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There are 19932 results for: content related to: Analysis of the multiple roots of the Lundberg fundamental equation in the PH ( n ) risk model

  1. 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

  2. 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

  3. 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

  4. 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

  5. Analyzing the redeployment problem of mobile wireless sensor networks via geographic models

    Wireless Communications and Mobile Computing

    Volume 13, Issue 2, 10 February 2013, Pages: 111–129, Ren-Song Ko

    Article first published online : 8 FEB 2011, DOI: 10.1002/wcm.1099

  6. 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

  7. Fault tolerant control using virtual actuators and set-separation detection principles

    International Journal of Robust and Nonlinear Control

    Volume 22, Issue 7, 10 May 2012, Pages: 709–742, María M. Seron, José A. De Doná and Jan Richter

    Article first published online : 3 APR 2011, DOI: 10.1002/rnc.1719

  8. 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

  9. 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

  10. On fair rate adaption in interference-limited systems

    European Transactions on Telecommunications

    Volume 22, Issue 5, August 2011, Pages: 200–210, Anke Schmeink

    Article first published online : 11 APR 2011, DOI: 10.1002/ett.1469

  11. 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

  12. 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

  13. Optimal portfolio choice and stochastic volatility

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 1, January/February 2012, Pages: 1–15, Anne Gron, Bjørn N. Jørgensen and Nicholas G. Polson

    Article first published online : 19 MAY 2011, DOI: 10.1002/asmb.898

  14. The augmented semi-Markov system and its asymptotic behaviour

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 519–530, V. A. Dimitriou and N. Tsantas

    Article first published online : 4 NOV 2010, DOI: 10.1002/asmb.860

  15. Lower convex order bound approximations for sums of log-skew normal random variables

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 5, September/October 2011, Pages: 487–502, Oriol Roch and Emiliano A. Valdez

    Article first published online : 27 AUG 2010, DOI: 10.1002/asmb.853

  16. Energy equilibrium based on corona structure for wireless sensor networks

    Wireless Communications and Mobile Computing

    Volume 12, Issue 13, September 2012, Pages: 1203–1214, Kai Lin and Min Chen

    Article first published online : 17 NOV 2010, DOI: 10.1002/wcm.1049

  17. 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

  18. Parameter estimation for the drift of a time inhomogeneous jump diffusion process

    Statistica Neerlandica

    Volume 67, Issue 2, May 2013, Pages: 145–168, Brice Franke and Thomas Kott

    Article first published online : 27 NOV 2012, DOI: 10.1111/j.1467-9574.2012.00537.x

  19. 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

  20. 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