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Applied Stochastic Models in Business and Industry

Short Title: Appl. Stoch. Models Bus. Ind.
Publisher: Wiley (Wiley-Blackwell), Chichester
ISSN: 1524-1904; 1526-4025/e
Online: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1526-4025/issues
Predecessor: Applied Stochastic Models and Data Analysis
Documents Indexed: 683 Publications (since 1999)
References Indexed: 456 Publications with 10,940 References.
all top 5

Latest Issues

35, No. 2 (2019)
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Authors

8 Polson, Nicholas G.
7 Balakrishnan, Narayanaswamy
7 Ravishanker, Nalini
6 Ahmed, Syed Ejaz
6 Cha, Ji Hwan
6 Leiva, Víctor
5 Gil-Alana, Luis Alberiko
5 Jeske, Daniel R.
5 Li, Xiaohu
5 Lipovetsky, Stan
5 Soyer, Refik
5 Suarez-Llorens, Alfonso
4 Badía, Francisco German
4 Bloch-Mercier, Sophie
4 Chen, Cathy W. S.
4 Chukova, Stefanka St.
4 Czado, Claudia
4 Di Crescenzo, Antonio
4 Guo, Junyi
4 Lin, Dennis Kon Jin
4 Lopes, Hedibert Freitas
4 Mi, Jie
4 Ruggeri, Fabrizio
4 Wu, Rong
3 Abanto-Valle, Carlos Antonio
3 Barros, Michelli
3 Belzunce, Félix
3 Conklin, Michael W.
3 Denuit, Michel M.
3 Elliott, Robert James
3 Escobar, Marcos
3 Feng, Yang
3 Finkelstein, Max S.
3 Finkelstein, Maxim
3 Frydman, Halina
3 Gargallo, Pilar
3 Gerlach, Richard H.
3 Heaton, James B.
3 Herwartz, Helmut
3 Lillo, Rosa Elvira
3 Mulero, Julio
3 Navarro, Jorge
3 Porzio, Giovanni C.
3 Salvador, Manuel
3 Singpurwalla, Nozer D.
3 So, Mike K. P.
3 Spizzichino, Fabio L.
3 Wang, Xikui
3 Witte, Jan Hendrik
3 Yashchin, Emmanuel
3 Yuen, Kam Chuen
3 Zagst, Rudi
2 Alshamary, Bader
2 Aluja-Banet, Tomàs
2 Alvarez, María Jesus
2 Anderson-Cook, Christine Michaela
2 Banks, David L.
2 Bar-Lev, Shaul K.
2 Bar, Haim Y.
2 Berrade, M. D.
2 Çağlar, Mine
2 Calin, Ovidiu L.
2 Campos, Clemente A.
2 Carraro, Laurent
2 Chen, Ping
2 Chen, Zhiping
2 Chiu, Singa Wang
2 De Soete, Geert
2 Dette, Holger
2 Dewan, Isha
2 Di Lorenzo, Emilia
2 Dohi, Tadashi
2 Doostparast, Mahdi
2 Dupuy, Delphine
2 Esaulova, Veronica
2 Fahrmeir, Ludwig
2 Fang, Longxiang
2 Fang, Rui
2 Fisher, Nicholas I.
2 Fosdick, Bailey K.
2 Frangos, Nikos E.
2 Frostig, Esther
2 Gao, Xiaoli
2 Geelhoed, Bastiaan
2 Gertsbakh, Ilya B.
2 Leal de Carvalho Gomes, Maria Ivette
2 Gürler, Ülkü
2 Gzyl, Henryk
2 Hanssens, Dominique M.
2 Hayakawa, Yu
2 Hong, Hyokyoung Grace
2 Ilzarbe, Laura
2 Jongbloed, Geurt
2 Ko, Kyungduk
2 Kundu, Debasis
2 Ledolter, Johannes
2 Lee Ho, Linda
2 Lee, Sangyeol
2 Lee, Wesley
2 Li, Jun
...and 1,172 more Authors

Publications by Year

Citations contained in zbMATH Open

349 Publications have been cited 1,757 times in 1,600 Documents Cited by Year
Fitting combinations of exponentials to probability distributions. Zbl 1142.60321
Dufresne, Daniel
45
2007
Comparisons of series and parallel systems with components sharing the same copula. Zbl 1226.90031
Navarro, Jorge; Spizzichino, Fabio
43
2010
Stochastic ordering properties for systems with dependent identically distributed components. Zbl 1291.60042
Navarro, Jorge; del Águila, Yolanda; Sordo, Miguel A.; Suárez-Llorens, Alfonso
42
2013
Robust statistical modeling using the Birnbaum-Saunders-\(t\) distribution applied to insurance. Zbl 06292429
Paula, Gilberto A.; Leiva, Víctor; Barros, Michelli; Liu, Shuangzhe
40
2012
Some stochastic comparisons of the conditional coherent systems. Zbl 1198.62147
Li, Xiaohu; Zhang, Zhengcheng
37
2008
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
29
2012
Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039
Zhang, Xin; Zhou, Ming; Guo, Junyi
27
2007
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
25
2011
The COM-Poisson model for count data: a survey of methods and applications. Zbl 06292434
Sellers, Kimberly F.; Borle, Sharad; Shmueli, Galit
24
2012
On prices’ evolutions based on geometric telegrapher’s process. Zbl 1011.91041
Di Crescenzo, Antonio; Pellerey, Franco
23
2002
Managing uncertainty in call centers using Poisson mixtures. Zbl 1071.90012
Jongbloed, Geurt; Koole, Ger
22
2001
Estimation in integer-valued moving average models. Zbl 0979.62066
Brännäs, Kurt; Hall, Andreia
22
2001
Generalized mixtures in reliability modelling: applications to the construction of bathtub shaped hazard models and the study of systems. Zbl 1224.90060
Navarro, Jorge; Guillamón, Antonio; Ruiz, María del Carmen
22
2009
Modelling heterogeneity in a manpower system: a review. Zbl 0976.62113
Ugwuowo, F. I.; McClean, S. I.
