1. Non-deterministic flight simulation
   J. Page and I. Koch.
2. A generalised linear model parameterisation matching Wald and likelihood ratio statistics to Order 1/N
   D. I. Warton and H. M. Hudson.
3. Compositional analysis of overdispersed counts using generalized estimating equations
   D. I. Warton and P. Guttorp.
4. Generalised linear mixed model analysis via sequential Monte Carlo sampling
   Y. Fan, D. S. Leslie and M. P. Wand.
5. Monte Carlo techniques for Bayesian statistical inference -- A comparative review
   Y. Fan and D. Wang.
6. Simultaneous clustering and variable selection with respect to correlation
   J-.L. Dortet-Bernadet and Y. Fan.
7. Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value at risk and expected shortfall estimation
   G. W. Peters, A. M. Johansen and A. Doucet
8. A note on the behaviour of the Black-Scholes implied volitility close to expiry
   M. Roper and. M. Rutkowski
9. GeD spline estimation of multivariate Archimedean copulas
   D. Dimitrova, V. Kaishev and S. Penev
10. Comparison of fixed and variable interval methods for eliciting sibjective probability distributions
    P. H. Garthwaite, D. J. Jenkinson, T. Rakow and D. D. Wang.
11. A method for bias correction and confidence interval construction for maximal reliability with discrete measures
    S. Penev and T. Raykov
12. Evaluating extreme risks in invasion ecology: Learning from banking compliance
    J. Franklin, S. A. Sisson, M. A. Bergman and J. K. Martin
13. How comparable are road traffic crash cases in hospital admissions data and police records? An examination of data linkage rates
    
14. S. Lujic, S. Boufous, C. Finch, A. Hayen and W. T. M. Dunsmuir.
15. Receiver design of MIMO systems with Gaussian constellations under imperfect CSI
    I. Nevat, G. W. Peters and J. Yuan
16. Model risk in claims reserving within Treedie's compoind Poisson models
    G. W. Peters, P. Shevchenko and M. Wuethrich
17. Maximum a-posteriori estimation in linear models with a random Gaussian model matrix: A Bayesian-EM approach.
    I. Nevat, G. W. Peters and J. Yuan
18. Detection of Gaussian constellations in MIMO systems under imperfect CSI
    I. Nevat, G. W. Peters and J. Yuan
19. Alternative approaches to credit risk modeling
    T. R. Bielecki, M. Jeanblanc and M. Rutkowski
20. Convertible bonds in a defaultable diffusion model
    T. R. Bielecki, S. Crépey, M. Jeanblanc and M. Rutkowski
21. Static replication of bivariate claims with applications to realized variance swaps
    J. Baldeaux and M. Rutkowski
22. Pricing and trading credit default swaps in a hazard process model
    T. R. Bielecki, M. Jeanblanc and M. Rutkowski
23. Prediction with supervised independent component regression
    I. Koch and K. Naito