Applied Stochastic Models in Business and Industry

Cover image for Vol. 30 Issue 3

Editor-in-Chief: Fabrizio Ruggeri, CNR-IMATI, Milan, Italy; Editors: Nalini Ravishanker, University of Connecticut, USA and Emmanuel Yashchin, IBM, USA

Impact Factor: 0.544

ISI Journal Citation Reports © Ranking: 2012: 66/79 (Operations Research & Management Science); 75/93 (Mathematics Interdisciplinary Applications); 87/117 (Statistics & Probability)

Online ISSN: 1526-4025

Most Cited

Applied Stochastic Models in Business and Industry Most Cited Papers Published in 2012 & 2013

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance
Paula, Gilberto A.; Leiva, Victor; Barros, Michelli; et al.
Volume: 28 Issue: 1

The COM-Poisson model for count data: a survey of methods and applications
Sellers, Kimberly F.; Borle, Sharad; Shmueli, Galit
Volume: 28 Issue: 2

A case study to demonstrate a Pareto Frontier for selecting a best response surface design while simultaneously optimizing multiple criteria
Lu, Lu; Anderson-Cook, Christine M.; Robinson, Timothy J.
Volume: 28 Issue: 3

Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
Volume: 28 Issue: 6

Real-time road traffic forecasting using regime-switching space-time models and adaptive LASSO
Kamarianakis, Yiannis; Shen, Wei; Wynter, Laura
Volume: 28 Issue: 4

Prognostic models based on statistical flowgraphs
Collins, David H.; Huzurbazar, Aparna V.
Volume: 28 Issue: 2

Optimal portfolio choice and stochastic volatility
Gron, Anne; Jorgensen, Bjorn N.; Polson, Nicholas G.
Volume: 28 Issue: 1

Short-term forecasting of the daily load curve for residential electricity usage in the Smart Grid
Hosking, J. R. M.; Natarajan, R.; Ghosh, S.; et al.
Volume: 29 Issue: 6

Multivariate option pricing using copulae
Bernard, Carole; Czado, Claudia
Volume: 29 Issue: 5

Stochastic ordering properties for systems with dependent identically distributed components
Navarro, Jorge; del Aguila, Yolanda; Sordo, Miguel A.; et al.
Volume: 29 Issue: 3