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There are 14639 results for: content related to: Intensity-based estimation of extreme loss event probability and value at risk

  1. Full and 1-year runoff risk in the credibility-based additive loss reserving method

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 4, July/August 2012, Pages: 362–380, Michael Merz and Mario V. Wüthrich

    Article first published online : 8 SEP 2011, DOI: 10.1002/asmb.915

  2. Stochastic optimization approach of car value depreciation

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 208–223, Bader Alshamary and Ovidiu Calin

    Article first published online : 30 JUL 2012, DOI: 10.1002/asmb.1911

  3. Stochastic ordering properties for systems with dependent identically distributed components

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 264–278, Jorge Navarro, Yolanda del Águila, Miguel A. Sordo and Alfonso Suárez-Llorens

    Article first published online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  4. A Laplacian spectral method in phase I analysis of profiles

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 3, May/June 2012, Pages: 251–263, Francisco Moura Neto and Maysa S. De Magalhães

    Article first published online : 18 JUN 2012, DOI: 10.1002/asmb.1916

  5. Improvement of expectation–maximization algorithm for phase-type distributions with grouped and truncated data

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 2, March/April 2013, Pages: 141–156, Hiroyuki Okamura, Tadashi Dohi and Kishor S. Trivedi

    Article first published online : 24 APR 2012, DOI: 10.1002/asmb.1919

  6. An asymptotic approach for a semi-Markovian inventory model of type (s, S)

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 439–453, Tahir Khaniyev, Ali Kokangul and Rovshan Aliyev

    Article first published online : 24 APR 2012, DOI: 10.1002/asmb.1918

  7. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Article first published online : 11 JUL 2012, DOI: 10.1002/asmb.1935

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    Fault Detection for Networked Systems with Partly Known Distribution Transmission Delays

    Asian Journal of Control

    Volume 17, Issue 1, January 2015, Pages: 362–366, Yanqian Wang, Shuyu Zhang, Junwei Lu and Fu Chen

    Article first published online : 16 MAY 2014, DOI: 10.1002/asjc.915

  9. An approach to the study of multistate insurance contracts

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 224–240, Joanna Dȩbicka

    Article first published online : 29 FEB 2012, DOI: 10.1002/asmb.1912

  10. Sequential smoothing for turning point detection with application to financial decisions

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 132–140, Carlo Grillenzoni

    Article first published online : 4 SEP 2012, DOI: 10.1002/asmb.1945

  11. Preservation of reliability classes under the formation of coherent systems

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 4, July/August 2014, Pages: 444–454, Jorge Navarro, Yolanda del Águila, Miguel A. Sordo and Alfonso Suárez-Llorens

    Article first published online : 3 JUN 2013, DOI: 10.1002/asmb.1985

  12. Iterative minimization of the Rayleigh quotient by block steepest descent iterations

    Numerical Linear Algebra with Applications

    Volume 21, Issue 5, October 2014, Pages: 604–617, Klaus Neymeyr and Ming Zhou

    Article first published online : 10 DEC 2013, DOI: 10.1002/nla.1915

  13. A parsimonious stochastic model for forecasting gamers' revenues in casinos

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 254–263, Sam K. Hui

    Article first published online : 27 MAR 2012, DOI: 10.1002/asmb.1914

  14. Modeling credit portfolio derivatives, including both a default and a prepayment feature

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 479–495, Peter Hieber and Matthias Scherer

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  15. Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 204–230, A.D. Banik

    Article first published online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  16. Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 240–257, Zhiping Chen and Daobao Xu

    Article first published online : 2 APR 2013, DOI: 10.1002/asmb.1970

  17. Multivariate option pricing using copulae

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 509–526, Carole Bernard and Claudia Czado

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1934

  18. Hierarchical Bayesian autoregressive models for large space–time data with applications to ozone concentration modelling

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 395–415, Sujit Kumar Sahu and Khandoker Shuvo Bakar

    Article first published online : 12 OCT 2012, DOI: 10.1002/asmb.1951

  19. Diagnostics in Birnbaum–Saunders accelerated life models with an application to fatigue data

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 115–131, Víctor Leiva, Edgardo Rojas, Manuel Galea and Antonio Sanhueza

    Article first published online : 4 SEP 2012, DOI: 10.1002/asmb.1944

  20. System unavailability analysis based on window-observed recurrent event data

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 122–136, Yili Hong, Ming Li and Brock Osborn

    Article first published online : 16 MAY 2013, DOI: 10.1002/asmb.1984