This paper starts from the joint moments of the sums with accumulated claims and the claim arrival intensity process, in which the intensity possesses a self-exciting structure. Based on the joint moments, forward Kolmogorov equations ruling the joint probability distribution function and the...

This paper studies the portfolio constructed by a correlation-based momentum strategy in both Chinese and American stock markets. By applying eight different correlations to return and other indicators, it is found that Pearson correlation gives the highest value between return and volatility,...

In recent years, biodegradable Zn-based materials became a hopeful approach for new generation biomedical implants due to their acceptable mechanical performance, moderate biodegradation rate, and good biocompatibility. In this study, the combination of high-energy planetary milling and spark...