• Issue

    Applied Stochastic Models in Business and Industry: Volume 23, Issue 1

    1-96
    January/February 2007
Previous Issue|Next Issue
Export Citation(s)Download PDF(s)

Research Articles

Model-based quantification of the volatility of options at transaction level with extended count regression models

Claudia Czado,  Andreas Kolbe, 
  • Pages: 1-21
  • First Published: 19 June 2006

Fitting combinations of exponentials to probability distributions

Daniel Dufresne, 
  • Pages: 23-48
  • First Published: 04 August 2006

A new class of coherent risk measures based on p-norms and their applications

Zhiping Chen,  Yi Wang, 
  • Pages: 49-62
  • First Published: 17 July 2006

Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting

Xin Zhang,  Ming Zhou,  Junyi Guo, 
  • Pages: 63-71
  • First Published: 22 August 2006

Modelling stylized features in default rates

Emanuele Taufer, 
  • Pages: 73-82
  • First Published: 03 August 2006

Bayesian analysis of constant elasticity of variance models

Jennifer S. K. Chan,  S. T. Boris Choy,  Anna B. W. Lee, 
  • Pages: 83-96
  • First Published: 10 October 2006