21
2000
Spatial contagion between financial markets: a copula-based approach. Zbl 1226.91085
Durante, Fabrizio; Jaworski, Piotr
20
2010
Modelling heterogeneity in manpower planning: dividing the personnel system into more homogeneous subgroups. Zbl 1126.90035
De Feyter, Tim
19
2006
Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088
Liang, Zhibin; Guo, Junyi
19
2008
Aging properties of the residual life length of \(k\)-out-of-\(n\) systems with independent but non-identical components. Zbl 1060.62115
Li, Xiaohu; Chen, Jing
18
2004
A risk model driven by Lévy processes. Zbl 1051.60051
Morales, Manuel; Schoutens, Wim
17
2003
On generating multivariate Poisson data in management science applications. Zbl 06292433
Yahav, Inbal; Shmueli, Galit
17
2012
Modelling a general standby system and evaluation of its performance. Zbl 1199.90009
Cha, Ji Hwan; Yun, Won Young
17
2008
A modified vacation model M\(^{[x]}\)/G/1 system. Zbl 1116.60053
Ke, Jan-Chuan; Chu, Yunn-Kuang
16
2006
Bayesian inference for Rayleigh distribution under progressive censored sample. Zbl 1114.62028
Wu, Shuo-Jye; Chen, Dar-Hsin; Chen, Shyi-Tien
16
2006
Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics. Zbl 0968.60067
Gutiérrez, R.; Román, P.; Torres, F.
16
1999
Understanding the shape of the mixture failure rate (with engineering and demographic applications). Zbl 1224.62111
Finkelstein, Maxim
16
2009
Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426
Delwarde, Antoine; Denuit, Michel; Partrat, Christian
16
2007
The \(N\)-limit of spectral gap of a class of birth-death Markov chains. Zbl 0972.60033
Granovsky, Boris L.; Zeifman, A. I.
15
2000
Estimation of integrated volatility in stochastic volatility models. Zbl 1092.91034
Woerner, Jeannette H. C.
15
2005
On-line learning for very large data sets. Zbl 1091.68063
Bottou, Léon; Le Cun, Yann
15
2005
Falling and explosive, dormant, and rising markets via multi-regime financial time series models. Zbl 1224.91185
Chen, Cathy W. S.; Gerlach, Richard H.; Lin, Ann M. H.
15
2010
Combinatorial approach to Monte Carlo estimation of network lifetime distribution. Zbl 1051.60089
Gertsbakh, I.; Shpungin, Y.
13
2004
American option prices in a Markov chain market model. Zbl 1286.91143
van der Hoek, John; Elliott, Robert J.
13
2012
A multivariate time series approach to projected life tables. Zbl 1224.91069
Lazar, Dorina; Denuit, Michel M.
13
2009
Optimal investment and reinsurance policies in insurance markets under the effect of inside information. Zbl 1286.91064
Baltas, I. D.; Frangos, N. E.; Yannacopoulos, A. N.
12
2012
Analysing data on lengths of stay of hospital patients using phase-type distributions. Zbl 0966.60072
Faddy, M. J.; McClean, S. I.
12
1999
Applications of Hilbert-Huang transform to non-stationary financial time series analysis. Zbl 1063.62144
Huang, Norden E.; Wu, Man-Li; Qu, Wendong; Long, Steven R.; Shen, Samuel S. P.
12
2003
Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Zbl 1224.91070
Leipus, Remigijus; Šiaulys, Jonas
12
2009
A reliability semi-Markov model involving geometric processes. Zbl 1008.60095
Pérez-Ocón, Rafael; Torres-Castro, Inmaculada
12
2002
Copulæ: some mathematical aspects. Zbl 1275.91151
Sempi, Carlo
12
2011
Modelling recruitment training in mathematical human resource planning. Zbl 1007.91033
Georgiou, A. C.; Tsantas, N.
11
2002
Analysis of regression in game theory approach. Zbl 1008.62041
Lipovetsky, Stan; Conklin, Michael
11
2001
Comparisons in the mean residual life order of coherent systems with identically distributed components. Zbl 1411.90127
Navarro, Jorge; Gomis, M. Carmen
11
2016
A tutorial on \(\nu\)-support vector machines. Zbl 1097.93040
Chen, Pai-Hsuen; Lin, Chih-Jen; Schölkopf, Bernhard
11
2005
Controlling jumps in correlated processes of Poisson counts. Zbl 1224.62156
Weiß, Christian H.
11
2009
Optimal replenishment policy for imperfect quality EMQ model with rework and backlogging. Zbl 1164.90010
Chiu, Singa Wang
11
2007
On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. Zbl 1199.91084
Ladriault, David
10
2008
Analysis of call centre arrival data using singular value decomposition. Zbl 1089.62155
Shen, Haipeng; Huang, Jianhua Z.
