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There are 28585 results for: content related to: A modern Bayesian look at the multi-armed bandit

  1. 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

    Article first published online : 17 DEC 2009, DOI: 10.1002/asmb.823

  2. 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

  3. Inducing normality from non-Gaussian long memory time series and its application to stock return data

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 4, July/August 2010, Pages: 374–388, Kyungduk Ko

    Article first published online : 21 MAY 2009, DOI: 10.1002/asmb.784

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. American option prices in a Markov chain market model

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 35–59, John van der Hoek and Robert J. Elliott

    Article first published online : 6 APR 2011, DOI: 10.1002/asmb.893

  13. Ruin problems under IBNR dynamics

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 6, November/December 2011, Pages: 619–632, Julien Trufin, Hansjörg Albrecher and Michel Denuit

    Article first published online : 12 JAN 2011, DOI: 10.1002/asmb.875

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

    Article first published online : 26 JUN 2009, DOI: 10.1002/asmb.796

  20. 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