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There are 10063 results for: content related to: Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims

  1. 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

    Version of Record online : 2 MAY 2013, DOI: 10.1002/asmb.1981

  2. Goal achieving probabilities of cone-constrained mean-variance portfolios

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 544–572, Chantal Labbé and François Watier

    Version of Record online : 9 DEC 2013, DOI: 10.1002/asmb.2002

  3. Start-up demonstration tests: models, methods and applications, with some unifications

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 4, July/August 2014, Pages: 373–413, N. Balakrishnan, M.V. Koutras and F.S. Milienos

    Version of Record online : 10 JUN 2014, DOI: 10.1002/asmb.2040

  4. Parameter estimation for partially observable systems subject to random failure

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 279–294, Michael Jong Kim, Viliam Makis and Rui Jiang

    Version of Record online : 24 APR 2012, DOI: 10.1002/asmb.1920

  5. 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

    Version of Record online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  6. 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

    Volume 31, Issue 4, July/August 2015, Pages: 405–423, Chuanyi Luo, Yinghui Tang, Kaizhi Yu and Chuan Ding

    Version of Record online : 20 MAR 2014, DOI: 10.1002/asmb.2031

  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

    Version of Record online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  8. Statistical properties of the state obtained by solving a nonlinear multivariate inverse problem

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 424–438, Noel Cressie and Rui Wang

    Version of Record online : 18 OCT 2012, DOI: 10.1002/asmb.1946

  9. On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 82–98, Hélène Cossette, Etienne Marceau and Fouad Marri

    Version of Record online : 14 SEP 2012, DOI: 10.1002/asmb.1928

  10. The attractor of the dissipative coupled fractional Schrödinger equations

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 5, 30 March 2014, Pages: 645–656, Ming Cheng

    Version of Record online : 27 JUN 2013, DOI: 10.1002/mma.2820

  11. 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

    Version of Record online : 29 FEB 2012, DOI: 10.1002/asmb.1912

  12. Fully parameterized tube model predictive control

    International Journal of Robust and Nonlinear Control

    Volume 22, Issue 12, August 2012, Pages: 1330–1361, Saša V. Raković, Basil Kouvaritakis, Mark Cannon and Christos Panos

    Version of Record online : 7 MAY 2012, DOI: 10.1002/rnc.2825

  13. LMI stability conditions for uncertain rational nonlinear systems

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 18, December 2014, Pages: 3124–3169, A. Trofino and T.J.M. Dezuo

    Version of Record online : 15 JUL 2013, DOI: 10.1002/rnc.3047

  14. Notes on Metric Independent Analysis of Classical Fields

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 5, 30 March 2013, Pages: 497–566, Reuven Segev

    Version of Record online : 13 AUG 2012, DOI: 10.1002/mma.2610

  15. Arc length asymptotics for multivariate time series

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 264–281, Tharanga D. Wickramarachchi, Colin Gallagher and Robert Lund

    Version of Record online : 27 MAR 2014, DOI: 10.1002/asmb.2030

  16. On spatial contagion and multivariate GARCH models

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 303–327, Piotr Jaworski and Marcin Pitera

    Version of Record online : 25 APR 2013, DOI: 10.1002/asmb.1977

  17. Γ-convergence: a tool to investigate physical phenomena across scales

    Mathematical Methods in the Applied Sciences

    Volume 35, Issue 14, 30 September 2012, Pages: 1613–1658, Matteo Focardi

    Version of Record online : 19 MAY 2012, DOI: 10.1002/mma.2551

  18. On the blow-up criterion of the periodic incompressible fluids

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 2, 30 January 2013, Pages: 143–153, Jamel Benameur

    Version of Record online : 26 APR 2012, DOI: 10.1002/mma.2577

  19. Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi-cyclic setup

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 6, November/December 2014, Pages: 723–739, Aleksey S. Polunchenko, Grigory Sokolov and Wenyu Du

    Version of Record online : 17 MAR 2014, DOI: 10.1002/asmb.2026

  20. Joint distributions of some actuarial random vectors for the Cox risk model

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 420–429, Xu Lin, Wang Rongming and Yao Dingjun

    Version of Record online : 14 SEP 2011, DOI: 10.1002/asmb.916