10
2005
On a class of renewal risk model with random income. Zbl 1224.91097
Yang, Hu; Zhang, Zhimin
10
2009
Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes. Zbl 1224.91173
Nkurunziza, Sévérien; Ahmed, S. Ejaz
10
2010
Reduction in mean residual life in the presence of a constant competing risk. Zbl 1164.90007
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
10
2008
Design of experiments with unknown parameters in variance. Zbl 1010.62069
Fedorov, Valerii V.; Gagnon, Robert C.; Leonov, Sergei L.
10
2002
Deep learning for finance: deep portfolios. Zbl 1420.91415
Heaton, J. B.; Polson, N. G.; Witte, J. H.
10
2017
Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae. Zbl 1408.93152
Yoshioka, Hidekazu; Yaegashi, Yuta
9
2018
Pricing of mountain range derivatives under a principal component stochastic volatility model. Zbl 1286.91134
Escobar, Marcos; Olivares, Pablo
9
2013
Consistency of kernel-based quantile regression. Zbl 1197.62034
Christmann, Andreas; Steinwart, Ingo
9
2008
Some new results involving general standby systems. Zbl 1224.90056
Li, Xiaohu; Zhang, Zhengcheng; Wu, Yudan
9
2009
Ridge regression in two-parameter solution. Zbl 1125.62072
Lipovetsky, Stan; Conklin, Michael W.
9
2005
Some properties and applications of cumulative Kullback-Leibler information. Zbl 1408.94906
Di Crescenzo, Antonio; Longobardi, Maria
9
2015
Continuous-time stochastic modelling of capital adequacy ratios for banks. Zbl 1126.60053
Fouche, Casper H.; Mukuddem-Petersen, J.; Petersen, M. A.
8
2006
Structured additive regression for overdispersed and zero-inflated count data. Zbl 1114.62023
Fahrmeir, Ludwig; Osuna Echavarría, Leyre
8
2006
A sequential condition-based repair/replacement policy with non-periodic inspections for a system subject to continuous wear. Zbl 1076.90018
Castanier, B.; Bérenguer, C.; Grall, A.
8
2003
Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067
Ji, Lanpeng; Zhang, Chunsheng
8
2012
A unified approach for reliability and performability evaluation of semi-Markov systems. Zbl 0966.60084
Limnios, Nikolaos; Oprişan, Gheorghe
8
1999
An analysis of Taguchi’s on-line quality monitoring procedure for attributes with diagnosis error. Zbl 0999.90014
Borges, Wagner; Ho, Linda Lee; Turnes, Osiris
8
2001
Mean-variance efficiency with extended CIR interest rates. Zbl 1224.91136
Ferland, René; Watier, François
8
2010
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
8
2009
An examination of HMM-based investment strategies for asset allocation. Zbl 1275.91121
Erlwein, Christina; Mamon, Rogemar; Davison, Matt
8
2011
Group testing procedures with incomplete identification and unreliable testing results. Zbl 1113.62145
Bar-Lev, Shaul K.; Stadje, Wolfgang; Van der Duyn Schouten, Franc A.
7
2006
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims. Zbl 1288.91119
Guo, Fenglong; Wang, Dingcheng
7
2013
Convex upper and lower bounds for present value functions. Zbl 0971.91030
Vyncke, D.; Goovaerts, M.; Dhaene, J.
7
2001
Optimal harvesting policies for a generalized Gordon-Schaefer model in randomly varying environment. Zbl 1035.60064
Shah, M. A.; Sharma, Usha
7
2003
On the use of archetypes as benchmarks. Zbl 1199.90016
Porzio, Giovanni C.; Ragozini, Giancarlo; Vistocco, Domenico
7
2008
REBUS-PLS: A response-based procedure for detecting unit segments in PLS path modelling. Zbl 1199.90018
Vinzi, V. Esposito; Trinchera, L.; Squillacciotti, S.; Tenenhaus, M.
7
2008
Bayesian reliability analysis of complex repairable systems. Zbl 1097.90023
Pievatolo, Antonio; Ruggeri, Fabrizio
7
2004
Asymmetric response and interaction of U. S. and local news in financial markets. Zbl 1087.62114
Chen, Cathy W. S.; So, Mike K. P.; Gerlaoh, Richard H.
7
2005
Optimal design for parameter estimation of the Ornstein-Uhlenbeck process. Zbl 1224.62036
Zagoraiou, Maroussa; Baldi Antognini, Alessandro
7
2009
Percentile residual life orders. Zbl 1286.60017
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan; Shaked, Moshe
7
2011
\(L_{1}\) penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors. Zbl 06292438
Fallahpour, Saber; Ahmed, S. Ejaz; Doksum, Kjell A.
6
2012
Constructions and applications of lifetime distributions. Zbl 1285.62118
Lai, C. D.
6
2013
Stochastic modelling for evolution of stock prices by means of functional principal component analysis. Zbl 0961.91009
Aguilera, Ana M.; Ocaña, Francisco A.; Valderrama, Mariano J.
6
1999
On an inverse problem in mixture failure rates modelling. Zbl 0973.62090
Finkelstein, Max S.; Esaulova, Veronica
6
2001
Accurate closed-form approximation for pricing Asian and basket options. Zbl 1199.91240
Zhou, Jinke; Wang, Xiaolu
6
2008
On estimating the conditional expected shortfall. Zbl 1199.62051
Peracchi, Franco; Tanase, Andrei V.
