You have free access to this content

Applied Stochastic Models in Business and Industry

© John Wiley & Sons, Ltd.

Cover image for Vol. 28 Issue 1

January/February 2012

Volume 28, Issue 1

Pages 1–102

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. You have free access to this content
      Optimal portfolio choice and stochastic volatility (pages 1–15)

      Anne Gron, Bjørn N. Jørgensen and Nicholas G. Polson

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

    2. You have free access to this content
      Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance (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

    3. You have free access to this content
      American option prices in a Markov chain market model (pages 35–59)

      John van der Hoek and Robert J. Elliott

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

    4. You have free access to this content
      Asset allocation under threshold autoregressive models (pages 60–72)

      Na Song, Tak Kuen Siu, Wa-Ki Ching, Howell Tong and Hailiang Yang

      Article first published online: 29 APR 2011 | DOI: 10.1002/asmb.897

    5. You have free access to this content
      Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model (pages 73–90)

      Lanpeng Ji and Chunsheng Zhang

      Article first published online: 19 APR 2011 | DOI: 10.1002/asmb.899

    6. You have free access to this content
      On generating multivariate Poisson data in management science applications (pages 91–102)

      Inbal Yahav and Galit Shmueli

      Article first published online: 3 MAY 2011 | DOI: 10.1002/asmb.901

SEARCH

SEARCH BY CITATION