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There are 304 results for: content related to: Intensity-based estimation of extreme loss event probability and value at risk

  1. 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

  2. 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

  3. Optimal bi-level Stackelberg strategies for supply chain financing with both capital-constrained buyers and sellers

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 6, November/December 2014, Pages: 783–796, Nina Yan, Hongyan Dai and Baowen Sun

    Article first published online : 4 FEB 2014, DOI: 10.1002/asmb.2021

  4. COPAR—multivariate time series modeling using the copula autoregressive model

    Applied Stochastic Models in Business and Industry

    Eike Christian Brechmann and Claudia Czado

    Article first published online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  5. An improved two-stage variance balance approach for constructing partial profile designs for discrete choice experiments

    Applied Stochastic Models in Business and Industry

    Roselinde Kessels, Bradley Jones and Peter Goos

    Article first published online : 27 OCT 2014, DOI: 10.1002/asmb.2065

  6. Bayesian estimation of nonlinear equilibrium models with random coefficients

    Applied Stochastic Models in Business and Industry

    V. Brian Viard, Anne Gron and Nicholas G. Polson

    Article first published online : 4 MAY 2014, DOI: 10.1002/asmb.2036

  7. The impact of price skimming on supply and exit decisions

    Applied Stochastic Models in Business and Industry

    Ayşegül Toptal and Sıla Çetinkaya

    Article first published online : 12 AUG 2014, DOI: 10.1002/asmb.2058

  8. A Bayesian approach to vectorization of object boundaries from digital images and to geometrical uncertainty assessment

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 448–466, Francesco Finazzi

    Article first published online : 8 SEP 2011, DOI: 10.1002/asmb.922

  9. 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

  10. Multivariate risk models under heavy-tailed risks

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 341–360, Wei Huang, Chengguo Weng and Yi Zhang

    Article first published online : 2 MAY 2013, DOI: 10.1002/asmb.1981

  11. 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

  12. 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

  13. Multivariate conditional hazard rate functions – an overview

    Applied Stochastic Models in Business and Industry

    Moshe Shaked and J. George Shanthikumar

    Article first published online : 12 FEB 2014, DOI: 10.1002/asmb.2020

  14. Optimal (r,N)-policy for discrete-time Geo ∕ G ∕ 1 queue with different input rate and setup time

    Applied Stochastic Models in Business and Industry

    Chuanyi Luo, Yinghui Tang, Kaizhi Yu and Chuan Ding

    Article first published online : 20 MAR 2014, DOI: 10.1002/asmb.2031

  15. Some properties and applications of cumulative Kullback–Leibler information

    Applied Stochastic Models in Business and Industry

    Antonio Di Crescenzo and Maria Longobardi

    Article first published online : 23 FEB 2015, DOI: 10.1002/asmb.2116

  16. Local risk-minimization with longevity bonds

    Applied Stochastic Models in Business and Industry

    Lars Frederik Brandt Henriksen and Thomas Møller

    Article first published online : 6 MAR 2014, DOI: 10.1002/asmb.2028

  17. Estimation of nonstrict Archimedean copulas and its application to quantum networks

    Applied Stochastic Models in Business and Industry

    Sandra König, Hannes Kazianka, Jürgen Pilz and Johannes Temme

    Article first published online : 8 MAY 2014, DOI: 10.1002/asmb.2039

  18. Optimal investment and reinsurance policies in insurance markets under the effect of inside information

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 6, November/December 2012, Pages: 506–528, I.D. Baltas, N.E. Frangos and A.N. Yannacopoulos

    Article first published online : 14 SEP 2011, DOI: 10.1002/asmb.925

  19. Pricing of mountain range derivatives under a principal component stochastic volatility model

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 1, January/February 2013, Pages: 31–44, Marcos Escobar and Pablo Olivares

    Article first published online : 27 MAR 2012, DOI: 10.1002/asmb.936

  20. Arc length asymptotics for multivariate time series

    Applied Stochastic Models in Business and Industry

    Tharanga D. Wickramarachchi, Colin Gallagher and Robert Lund

    Article first published online : 27 MAR 2014, DOI: 10.1002/asmb.2030