6
2008
Total duration of negative surplus for the dual model. Zbl 1199.91099
Song, Min; Wu, Rong; Zhang, Xin
6
2008
On the weak IFR ageing of bivariate lifetime distributions. Zbl 1098.62129
Finkelstein, Maxim; Esaulova, Veronica
6
2005
A multivariate IFR notion based on the multivariate dispersive ordering. Zbl 1224.90048
Arias-Nicolás, José Pablo; Belzunce, Félix; Núñcez-Barrera, Olga; Suárez-Llorens, Alfonso
6
2009
First passage time for multivariate jump-diffusion processes in finance and other areas of applications. Zbl 1224.91176
Zhang, Di; Melnik, Roderick V. N.
6
2009
Asymmetric extreme interdependence in emerging equity markets. Zbl 1101.91330
Mendes, Beatriz Vaz de Melo
6
2005
Slope rotatability over all directions with correlated errors. Zbl 1164.62368
Das, Rabindra Nath; Park, Sung H.
6
2006
Bankruptcy prediction by generalized additive models. Zbl 1164.62078
Berg, Daniel
6
2007
Monitoring process for attributes with quality deterioration and diagnosis errors. Zbl 1150.62469
Trindade, Anderson Laécio Galindo; Ho, Linda Lee; da Costa Quinino, Roberto
6
2007
Conditionally heteroscedastic factorial HMMs for time series in finance. Zbl 1164.62054
Saidane, Mohamed; Lavergne, Christian
6
2007
Portfolio selection with imperfect information: a hidden Markov model. Zbl 1276.91091
Çanakoğlu, Ethem; Özekici, Süleyman
6
2011
Wilcoxon-type rank-sum precedence tests: large-sample approximation and evaluation. Zbl 1012.62049
Ng, H. K. T.; Balakrishnan, N.
6
2002
Dynamic dependence networks: financial time series forecasting and portfolio decisions. Zbl 1411.62311
Zhao, Zoey Yi; Xie, Meng; West, Mike
5
2016
A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution. Zbl 1411.90028
Leiva, Víctor; Santos-Neto, Manoel; Cysneiros, Francisco José A.; Barros, Michelli
5
2016
Copula models of joint last survivor analysis. Zbl 1127.62091
Shemyakin, Arkady E.; Youn, Heekyung
5
2006
Non-parametric modelling of time-varying customer service times at a bank call centre. Zbl 1114.62055
Shen, Haipeng; Brown, Lawrence D.
5
2006
Extremes of deterministic sub-sampled moving averages with heavy-tailed innovations. Zbl 1051.60027
Scotto, M.; Ferreira, H.
5
2003
Warranty cost analysis: non-renewing warranty with repair time. Zbl 1051.60088
Chukova, Stefanka; Hayakawa, Yu
5
2004
Birnbaum-Saunders distribution: a review of models, analysis, and applications. Zbl 1428.62072
Balakrishnan, N.; Kundu, Debasis
4
2019
Reliability, signature, and relative quality functions of systems under time-homogeneous load-sharing models. Zbl 1431.90055
Spizzichino, Fabio L.
3
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications”. Zbl 1428.62087
Lemonte, Artur J.; Cordeiro, Gauss M.
1
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications”. Zbl 1428.62083
Jamalizadeh, Ahad; Hashemi, Farzane; Naderi, Mehrdad
1
2019
Tests for specific nonparametric relations between two distribution functions with applications. Zbl 1436.62109
Deshpande, J. V.; Dewan, Isha; Lam, K. F.; Naik-Nimbalkar, U. V.
1
2019
Mode hunting through active information. Zbl 1436.62030
Díaz-Pachón, Daniel Andrés; Sáenz, Juan Pablo; Rao, J. Sunil; Dazard, Jean-Eudes
1
2019
Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae. Zbl 1408.93152
Yoshioka, Hidekazu; Yaegashi, Yuta
9
2018
Time series with Birnbaum-Saunders marginal distributions. Zbl 1400.62195
Rahul, T.; Balakrishnan, N.; Balakrishna, N.
4
2018
Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components. Zbl 1414.62154
Balakrishnan, Narayanaswamy; Nanda, Phalguni; Kayal, Suchandan
2
2018
Model-free offline change-point detection in multidimensional time series of arbitrary nature via \(\varepsilon\)-complexity: simulations and applications. Zbl 1428.62389
Darkhovsky, Boris; Piryatinska, Alexandra
2
2018
Bayesian design of experiments for logistic regression to evaluate multiple nuclear forensic algorithms. Zbl 1414.62470
Quinlan, Kevin R.; Anderson-Cook, Christine M.
1
2018
Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data. Zbl 1414.62513
Polunchenko, Aleksey S.; Raghavan, Vasanthan
1
2018
The Hubbert diffusion process: estimation via simulated annealing and variable neighborhood search procedures-application to forecasting peak oil production. Zbl 1419.91545
da Luz Sant’Ana, Istoni; Román-Román, Patricia; Torres-Ruiz, Francisco
1
2018
Coherent system with standby components. Zbl 1410.90065
Eryilmaz, Serkan; Erkan, T. Erman
1
2018
Bounds for the reliability functions of coherent systems with heterogeneous components. Zbl 1410.90071
Miziuła, Patryk; Navarro, Jorge
1
2018
Reliability modelling incorporating load share and frailty. Zbl 1410.90061
Asha, G.; Raja, A. Vincent; Ravishanker, Nalini
1
2018
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
1
2018
Discussion of “Statistical methods for network surveillance”. Zbl 1400.62349
Sengupta, Srijan; Woodall, William H.
