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1. Dynamic hedging in incomplete markets using risk measures

2. Age-replacement policy for items described by stochastic degradation with dependent increments

3. Modifying Bradley–Terry and other ranking models to allow ties

4. A new algorithm for calibrating local regime-switching models

5. Strategic priority-purchasing and joining rules in a retrial queue

6. Bayesian degradation modelling for spare parts inventory management

7. A new solution method for a class of large dimension rank-two nonconvex programs

8. The semi-geometric process and some properties

9. Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference

10. Analysis of dynamic reliability surveillance: a case study