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There are 8913 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

    Version of Record online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  2. Monogenic pseudo-complex power functions and their applications

    Mathematical Methods in the Applied Sciences

    Volume 37, Issue 12, August 2014, Pages: 1723–1735, Carla Cruz, Maria Irene Falcão and Helmuth R. Malonek

    Version of Record online : 23 AUG 2013, DOI: 10.1002/mma.2931

  3. Goal achieving probabilities of cone-constrained mean-variance portfolios

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 544–572, Chantal Labbé and François Watier

    Version of Record online : 9 DEC 2013, DOI: 10.1002/asmb.2002

  4. Spatial periodic adaptive control approach for rotary systems in sampled time

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 7, 10 May 2014, Pages: 1177–1188, Khalid Abidi

    Version of Record online : 29 NOV 2012, DOI: 10.1002/rnc.2931

  5. 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

    Version of Record online : 24 APR 2012, DOI: 10.1002/asmb.1920

  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

    Version of Record online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  7. Statistical properties of the state obtained by solving a nonlinear multivariate inverse problem

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 424–438, Noel Cressie and Rui Wang

    Version of Record online : 18 OCT 2012, DOI: 10.1002/asmb.1946

  8. 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

    Version of Record online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  9. 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

    Version of Record online : 4 FEB 2014, DOI: 10.1002/asmb.2021

  10. 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

    Version of Record online : 14 SEP 2012, DOI: 10.1002/asmb.1928

  11. 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

    Version of Record online : 10 APR 2014, DOI: 10.1002/asmb.2032

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

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 495–514, Eike Christian Brechmann and Claudia Czado

    Version of Record 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

    Version of Record online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  14. Bayesian estimation of nonlinear equilibrium models with random coefficients

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 435–456, V. Brian Viard, Anne Gron and Nicholas G. Polson

    Version of Record online : 4 MAY 2014, DOI: 10.1002/asmb.2036

  15. 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

    Version of Record online : 8 SEP 2011, DOI: 10.1002/asmb.922

  16. L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 3, May/June 2012, Pages: 236–250, Saber Fallahpour, S. Ejaz Ahmed and Kjell A. Doksum

    Version of Record online : 15 NOV 2011, DOI: 10.1002/asmb.933

  17. 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

    Version of Record online : 8 SEP 2011, DOI: 10.1002/asmb.915

  18. An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 468–478, A. Hernández, M. Pilar Fernández, M. Martel and F.J. Vázquez-Polo

    Version of Record online : 5 JUL 2012, DOI: 10.1002/asmb.1930

  19. 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

    Version of Record online : 2 APR 2013, DOI: 10.1002/asmb.1970

  20. Multivariate risk models under heavy-tailed risks

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 341–360, Wei Huang, Chengguo Weng and Yi Zhang

    Version of Record online : 2 MAY 2013, DOI: 10.1002/asmb.1981