1
2018
Availability and maintenance modeling for systems subject to dependent hard and soft failures. Zbl 1401.90066
Qiu, Qingan; Cui, Lirong; Shen, Jingyuan
1
2018
Nonlinearity recovery by standard and aggregative orthogonal series algorithms. Zbl 1406.93124
Śliwiński, Przemysław; Wachel, Paweł; Łagosz, Szymon
1
2018
A new toolkit for robust distributional change detection. Zbl 1411.62060
Kißlinger, Anna-Lena; Stummer, Wolfgang
1
2018
Optimal consumption analysis for a stochastic growth model with technological shocks. Zbl 1420.91311
Yuan, Weipeng; Lai, Shaoyong; Hu, Hanlei
1
2018
Deep learning for finance: deep portfolios. Zbl 1420.91415
Heaton, J. B.; Polson, N. G.; Witte, J. H.
10
2017
Post selection shrinkage estimation for high-dimensional data analysis. Zbl 1411.62200
Gao, Xiaoli; Ahmed, S. E.; Feng, Yang
5
2017
Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed-integer problem. Zbl 1407.90243
Dempe, Stephan; Ivanov, Sergey; Naumov, Andrey
4
2017
Power and reversal power links for binary regressions: an application for motor insurance policyholders. Zbl 1411.62348
Bazán, J. L.; Torres-Avilés, F.; Suzuki, A. K.; Louzada, F.
3
2017
Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee. Zbl 1420.91532
Yan, Nina; Liu, Chongqing; Liu, Ye; Sun, Baowen
3
2017
Optimization model to start harvesting in stochastic aquaculture system. Zbl 1420.91376
Yoshioka, Hidekazu; Yaegashi, Yuta
2
2017
Component and system active redundancies for coherent systems with dependent components. Zbl 1409.90082
Zhang, Yiying; Amini-Seresht, Ebrahim; Ding, Weiyong
2
2017
Forecasting mortality rate by multivariate singular spectrum analysis. Zbl 1411.62325
Mahmoudvand, Rahim; Konstantinides, Dimitrios; Rodrigues, Paulo Canas
2
2017
Variance swaps under the threshold Ornstein-Uhlenbeck model. Zbl 1420.91456
Dong, Fangyuan; Wong, Hoi Ying
1
2017
Objective Bayesian modelling of insurance risks with the skewed Student-\(t\) distribution. Zbl 1420.91137
Leisen, Fabrizio; Marin, J. Miguel; Villa, Cristiano
1
2017
Bayesian tail-risk forecasting using realized GARCH. Zbl 1420.91525
Contino, Christian; Gerlach, Richard H.
1
2017
Bayesian \(D\)-optimal designs for error-in-variables models. Zbl 1411.62233
Konstantinou, Maria; Dette, Holger
1
2017
Combining Bayesian experimental designs and frequentist data analyses: motivations and examples. Zbl 1411.62331
Ventz, Steffen; Parmigiani, Giovanni; Trippa, Lorenzo
1
2017
Unifying pricing formula for several stochastic volatility models with jumps. Zbl 1420.91444
Baustian, Falko; Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš
1
2017
Some closed form robust moment-based estimators for the MEM(1,1). Zbl 1411.62300
Lu, Wanbo; Ke, Rui
1
2017
Control charts for monitoring correlated counts with a finite range. Zbl 1411.62370
Rakitzis, Athanasios C.; Weiß, Christian H.; Castagliola, Philippe
1
2017
Comparisons in the mean residual life order of coherent systems with identically distributed components. Zbl 1411.90127
Navarro, Jorge; Gomis, M. Carmen
11
2016
Dynamic dependence networks: financial time series forecasting and portfolio decisions. Zbl 1411.62311
Zhao, Zoey Yi; Xie, Meng; West, Mike
5
2016
A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution. Zbl 1411.90028
Leiva, Víctor; Santos-Neto, Manoel; Cysneiros, Francisco José A.; Barros, Michelli
5
2016
Allocating active redundancies to \(k\)-out-of-\(n\) reliability systems with permutation monotone component lifetimes. Zbl 1409.90080
You, Yinping; Fang, Rui; Li, Xiaohu
5
2016
Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437
Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu
4
2016
Construction of efficient experimental designs under multiple resource constraints. Zbl 1414.62334
Harman, Radoslav; Bachratá, Alena; Filová, Lenka
2
2016
Optimal replacement and allocation of multi-state elements in \(k\)-within-\(m\)-from-\(r/n\) sliding window systems. Zbl 1409.90079
Xiao, Hui; Peng, Rui; Levitin, Gregory
2
2016
Modeling high-dimensional time-varying dependence using dynamic D-vine models. Zbl 1411.62290
Almeida, Carlos; Czado, Claudia; Manner, Hans
2
2016
Model selection of a switching mechanism for financial time series. Zbl 1411.62309
Truong, Buu-Chau; Chen, Cathy W. S.; So, Mike K. P.
