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There are 55721 results for: content related to: Percentile residual life orders

  1. Portfolio selection with imperfect information: A hidden Markov model

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 2, March/April 2011, Pages: 95–114, Ethem Çanakoğlu and Süleyman Özekici

    Article first published online : 8 MAR 2011, DOI: 10.1002/asmb.885

  2. Copulæ: Some mathematical aspects

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 1, January/February 2011, Pages: 37–50, Carlo Sempi

    Article first published online : 22 MAR 2010, DOI: 10.1002/asmb.835

  3. Information measures of Dirichlet distribution with applications

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 2, March/April 2011, Pages: 131–150, Nader Ebrahimi, Ehsan S. Soofi and Shaoqiong (Annie) Zhao

    Article first published online : 12 JAN 2011, DOI: 10.1002/asmb.870

  4. A simulation-based approach to stochastic dynamic programming

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 2, March/April 2011, Pages: 151–163, Nicholas G. Polson and Morten Sorensen

    Article first published online : 4 APR 2011, DOI: 10.1002/asmb.896

  5. A transformed random effects model with applications

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 222–234, Zhenlin Yang and Jianhua Huang

    Article first published online : 17 DEC 2009, DOI: 10.1002/asmb.822

  6. Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 73–90, Lanpeng Ji and Chunsheng Zhang

    Article first published online : 19 APR 2011, DOI: 10.1002/asmb.899

  7. Robust designs for Haar wavelet approximation models

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 531–550, Xiaojian Xu and Lin Zhao

    Article first published online : 5 DEC 2010, DOI: 10.1002/asmb.861

  8. On the Brown–Proschan model when repair effects are unknown

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 600–618, Laurent Doyen

    Article first published online : 5 DEC 2010, DOI: 10.1002/asmb.869

  9. Statistical quality control for ternary ordinal quality data

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 586–599, Emil Bashkansky and Tamar Gadrich

    Article first published online : 6 DEC 2010, DOI: 10.1002/asmb.868

  10. Risk-minimizing hedging strategies with restricted information and cost

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 401–415, Jianqi Yang and Qingxian Xiao

    Article first published online : 11 JUN 2009, DOI: 10.1002/asmb.794

  11. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 290–300, Yiqing Chen, Kam C. Yuen and Kai W. Ng

    Article first published online : 9 MAR 2010, DOI: 10.1002/asmb.834

  12. On Gaussian HJM framework for Eurodollar Futures

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 384–401, Balaji Raman and Vladimir Pozdnyakov

    Article first published online : 12 MAY 2010, DOI: 10.1002/asmb.845

  13. Risk modelling with the mixed Erlang distribution

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 1, January/February 2011, Pages: 2–16, Gordon E. Willmot and X. Sheldon Lin

    Article first published online : 24 MAR 2010, DOI: 10.1002/asmb.838

  14. Option hedging by an influential informed investor

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 707–722, Anne Eyraud-Loisel

    Article first published online : 5 APR 2011, DOI: 10.1002/asmb.889

  15. A uniform asymptotic expansion for stochastic volatility model in pricing multi-asset European options

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 4, July/August 2012, Pages: 324–341, Yansheng Ma and Yong Li

    Article first published online : 21 FEB 2011, DOI: 10.1002/asmb.880

  16. System availability in a shock model under preventive repair and phase-type distributions

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 6, November/December 2010, Pages: 689–704, Delia Montoro-Cazorla and Rafael Pérez-Ocón

    Article first published online : 12 OCT 2009, DOI: 10.1002/asmb.811

  17. On orderings and bounds in a generalized Sparre Andersen risk model

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 1, January/February 2011, Pages: 51–60, Eric C. K. Cheung, David Landriault, Gordon E. Willmot and Jae-Kyung Woo

    Article first published online : 1 APR 2010, DOI: 10.1002/asmb.837

  18. Comparisons of series and parallel systems with components sharing the same copula

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 6, November/December 2010, Pages: 775–791, Jorge Navarro and Fabio Spizzichino

    Article first published online : 4 JAN 2010, DOI: 10.1002/asmb.819

  19. Unit root testing in the presence of ARFIMA–GARCH errors

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 421–433, Gaowen Wang

    Article first published online : 6 JUL 2010, DOI: 10.1002/asmb.850

  20. Adversarial risk analysis: Borel games

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 2, March/April 2011, Pages: 72–86, David Banks, Francesca Petralia and Shouqiang Wang

    Article first published online : 5 APR 2011, DOI: 10.1002/asmb.890