For over four decades, the Journal of Applied Probability has provided a forum for original research and reviews in applied probability. Its wide audience includes leading researchers in the many fields where stochastic models are used, including operations research, telecommunications, computer engineering, epidemiology, financial mathematics, information systems and traffic management.
Volume 46, Number 1
Publication Date: March 2009
A continuous-time approach to Robbins' problem of minimizing the expected rank
F. Thomas Bruss and Yvik C. Swan; 1-18
Optimal allocation of active spares in series systems and comparison of component and system redundancies
Neeraj Misra, Ishwari D. Dhariyal and Nitin Gupta; 19-34
The action gambler and equal-sized wagering
David Hartvigsen; 35-54
An Integral-equation approach for defaultable bond prices with application to credit spreads
Yu-Ting Chen, Cheng-Few Lee and Yuan-Chung Sheu; 71-84
An optimal dividends problem with a terminal value for spectrally negative Lévy processes with a completely monotone jump density
R. L. Loeffen; 85-98
Bounds for the ruin probability of a discrete-time risk process
Maikol A. Diasparra and Rosario Romera; 99-112
Dependent risk models with bivariate phase-type distributions
Andrei L. Badescu, Eric C. K. Cheung and David Landriault; 113-131
Bipower variation for Gaussian processes with stationary increments
Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij and Jeannette H. C. Woerner; 132-150
On the almost sure central limit theorem for vector martingales: convergence of moments and statistical applications
Bernard Bercu, Peggy Cénac and Guy Fayolle; 151-169
Optimal stopping of a Brownian bridge
Erik Ekström and Henrik Wanntorp; 170-180
On the first passage time for Brownian motion subordinated by a Lévy Process
T. R. Hurd and A. Kuznetsov; 181-198
Exponential random graphs as models of overlay networks
M. Draief, A. Ganesh and L. Massoulié; 199-220
Asymptotic properties of a mean-field model with a continuous-state-dependent switching process
Fubao Xi and G. Yin; 221-243
Stochastic ordering of exponential family distributions and their mixtures
Yaming Yu; 244-254
Bounds for the distance between the distributions of sums of absolutely continuous i.i.d. convex-ordered random variables with applications
Tasos C. Christofides and Eutichia Vaggelatou; 255-271
On the sums of compound negative binomial and gamma random variables
P. Vellaisamy and N. S. Upadhye; 272-283
Extinction times in multitype Markov branching processes
Dominik Heinzmann; 296-307
Journal of Applied Probability