2
2016
On the modeling of CO\(_2\) EUA and CER prices of EU-ETS for the 2008–2012 period. Zbl 1420.91370
Gürler, Ülkü; Yenigün, Deniz; Çağlar, Mine; Berk, Emre
1
2016
Distribution-free precedence control charts with improved runs-rules. Zbl 1411.62365
Malela-Majika, J.-C.; Chakraborti, S.; Graham, M. A.
1
2016
Usual and stochastic tail orders between hitting times for two Markov chains. Zbl 1406.60103
De Santis, Emilio; Spizzichino, Fabio
1
2016
Rejoinder to “Dynamic dependence networks: financial time series forecasting and portfolio decisions”. Zbl 1411.62310
Zhao, Zoey; Xie, Meng; West, Mike
1
2016
A methodology for integrated critical spare parts and insurance management. Zbl 1409.91139
Martínez, Alejandro; Pascual, R.; Maturana, Sergio
1
2016
A novel approach to safety stock management in a coordinated supply chain with controllable lead time using present value. Zbl 1411.90014
Braglia, Marcello; Castellano, Davide; Frosolini, Marco
1
2016
Simple outlier labeling based on quantile regression, with application to the steelmaking process. Zbl 1411.62361
Bellio, Ruggero; Coletto, Mauro
1
2016
Minimization of risks in defined benefit pension plan with time-inconsistent preferences. Zbl 1420.91150
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
1
2016
Pairwise likelihood inference for multivariate ordinal responses with applications to customer satisfaction. Zbl 1411.62351
Kenne Pagui, Euloge Clovis; Canale, Antonio
1
2016
Preventive maintenance of multistate systems subject to shocks. Zbl 1409.90078
Finkelstein, Maxim; Gertsbakh, Ilya
1
2016
The Heston model with stochastic elasticity of variance. Zbl 1420.91454
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
1
2016
Some properties and applications of cumulative Kullback-Leibler information. Zbl 1408.94906
Di Crescenzo, Antonio; Longobardi, Maria
9
2015
Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion. Zbl 1406.90085
Kibzun, Andrey
3
2015
Comparisons of mixed systems with decreasing failure rate component lifetimes using dispersive order. Zbl 1410.90075
Toomaj, Abdolsaeed; Doostparast, Mahdi
1
2015
Stochastic ordering properties for systems with dependent identically distributed components. Zbl 1291.60042
Navarro, Jorge; del Águila, Yolanda; Sordo, Miguel A.; Suárez-Llorens, Alfonso
42
2013
Pricing of mountain range derivatives under a principal component stochastic volatility model. Zbl 1286.91134
Escobar, Marcos; Olivares, Pablo
9
2013
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims. Zbl 1288.91119
Guo, Fenglong; Wang, Dingcheng
7
2013
Constructions and applications of lifetime distributions. Zbl 1285.62118
Lai, C. D.
6
2013
Improvement of expectation-maximization algorithm for phase-type distributions with grouped and truncated data. Zbl 06292461
Okamura, Hiroyuki; Dohi, Tadashi; Trivedi, Kishor S.
3
2013
Parameter estimation for partially observable systems subject to random failure. Zbl 1285.62117
Kim, Michael Jong; Makis, Viliam; Jiang, Rui
3
2013
Second-order performance analysis of discrete-time queues fed by DAR(2) sources with a focus on the marginal effect of the additional traffic parameter. Zbl 1286.90034
Miao, Daniel Wei-Chung; Lee, Hsou-Chun
2
2013
A new control chart in contaminated data of \(t\)-Student distribution for individual observations. Zbl 1285.62142
Alfaro, José Luis; Ortega, Juan Fco.
1
2013
An approach to the study of multistate insurance contracts. Zbl 1286.91066
Dębicka, Joanna
1
2013
Robust statistical modeling using the Birnbaum-Saunders-\(t\) distribution applied to insurance. Zbl 06292429
Paula, Gilberto A.; Leiva, Víctor; Barros, Michelli; Liu, Shuangzhe
40
2012
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
29
2012
The COM-Poisson model for count data: a survey of methods and applications. Zbl 06292434
Sellers, Kimberly F.; Borle, Sharad; Shmueli, Galit
24
2012
On generating multivariate Poisson data in management science applications. Zbl 06292433
Yahav, Inbal; Shmueli, Galit
17
2012
American option prices in a Markov chain market model. Zbl 1286.91143
van der Hoek, John; Elliott, Robert J.
13
2012
Optimal investment and reinsurance policies in insurance markets under the effect of inside information. Zbl 1286.91064
Baltas, I. D.; Frangos, N. E.; Yannacopoulos, A. N.
12
2012
Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067
Ji, Lanpeng; Zhang, Chunsheng
8
2012
\(L_{1}\) penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors. Zbl 06292438
Fallahpour, Saber; Ahmed, S. Ejaz; Doksum, Kjell A.
6
2012
Optimal portfolio choice and stochastic volatility. Zbl 1286.91126
Gron, Anne; Jørgensen, Bjørn N.; Polson, Nicholas G.
3
2012
Test for dispersion constancy in stochastic differential equation models. Zbl 06292441
Lee, Sangyeol; Guo, Meihui
3
2012
Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442
Merz, Michael; Wüthrich, Mario V.
2
2012
An approach for identifying and predicting economic recessions in real-time using time-frequency functional models. Zbl 1286.91106
Holan, Scott H.; Yang, Wen-Hsi; Matteson, David S.; Wikle, Christopher K.
