Applied Stochastic Models in Business and Industry

Cover image for Vol. 33 Issue 3

Early View (Online Version of Record published before inclusion in an issue)

Editor-in-Chief: Fabrizio Ruggeri, CNR-IMATI, Milan, Italy; Editor: Emmanuel Yashchin, IBM, USA and Katherine Bennett Ensor, Rice University, USA

Impact Factor: 1.095

ISI Journal Citation Reports © Ranking: 2016: 50/124 (Statistics & Probability); 53/83 (Operations Research & Management Science); 55/100 (Mathematics Interdisciplinary Applications)

Online ISSN: 1526-4025


  1. 1 - 19

    1. Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns

      Samir P. Warty, Hedibert F. Lopes and Nicholas G. Polson

      Version of Record online: 21 JUN 2017 | DOI: 10.1002/asmb.2258


    1. Two stochastic dominance criteria based on tail comparisons

      Julio Mulero, Miguel A. Sordo, Marilia C. de Souza and Alfonso Suárez-LLorens

      Version of Record online: 19 JUN 2017 | DOI: 10.1002/asmb.2260

  3. Special Issue Papers

    1. Combining binomial test data via two-stage solutions

      Janet Myhre, Daniel R. Jeske, Jun Li and Anne M. Hansen

      Version of Record online: 12 MAY 2017 | DOI: 10.1002/asmb.2255

  4. Research Articles

    1. Variance swaps under the threshold Ornstein–Uhlenbeck model

      Fangyuan Dong and Hoi Ying Wong

      Version of Record online: 5 MAY 2017 | DOI: 10.1002/asmb.2252

    2. Optimization model to start harvesting in stochastic aquaculture system

      Hidekazu Yoshioka and Yuta Yaegashi

      Version of Record online: 7 APR 2017 | DOI: 10.1002/asmb.2250

    3. Unifying pricing formula for several stochastic volatility models with jumps

      Falko Baustian, Milan Mrázek, Jan Pospíšil and Tomáš Sobotka

      Version of Record online: 4 APR 2017 | DOI: 10.1002/asmb.2248

    4. Component and system active redundancies for coherent systems with dependent components

      Yiying Zhang, Ebrahim Amini-Seresht and Weiyong Ding

      Version of Record online: 17 MAR 2017 | DOI: 10.1002/asmb.2247

    5. You have full text access to this OnlineOpen article
      Heterogeneity versus duration dependence with competing risks: an application to the labor market

      Richard Robb, Halina Frydman and Andrew Robertson

      Version of Record online: 15 MAR 2017 | DOI: 10.1002/asmb.2242

    6. Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions

      Carlos A. Abanto-Valle, Roland Langrock, Ming-Hui Chen and Michel V. Cardoso

      Version of Record online: 13 MAR 2017 | DOI: 10.1002/asmb.2246

    7. Mixture representation for the residual lifetime of a repairable system

      M. Chahkandi, Jafar Ahmadi and N. Balakrishnan

      Version of Record online: 22 FEB 2017 | DOI: 10.1002/asmb.2244

    8. Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction

      Alessandra Amendola, Francesco Giordano, Maria Lucia Parrella and Marialuisa Restaino

      Version of Record online: 17 FEB 2017 | DOI: 10.1002/asmb.2240

  5. Discussion Papers

    1. Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category

      Volodymyr Serhiyenko, Nalini Ravishanker and Rajkumar Venkatesan

      Version of Record online: 17 FEB 2017 | DOI: 10.1002/asmb.2232

    2. Environmental decision-making using Bayesian networks: creating an environmental report card

      Sandra Johnson, Murray Logan, David Fox, John Kirkwood, Uthpala Pinto and Kerrie Mengersen

      Version of Record online: 23 SEP 2016 | DOI: 10.1002/asmb.2190


  1. 1 - 19