• Issue

    Applied Stochastic Models in Business and Industry: Volume 29, Issue 3

    171-313
    May/June 2013
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Research Articles

Intensity-based estimation of extreme loss event probability and value at risk

Kamal Hamidieh,  Stilian Stoev,  George Michailidis, 
  • Pages: 171-186
  • First Published: 04 November 2012

A Markov Chain Monte Carlo comparison of variance estimators for the sampling of particulate mixtures

Hao Cheng,  Bastiaan Geelhoed,  Peter Bode, 
  • Pages: 187-198
  • First Published: 21 February 2011

Analysing markets within the latent class approach: an application to the pharma sector

Francesca Bassi, 
  • Pages: 199-207
  • First Published: 02 March 2012

Stochastic optimization approach of car value depreciation

Bader Alshamary,  Ovidiu Calin, 
  • Pages: 208-223
  • First Published: 30 July 2012

An approach to the study of multistate insurance contracts

Joanna Dȩbicka, 
  • Pages: 224-240
  • First Published: 29 February 2012

A multiblock PLS-based algorithm applied to a causal model in marketing

David Servera-Francés,  Francisco Arteaga-Moreno,  Irene Gil-Saura,  Martina G. Gallarza, 
  • Pages: 241-253
  • First Published: 16 July 2012

A parsimonious stochastic model for forecasting gamers' revenues in casinos

Sam K. Hui, 
  • Pages: 254-263
  • First Published: 27 March 2012

Stochastic ordering properties for systems with dependent identically distributed components

Jorge Navarro,  Yolanda del Águila,  Miguel A. Sordo,  Alfonso Suárez-Llorens, 
  • Pages: 264-278
  • First Published: 17 July 2012

Parameter estimation for partially observable systems subject to random failure

Michael Jong Kim,  Viliam Makis,  Rui Jiang, 
  • Pages: 279-294
  • First Published: 24 April 2012

Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims

Fenglong Guo,  Dingcheng Wang, 
  • Pages: 295-313
  • First Published: 18 June 2012