Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 25, issue 6, 2009

Understanding the shape of the mixture failure rate (with engineering and demographic applications) pp. 643-663

Maxim Finkelstein

‘Understanding the shape of the mixture failure rate’ by Maxim Finkelstein: Discussion 1 pp. 665-668

Nozer D. Singpurwalla

‘Understanding the shape of the mixture failure rate’ by Maxim Finkelstein: Discussion 2 pp. 669-672

Jorge Navarro

‘Understanding the shape of the mixture failure rate’ Rejoinder by Maxim Finkelstein pp. 673-677

Maxim Finkelstein

On a class of renewal risk model with random income pp. 678-695

Hu Yang and Zhimin Zhang

The dynamics of the relationship between spot and futures markets under high and low variance regimes pp. 696-718

Leon Li

On‐line evaluation of the stability of an inspection process pp. 719-736

Isabel González and Ismael Sánchez

Markovian analysis for automatic new topic identification in search engine transaction logs pp. 737-768

Huseyin C. Ozmutlu

Distribution sensitivity in a highway flow model pp. 769-786

Andrew M. Ross

Bayesian estimation of finite time ruin probabilities pp. 787-805

M. Concepcion Ausin, Michael P. Wiper and Rosa E. Lillo

A multivariate time series approach to projected life tables pp. 806-823

Dorina Lazar and Michel M. Denuit

Volume 25, issue 5, 2009

Post‐financial meltdown: What do the services industries need from us now? pp. 509-521

Roger W. Hoerl and Ronald D. Snee

‘Post‐financial meltdown: What do the services industries need from us now?’ by Roger W. Hoerl and Ronald D. Snee: Discussion 1 pp. 522-526

William C. Parr

‘Post‐financial meltdown: What do the services industries need from us now?’ by Roger W. Hoerl and Ronald D. Snee: Discussion 2 pp. 527-531

Ron Kenett

‘Post‐financial meltdown: What do the services industries need from us now?’ by Roger W. Hoerl and Ronald D. Snee: Rejoinder pp. 532-534

Roger W. Hoerl and Ronald D. Snee

On multiple‐class prediction of issuer credit ratings pp. 535-550

Ruey‐Ching Hwang, K. F. Cheng and Cheng Few Lee

Controlling jumps in correlated processes of Poisson counts pp. 551-564

Christian H. Weiß

First passage time for multivariate jump‐diffusion processes in finance and other areas of applications pp. 565-582

Di Zhang and Roderick V. N. Melnik

Optimal designs for parameter estimation of the Ornstein–Uhlenbeck process pp. 583-600

Maroussa Zagoraiou and Alessandro Baldi Antognini

Misclassification rates, critical values and size of the design in measurement systems capability studies pp. 601-611

D. Zappa and L. Deldossi

Optimal corrective maintenance contract planning for aging multi‐state system pp. 612-631

Yi Ding, Anatoly Lisnianski, Ilia Frenkel and Lev Khvatskin

Some new results involving general standby systems pp. 632-642

Xiaohu Li, Zhengcheng Zhang and Yudan Wu

Volume 25, issue 4, 2009

Special issue on the 6th International Symposium on Business and Industrial Statistics (ISBIS‐6) pp. 421-424

Vincenzo Esposito Vinzi

Performance of nonlinear smoothers in signal recovery pp. 425-444

W. J. Conradie, T. de Wet and M. D. Jankowitz

Maximum likelihood estimators of clock offset and skew under exponential delays pp. 445-459

Jun Li and Daniel R. Jeske

A patent analysis of cluster analysis pp. 460-467

Jon R. Kettenring

An adaptive hierarchical Bayes quality measurement plan pp. 468-477

Partha Lahiri and Huilin Li

Implementation of Design of Experiments projects in industry pp. 478-505

Martín Tanco, Elisabeth Viles, Laura Ilzarbe and María Jesus Alvarez

Maximum likelihood estimators of clock offset and skew under exponential delays pp. 506-507

Jun Li and Daniel R. Jeske

Volume 25, issue 3, 2009

Model selection for generalized linear models with factor‐augmented predictors pp. 207-235

Tomohiro Ando and Ruey S. Tsay

Model selection for generalized linear models with factor‐augmented predictors pp. 237-239

W. K. Li and Guodong Li

Model selection for generalized linear models with factor‐augmented predictors pp. 241-242

Hansheng Wang and Chih‐Ling Tsai

Model selection for generalized linear models with factor‐augmented predictors pp. 243-246

Tomohiro Ando and R. S. Tsay

Dividend payments in the classical risk model under absolute ruin with debit interest pp. 247-262

Chunwei Wang and Chuancun Yin

A scenario‐based stochastic programming model for the control or dummy wafers downgrading problem pp. 263-274

Shu‐Hsing Chung and Yi‐Shu Yang

Assessment and propagation of input uncertainty in tree‐based option pricing models pp. 275-308

Henryk Gzyl, German Molina and Enrique ter Horst

Asymptotic behaviour of the finite‐time ruin probability in renewal risk models pp. 309-321

Remigijus Leipus and Jonas Šiaulys

Generalized mixtures in reliability modelling: Applications to the construction of bathtub shaped hazard models and the study of systems pp. 323-337

Jorge Navarro, Antonio Guillamón and María del Carmen Ruiz

A multivariate IFR notion based on the multivariate dispersive ordering pp. 339-358

José Pablo Arias‐Nicolás, Félix Belzunce, Olga Núñez‐Barrera and Alfonso Suárez‐Llorens

Temporal aggregation of Markov‐switching financial return models pp. 359-383

Wai‐Sum Chan, Li‐Xin Zhang and Siu Hung Cheung

Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain pp. 385-405

R. Gutiérrez, R. Gutiérrez‐Sánchez and A. Nafidi

Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility pp. 407-420

Jinzhu Li and Rong Wu

Volume 25, issue 2, 2009

Editorial pp. 95-98

Ennio Davide Isaia and Grazia Vicario

Assessment of uncertainty in computer experiments from Universal to Bayesian Kriging pp. 99-113

C. Helbert, D. Dupuy and L. Carraro

A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments pp. 115-131

David Ginsbourger, Delphine Dupuy, Anca Badea, Laurent Carraro and Olivier Roustant

Kriging‐based sequential inspection plans for coordinate measuring machines pp. 133-149

P. Pedone, G. Vicario and D. Romano

A computer experiment application to the design and optimization of a capacitive accelerometer pp. 151-162

M. J. Alvarez, N. Gil‐Negrete, L. Ilzarbe, M. Tanco, E. Viles and A. Asensio

Issues in the optimal design of computer simulation experiments pp. 163-177

Werner Müller and Milan Stehlík

Robust designs for misspecified exponential regression models pp. 179-193

Xiaojian Xu

Sequential design in quality control and validation of land cover databases pp. 195-205

Elisabetta Carfagna and Johnny Marzialetti

Volume 25, issue 1, 2009

Quality management and quality practice: Perspectives on their history and their future pp. 1-28

N. I. Fisher and V. N. Nair

Discussion: Fisher–Nair paper pp. 29-32

Gerald J. Hahn and Necip Doganaksoy

Ruin theory for classical risk process that is perturbed by diffusion with risky investments pp. 33-44

Xiang Lin

An optimal investment and consumption model with stochastic returns pp. 45-55

Xikui Wang and Yanqing Yi

Optimal predictive densities and fractional moments pp. 57-71

Emanuele Taufer, Sudip Bose and Aldo Tagliani

The compound Poisson process perturbed by a diffusion with a threshold dividend strategy pp. 73-93

Kam C. Yuen, Yuhua Lu and Rong Wu