Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 26, issue 6, 2010

A modern Bayesian look at the multi‐armed bandit pp. 639-658

Steven L. Scott

‘A modern Bayesian look at the multi‐armed bandit’ by Steven L. Scott: Discussion pp. 659-664

Deepak K. Agarwal

‘A modern Bayesian look at the multi‐armed bandit’ by Steven L. Scott: Rejoinder pp. 665-667

Steven L. Scott

Analysis of ordered categorical data to develop control charts for monitoring customer loyalty pp. 668-688

Y. Samimi, A. Aghaie and M. J. Tarokh

System availability in a shock model under preventive repair and phase‐type distributions pp. 689-704

Delia Montoro‐Cazorla and Rafael Pérez‐Ocón

Optimal server allocation in general, finite, multi‐server queueing networks pp. 705-736

J. MacGregor Smith, F. R. B. Cruz and T. van Woensel

Exchangeable claim sizes in a compound Poisson‐type process pp. 737-757

Ramsés H. Mena and Luis E. Nieto‐Barajas

Dynamic pricing model and algorithm for perishable products with fuzzy demand pp. 758-774

Yu Xiong, Gendao Li and Kiran Jude Fernandes

Comparisons of series and parallel systems with components sharing the same copula pp. 775-791

Jorge Navarro and Fabio Spizzichino

Optimal investment and consumption with stochastic dividends pp. 792-808

Xikui Wang and Yan Wang

Volume 26, issue 5, 2010

Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐images data pp. 481-495

Ming Li, Stephen D. Holland and William Q. Meeker

‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐images data’ by M. Li, S. D. Holland and W. Q. Meeker: Discussion 1 pp. 496-501

Petr Volf

‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐image data’ by M. Li, S. D. Holland and W. Q. Meeker: Discussion 2 pp. 502-508

Guérin Fabrice

‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐images data’ by M. Li, S. D. Holland and W. Q. Meeker: Rejoinder pp. 509-512

Ming Li, Stephen D. Holland and William Q. Meeker

Using economic X control chart design methodology to estimate and optimize machine efficiency in the case of multimachine assignments pp. 513-534

A. Baki Engin

Tracking customer portfolio composition: A factor analysis approach pp. 535-550

Elena Abascal, Ignacio García Lautre and Fermín Mallor

Spatial contagion between financial markets: a copula‐based approach pp. 551-564

Fabrizio Durante and Piotr Jaworski

Kriging as an alternative for a more precise analysis of output parameters in nuclear safety—Large break LOCA calculation pp. 565-576

Olivier Roustant, Jérôme Joucla and Pierre Probst

A standby system with two types of repair persons pp. 577-594

Bruno Bieth, Liang Hong and Jyotirmoy Sarkar

Maximum entropy probability method applied to assess voltage sag frequency due to transmission line fault in the electric power system pp. 595-608

Xian‐Yong Xiao, Chao Ma, Hong‐Geng Yang and Hua‐Qiang Li

Hedging unit‐linked life insurance contracts in a financial market driven by shot‐noise processes pp. 609-623

Junna Bi and Junyi Guo

A stochastic model for a general load‐sharing system under overload condition pp. 624-638

Won Young Yun and Ji Hwan Cha

Volume 26, issue 4, 2010

Bayesian source detection and parameter estimation of a plume model based on sensor network measurements pp. 331-348

Chunfeng Huang, Tailen Hsing, Noel Cressie, Auroop R. Ganguly, Vladimir A. Protopopescu and Nageswara S. Rao

‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Discussion 1 pp. 349-352

Alessandro Fassò and Francesco Finazzi

‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Discussion 2 pp. 353-357

Scott H. Holan and Christopher K. Wikle

‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Discussion 3 pp. 358-359

Michael Steinbach

‘Bayesian source detection and parameter estimation of a plume model based on sensor network measurements’ by C. Huang et al.: Rejoinder pp. 360-361

Chunfeng Huang, Tailen Hsing, Noel Cressie, Auroop R. Ganguly, Vladimir A. Protopopescu and Nageswara S. Rao

Upper bounds for ruin probabilities in two dependent risk models under rates of interest pp. 362-373

Dingjun Yao and Rongming Wang

Inducing normality from non‐Gaussian long memory time series and its application to stock return data pp. 374-388

Kyungduk Ko

A robust approach for assessing misclassification rates under the two‐component measurement error model pp. 389-400

Daniela Cocchi and Michele Scagliarini

Risk‐minimizing hedging strategies with restricted information and cost pp. 401-415

Jianqi Yang and Qingxian Xiao

An integrated inventory model with controllable lead time and distribution‐free demand pp. 416-430

Shu‐Lu Hsu and Yar‐Fen Huang

Two‐strata rotatability in split‐plot central composite designs pp. 431-447

Li Wang, G. Geoffrey Vining and Scott M. Kowalski

Divergences without probability vectors and their applications pp. 448-472

Athanasios Sachlas and Takis Papaioannou

A note on transfer function model specification with noisy closed‐loop input data pp. 473-480

Johannes Ledolter

Volume 26, issue 3, 2010

Trend estimation of financial time series pp. 205-223

Víctor M. Guerrero and Adriana Galicia‐Vázquez

On the estimation of the heavy‐tail exponent in time series using the max‐spectrum pp. 224-253

Stilian A. Stoev and George Michailidis

Pricing credit derivatives under stochastic recovery in a hybrid model pp. 254-276

Stephan Höcht and Rudi Zagst

Implementing loss distribution approach for operational risk pp. 277-307

Pavel V. Shevchenko

Assessment of mortgage default risk via Bayesian reliability models pp. 308-330

Refik Soyer and Feng Xu

Volume 26, issue 2, 2010

Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes pp. 103-124

Sévérien Nkurunziza and S. Ejaz Ahmed

Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities pp. 125-141

Ping Chen and Hailiang Yang

Application in stochastic volatility models of nonlinear regression with stochastic design pp. 142-156

Ping Chen and Jinde Wang

Robust optimization for multiple responses using response surface methodology pp. 157-171

Zhen He, Jing Wang, Jinho Oh and Sung H. Park

Bayesian modeling of financial returns: A relationship between volatility and trading volume pp. 172-193

Carlos A. Abanto‐Valle, Helio S. Migon and Hedibert F. Lopes

Do not adjust coefficients in Shapley value regression pp. 194-202

Ulrike Grömping and Sabine Landau

Reply to the paper ‘Do not adjust coefficients in Shapley value regression’ by U. Gromping, S. Landau, Applied Stochastic Models in Business and Industry, 2009; DOI: 10.1002/asmb.773 pp. 203-204

Stan Lipovetsky and W. Michael Conklin

Volume 26, issue 1, 2010

Data analytics and stochastic modeling in a semiconductor fab pp. 1-27

Sugato Bagchi, Robert J. Baseman, Andrew Davenport, Ramesh Natarajan, Noam Slonim and Sholom Weiss

Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models pp. 28-49

Cathy W. S. Chen, Richard H. Gerlach and Ann M. H. Lin

Sensitivity analysis of the moments of the profit on an Income Protection Policy pp. 50-70

Isabel Maria Cordeiro and Pedro Manuel Magalhães

Mean–variance efficiency with extended CIR interest rates pp. 71-84

René Ferland and François Watier

Mining performance data through nonlinear PCA with optimal scaling pp. 85-101

Paola Costantini, Marielle Linting and Giovanni C. Porzio