Shi, Yufeng Research on the forecasting performance of the HAR-type model based on true and false jumps. (Chinese. English summary) Zbl 1474.91227 Chin. J. Appl. Probab. Stat. 36, No. 5, 467-482 (2020). MSC: 91G30 60J74 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{Y. Shi}, Chin. J. Appl. Probab. Stat. 36, No. 5, 467--482 (2020; Zbl 1474.91227) Full Text: DOI
Wang, Lingdi; Ren, Panpan Exponential ergodic rates of Markov switching diffusion processes. (Chinese. English summary) Zbl 1474.37007 Chin. J. Appl. Probab. Stat. 36, No. 5, 453-466 (2020). MSC: 37A30 60J60 PDFBibTeX XMLCite \textit{L. Wang} and \textit{P. Ren}, Chin. J. Appl. Probab. Stat. 36, No. 5, 453--466 (2020; Zbl 1474.37007) Full Text: DOI
Pang, Yingying; Chen, Zhenlong; Zheng, Changmei; Zhang, Qiaoyan The unit root test of ESTAR-GARCH model. (Chinese. English summary) Zbl 1474.62314 Chin. J. Appl. Probab. Stat. 36, No. 5, 441-452 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{Y. Pang} et al., Chin. J. Appl. Probab. Stat. 36, No. 5, 441--452 (2020; Zbl 1474.62314) Full Text: DOI