Search Results

There are 25607 results for: content related to: Predicting bank loan recovery rates with a mixed continuous-discrete model

  1. 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

    Version of Record online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  2. 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

  3. 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

    Version of Record online : 12 JUL 2012, DOI: 10.1002/asmb.1934

  4. 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

    Version of Record online : 4 SEP 2012, DOI: 10.1002/asmb.1944

  5. Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 295–313, Fenglong Guo and Dingcheng Wang

    Version of Record online : 18 JUN 2012, DOI: 10.1002/asmb.1925

  6. 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

  7. 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

  8. 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

    Version of Record online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  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. On allocating redundancies to k-out-of- n reliability systems

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 361–371, Yinping You and Xiaohu Li

    Version of Record online : 10 APR 2014, DOI: 10.1002/asmb.2032

  11. 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

    Version of Record online : 2 APR 2013, DOI: 10.1002/asmb.1970

  12. 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

  13. 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

  14. 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

  15. Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 4, July/August 2014, Pages: 479–496, Eva María Ortega and José Alonso

    Version of Record online : 16 SEP 2013, DOI: 10.1002/asmb.1989

  16. 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

    Version of Record online : 12 OCT 2012, DOI: 10.1002/asmb.1951

  17. On generalized shock models for deteriorating systems

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 496–508, Ji Hwan Cha and Maxim Finkelstein

    Version of Record online : 13 JUL 2012, DOI: 10.1002/asmb.1933

  18. Intensity-based estimation of extreme loss event probability and value at risk

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 171–186, Kamal Hamidieh, Stilian Stoev and George Michailidis

    Version of Record online : 4 NOV 2012, DOI: 10.1002/asmb.1915

  19. 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

  20. 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

    Version of Record online : 24 APR 2012, DOI: 10.1002/asmb.1919