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There are 670 results for: content related to: Restricted Kalman filter applied to dynamic style analysis of actuarial funds

  1. Modeling credit portfolio derivatives, including both a default and a prepayment feature

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 479–495, Peter Hieber and Matthias Scherer

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  2. Parameter estimation for partially observable systems subject to random failure

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 279–294, Michael Jong Kim, Viliam Makis and Rui Jiang

    Article first published online : 24 APR 2012, DOI: 10.1002/asmb.1920

  3. Robust pair-copula based forecasts of realized volatility

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 183–199, Beatriz Vaz de Melo Mendes and Victor Bello Accioly

    Article first published online : 7 JAN 2013, DOI: 10.1002/asmb.1960

  4. Estimating structural credit risk models when market prices are contaminated with noise

    Applied Stochastic Models in Business and Industry

    Tae Yeon Kwon*†‡ and Yoonjung Lee

    Article first published online : 5 MAY 2015, DOI: 10.1002/asmb.2120

  5. Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 157–171, Long Yang and Chuanjiang He

    Article first published online : 6 DEC 2012, DOI: 10.1002/asmb.1953

  6. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Article first published online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  7. Stochastic ordering properties for systems with dependent identically distributed components

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 264–278, Jorge Navarro, Yolanda del Águila, Miguel A. Sordo and Alfonso Suárez-Llorens

    Article first published online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  8. Optimal bi-level Stackelberg strategies for supply chain financing with both capital-constrained buyers and sellers

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 6, November/December 2014, Pages: 783–796, Nina Yan, Hongyan Dai and Baowen Sun

    Article first published online : 4 FEB 2014, DOI: 10.1002/asmb.2021

  9. On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 82–98, Hélène Cossette, Etienne Marceau and Fouad Marri

    Article first published online : 14 SEP 2012, DOI: 10.1002/asmb.1928

  10. On allocating redundancies to k-out-of- n reliability systems

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 361–371, Yinping You and Xiaohu Li

    Article first published online : 10 APR 2014, DOI: 10.1002/asmb.2032

  11. Construction of efficient experimental designs under multiple resource constraints

    Applied Stochastic Models in Business and Industry

    Radoslav Harman, Alena Bachratá and Lenka Filová

    Article first published online : 26 MAR 2015, DOI: 10.1002/asmb.2117

  12. COPAR—multivariate time series modeling using the copula autoregressive model

    Applied Stochastic Models in Business and Industry

    Eike Christian Brechmann and Claudia Czado

    Article first published online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  13. Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 204–230, A.D. Banik

    Article first published online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  14. An improved two-stage variance balance approach for constructing partial profile designs for discrete choice experiments

    Applied Stochastic Models in Business and Industry

    Roselinde Kessels, Bradley Jones and Peter Goos

    Article first published online : 27 OCT 2014, DOI: 10.1002/asmb.2065

  15. Bayesian estimation of nonlinear equilibrium models with random coefficients

    Applied Stochastic Models in Business and Industry

    V. Brian Viard, Anne Gron and Nicholas G. Polson

    Article first published online : 4 MAY 2014, DOI: 10.1002/asmb.2036

  16. The impact of price skimming on supply and exit decisions

    Applied Stochastic Models in Business and Industry

    Ayşegül Toptal and Sıla Çetinkaya

    Article first published online : 12 AUG 2014, DOI: 10.1002/asmb.2058

  17. A Bayesian approach to vectorization of object boundaries from digital images and to geometrical uncertainty assessment

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 448–466, Francesco Finazzi

    Article first published online : 8 SEP 2011, DOI: 10.1002/asmb.922

  18. Full and 1-year runoff risk in the credibility-based additive loss reserving method

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 4, July/August 2012, Pages: 362–380, Michael Merz and Mario V. Wüthrich

    Article first published online : 8 SEP 2011, DOI: 10.1002/asmb.915

  19. Constructions and applications of lifetime distributions

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 2, March/April 2013, Pages: 127–140, C.D. Lai

    Article first published online : 28 NOV 2012, DOI: 10.1002/asmb.948

  20. Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 240–257, Zhiping Chen and Daobao Xu

    Article first published online : 2 APR 2013, DOI: 10.1002/asmb.1970