2
2012
Some properties of the bivariate lognormal distribution for reliability applications. Zbl 1291.60028
Gupta, Pushpa L.; Gupta, Ramesh C.
2
2012
Asset allocation under threshold autoregressive models. Zbl 1286.91127
Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang
1
2012
A Bayesian approach to term structure modeling using heavy-tailed distributions. Zbl 1306.62215
Abanto-Valle, Carlos Antonio; Lachos, Victor H.; Ghosh, Pulak
1
2012
Restricted Kalman filter applied to dynamic style analysis of actuarial funds. Zbl 1286.91070
Marques, Reinaldo; Pizzinga, Adrian; Vereda, Luciano
1
2012
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
25
2011
Copulæ: some mathematical aspects. Zbl 1275.91151
Sempi, Carlo
12
2011
An examination of HMM-based investment strategies for asset allocation. Zbl 1275.91121
Erlwein, Christina; Mamon, Rogemar; Davison, Matt
8
2011
Percentile residual life orders. Zbl 1286.60017
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan; Shaked, Moshe
7
2011
Portfolio selection with imperfect information: a hidden Markov model. Zbl 1276.91091
Çanakoğlu, Ethem; Özekici, Süleyman
6
2011
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
5
2011
Ruin problems under IBNR dynamics. Zbl 1275.91079
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
4
2011
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds. Zbl 1274.91376
Chou, Ying-Yin; Han, Nan-Wei; Hung, Mao-Wei
4
2011
Markov chain models for delinquency: transition matrix estimation and forecasting. Zbl 1397.60103
Grimshaw, Scott D.; Alexander, William P.
3
2011
Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476
Wu, Yidong; Guo, Junyi; Tang, Lian
3
2011
Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines. Zbl 1274.65019
Laurini, Márcio Poletti
3
2011
A discrete time model for software reliability with application to a flight control software. Zbl 1276.90021
Dewanji, Anup; Sengupta, Debasis; Chakraborty, Ashis Kumar
3
2011
A simulation-based approach to stochastic dynamic programming. Zbl 1277.90144
Polson, Nicholas G.; Sorensen, Morten
2
2011
Strategic investment decisions under fast mean-reversion stochastic volatility. Zbl 1274.91472
Souza, Max O.; Zubelli, Jorge P.
2
2011
...and 249 more Documents
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Cited by 2,336 Authors

