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There are 25094 results for: content related to: Fitting non-Gaussian persistent data

  1. 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

  2. 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

    Article first published online : 18 SEP 2009, DOI: 10.1002/asmb.807

  3. Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 16–34, Gilberto A. Paula, Víctor Leiva, Michelli Barros and Shuangzhe Liu

    Article first published online : 20 APR 2011, DOI: 10.1002/asmb.887

  4. 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

  5. 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

  6. 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

    Article first published online : 21 FEB 2011, DOI: 10.1002/asmb.879

  7. 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

  8. 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

  9. 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

  10. Dynamic style analysis of Spanish balanced pension plans: A Bayesian approach

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 450–464, L. Andreu, P. Gargallo, M. Salvador and J. L. Sarto

    Article first published online : 5 AUG 2010, DOI: 10.1002/asmb.852

  11. 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

  12. 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

  13. Markov chain models for delinquency: Transition matrix estimation and forecasting

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 267–279, Scott D. Grimshaw and William P. Alexander

    Article first published online : 2 MAR 2010, DOI: 10.1002/asmb.827

  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. Modeling stock index returns by means of partial least-squares methods: An out-of-sample analysis for three stock markets

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 3, May/June 2011, Pages: 253–266, Cetin-Behzet Cengiz and Helmut Herwartz

    Article first published online : 2 MAR 2010, DOI: 10.1002/asmb.826

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

    Article first published online : 15 SEP 2009, DOI: 10.1002/asmb.803