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There are 46293 results for: content related to: On orderings and bounds in a generalized Sparre Andersen risk model

  1. Divergences without probability vectors and their applications

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 448–472, Athanasios Sachlas and Takis Papaioannou

    Version of Record online : 15 SEP 2009, DOI: 10.1002/asmb.803

  2. 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

    Version of Record online : 12 JAN 2011, DOI: 10.1002/asmb.870

  3. 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

    Version of Record online : 6 JUL 2010, DOI: 10.1002/asmb.850

  4. 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

    Version of Record online : 5 APR 2011, DOI: 10.1002/asmb.890

  5. Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 5, September/October 2010, Pages: 609–623, Junna Bi and Junyi Guo

    Version of Record online : 18 SEP 2009, DOI: 10.1002/asmb.807

  6. Optimal investment and consumption with stochastic dividends

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 6, November/December 2010, Pages: 792–808, Xikui Wang and Yan Wang

    Version of Record online : 17 DEC 2009, DOI: 10.1002/asmb.823

  7. 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

    Version of Record online : 8 MAR 2011, DOI: 10.1002/asmb.885

  8. Bayesian source detection and parameter estimation of a plume model based on sensor network measurements

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 331–348, Chunfeng Huang, Tailen Hsing, Noel Cressie, Auroop R. Ganguly, Vladimir A. Protopopescu and Nageswara S. Rao

    Version of Record online : 27 AUG 2010, DOI: 10.1002/asmb.859

  9. 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

    Version of Record online : 19 APR 2011, DOI: 10.1002/asmb.899

  10. Two-strata rotatability in split-plot central composite designs

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 431–447, Li Wang, G. Geoffrey Vining and Scott M. Kowalski

    Version of Record online : 26 JUN 2009, DOI: 10.1002/asmb.796

  11. Fitting non-Gaussian persistent data

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 1, January/February 2011, Pages: 23–36, Wilfredo Palma and Mauricio Zevallos

    Version of Record online : 25 MAY 2010, DOI: 10.1002/asmb.847

  12. 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

    Version of Record online : 5 DEC 2010, DOI: 10.1002/asmb.869

  13. 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

    Version of Record online : 6 DEC 2010, DOI: 10.1002/asmb.868

  14. 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

    Version of Record online : 11 JUN 2009, DOI: 10.1002/asmb.794

  15. On the use of phase-type distributions for inventory management with supply disruptions

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 660–675, Barış Balcıog̃lu and Ülkü Gürler

    Version of Record online : 21 FEB 2011, DOI: 10.1002/asmb.879

  16. Monte Carlo exact goodness-of-fit tests for nonhomogeneous Poisson processes

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 329–341, Bo H. Lindqvist and Bjarte Rannestad

    Version of Record online : 1 APR 2010, DOI: 10.1002/asmb.841

  17. 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

    Version of Record online : 4 APR 2011, DOI: 10.1002/asmb.896

  18. 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

    Version of Record online : 24 MAR 2010, DOI: 10.1002/asmb.838

  19. HGLMs for quality improvement

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 315–328, Youngjo Lee, John A. Nelder and Heejin Park

    Version of Record online : 24 MAR 2010, DOI: 10.1002/asmb.840

  20. 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

    Version of Record online : 17 DEC 2009, DOI: 10.1002/asmb.822