29 Balakrishnan, Narayanaswamy
29 Navarro, Jorge
22 Li, Xiaohu
17 Cheung, Eric C. K.
17 Finkelstein, Maxim
16 Leiva, Víctor
14 Cha, Ji Hwan
14 Chen, Cathy W. S.
14 Liang, Zhibin
13 Di Crescenzo, Antonio
13 Ke, Jauchuan
13 Zeifman, Alexander Izrailevich
12 Fernández-Sánchez, Juan
12 Yuen, Kam Chuen
11 Lipovetsky, Stan
11 Zhang, Zhengcheng
11 Zhao, Hui
10 Asadi, Majid
10 Durante, Fabrizio
10 Escobar, Marcos
10 Gutierrez-Sanchez, Ramon
10 Nafidi, Ahmed
9 Li, Danping
9 Li, Jinzhu
9 Nkurunziza, Sévérien
9 Rong, Ximin
9 Siu, Tak Kuen
9 Weiß, Christian H.
9 Yang, Hailiang
9 Yoshioka, Hidekazu
9 Zhang, Zhimin
8 D’Amico, Guglielmo
8 Elliott, Robert James
8 Gerlach, Richard H.
8 Guerry, Marie-Anne
8 Jaworski, Piotr
8 Jowaheer, Vandna
8 Li, Zhongfei
8 Paula, Gilberto A.
8 Pérez-Ocón, Rafael
8 Ratanov, Nikita
8 Saulo, Helton
8 Sordo, Miguel A.
8 Sunecher, Yuvraj
8 Trutschnig, Wolfgang
8 Zagst, Rudi
7 Ahmed, Syed Ejaz
7 Bar-Lev, Shaul K.
7 Dhaene, Jan
7 Eryılmaz, Serkan N.
7 Guo, Junyi
7 Hazra, Nil Kamal
7 Montoro-Cazorla, Delia
7 Scotto, Manuel González
7 Soyer, Refik
7 Suarez-Llorens, Alfonso
7 Vassiliou, Panagiotis C. G.
7 Vilca, Filidor
7 Zhou, Ming
6 Boxma, Onno Johan
6 Cysneiros, Francisco José A.
6 Denuit, Michel M.
6 Egídio dos Reis, Alfredo D.
6 Gerber, Hans U.
6 Haberman, Steven
6 Hall, Andreia O.
6 Landriault, David
6 Leão, Jeremias
6 Lee Ho, Linda
6 Li, Chen
6 Louzada, Francisco
6 Mamon, Rogemar S.
6 Martinucci, Barbara
6 Mukuddem-Petersen, Janine
6 Nath Das, Rabindra
6 Petersen, Mark Adam
6 Sellers, Kimberly Flagg
6 Spizzichino, Fabio L.
6 Tsantas, N.
6 Wang, Dingcheng
6 Wang, Guojing
6 Zhang, Nan
6 Zhang, Xin
5 Bai, Lihua
5 Belzunce, Félix
5 Chen, Ping
5 De Feyter, Tim
5 De Gregorio, Alessandro
5 Dimitriou, V. A.
5 Fang, Rui
5 Fu, Ke’ang
5 Goovaerts, Marc J.
5 Guan, Guohui
5 Gupta, Ramesh Chandra
5 Gürbüzbalaban, Mert
5 Jin, Zhuo
5 Khan, Naushad Mamode
5 Lam, Yeh
5 Liu, Shuangzhe
5 Morales, Manuel
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Cited in 256 Journals

107 Insurance Mathematics & Economics
84 European Journal of Operational Research
72 Communications in Statistics. Theory and Methods
59 Statistics & Probability Letters
49 Journal of Applied Probability
48 Computational Statistics and Data Analysis
44 Journal of Statistical Computation and Simulation
43 Journal of Computational and Applied Mathematics
41 Applied Stochastic Models in Business and Industry
34 Journal of Statistical Planning and Inference
32 Methodology and Computing in Applied Probability
27 Applied Mathematical Modelling
27 Journal of Applied Statistics
25 Statistical Papers
24 Applied Mathematics and Computation
23 Scandinavian Actuarial Journal
21 Metrika
20 Mathematical Problems in Engineering
19 Quantitative Finance
17 Annals of Operations Research
17 Journal of Industrial and Management Optimization
16 Advances in Applied Probability
16 Communications in Statistics. Simulation and Computation
16 Probability in the Engineering and Informational Sciences
15 Journal of Mathematical Analysis and Applications
15 Test
14 Computational Statistics
12 Operations Research Letters
12 Stochastic Models
12 Statistical Modelling
11 Statistics
11 Journal of Systems Science and Complexity
11 ASTIN Bulletin
10 Journal of Econometrics
10 Journal of Multivariate Analysis
10 Mathematical and Computer Modelling
9 Statistical Methods and Applications
8 Naval Research Logistics
8 Discrete Dynamics in Nature and Society
8 North American Actuarial Journal
8 European Actuarial Journal
7 Computers & Mathematics with Applications
7 Fuzzy Sets and Systems
7 Mathematics and Computers in Simulation
7 Metron
7 Stochastic Analysis and Applications
7 Computers & Operations Research
7 Asia-Pacific Journal of Operational Research
7 SIAM Journal on Optimization
7 Journal of Nonparametric Statistics
7 International Journal of Theoretical and Applied Finance
7 Journal of Statistical Theory and Practice
7 AStA. Advances in Statistical Analysis
6 International Journal of Systems Science
6 Queueing Systems
6 Automation and Remote Control
6 Applied Mathematical Finance
6 Brazilian Journal of Probability and Statistics
5 Opsearch
5 Acta Mathematicae Applicatae Sinica. English Series
5 Pattern Recognition
5 Statistical Inference for Stochastic Processes
5 Stochastics
5 Statistical Methodology
5 Advances in Data Analysis and Classification. ADAC
5 The Annals of Applied Statistics
5 Journal of Agricultural, Biological, and Environmental Statistics
5 Journal of Probability and Statistics
5 Statistics and Computing
5 Journal of Statistical Distributions and Applications
4 Mathematical Biosciences
4 Scandinavian Journal of Statistics
4 Annals of the Institute of Statistical Mathematics
4 Biometrics
4 Journal of Optimization Theory and Applications
4 International Journal of Production Research
4 Linear Algebra and its Applications
4 Lifetime Data Analysis
4 Bernoulli
4 Abstract and Applied Analysis
4 Journal of Applied Mathematics
4 Journal of Machine Learning Research (JMLR)
4 OR Spectrum
4 Journal of Applied Mathematics and Computing
4 Journal of Biological Dynamics
4 Frontiers of Mathematics in China
4 Sankhyā. Series B
4 Dependence Modeling
3 Journal of Statistical Physics
3 Lithuanian Mathematical Journal
3 Biometrical Journal
3 Journal of the American Statistical Association
3 Journal of Time Series Analysis
3 Optimization
3 Statistical Science
3 Applied Mathematics Letters
3 Neural Networks
3 Machine Learning
3 Applications of Mathematics
3 Stochastic Processes and their Applications
...and 156 more Journals
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Cited in 39 Fields

874 Statistics (62-XX)
602 Probability theory and stochastic processes (60-XX)
523 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
343 Operations research, mathematical programming (90-XX)
132 Numerical analysis (65-XX)
103 Systems theory; control (93-XX)
63 Computer science (68-XX)
33 Biology and other natural sciences (92-XX)
24 Calculus of variations and optimal control; optimization (49-XX)
20 Information and communication theory, circuits (94-XX)
11 Partial differential equations (35-XX)
10 Dynamical systems and ergodic theory (37-XX)
10 Integral equations (45-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
9 Ordinary differential equations (34-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
8 Functional analysis (46-XX)
7 Integral transforms, operational calculus (44-XX)
6 Combinatorics (05-XX)
6 Measure and integration (28-XX)
6 Geophysics (86-XX)
5 Statistical mechanics, structure of matter (82-XX)
4 Mechanics of deformable solids (74-XX)
3 Approximations and expansions (41-XX)
2 Real functions (26-XX)
2 Special functions (33-XX)
2 Difference and functional equations (39-XX)
2 Mechanics of particles and systems (70-XX)
2 Fluid mechanics (76-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
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1 Mathematics education (97-XX)

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