Applied Stochastic Models in Business and Industry

Cover image for Applied Stochastic Models in Business and Industry

Special Issue: Special issue on ISBIS 2008

May/June 2010

Volume 26, Issue 3

Pages 205–330

  1. Special Issue Papers

    1. Top of page
    2. Special Issue Papers
    1. Trend estimation of financial time series (pages 205–223)

      Víctor M. Guerrero and Adriana Galicia-Vázquez

      Article first published online: 13 FEB 2009 | DOI: 10.1002/asmb.763

    2. On the estimation of the heavy-tail exponent in time series using the max-spectrum (pages 224–253)

      Stilian A. Stoev and George Michailidis

      Article first published online: 31 MAR 2009 | DOI: 10.1002/asmb.764

    3. Pricing credit derivatives under stochastic recovery in a hybrid model (pages 254–276)

      Stephan Höcht and Rudi Zagst

      Article first published online: 6 JUL 2009 | DOI: 10.1002/asmb.792

    4. Implementing loss distribution approach for operational risk (pages 277–307)

      Pavel V. Shevchenko

      Article first published online: 21 OCT 2009 | DOI: 10.1002/asmb.812

    5. Assessment of mortgage default risk via Bayesian reliability models (pages 308–330)

      Refik Soyer and Feng Xu

      Article first published online: 11 JUN 2010 | DOI: 10.1002/asmb.849