Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 16, issue 4, 2000

The N‐limit of spectral gap of a class of birth–death Markov chains pp. 235-248

Boris L. Granovsky and A. I. Zeifman

Dynamic singular perturbation problems for multi‐structures pp. 249-278

V. G. Maz'ya and A. B. Movchan

A globally concave, monotone and flexible cost function: derivation and application pp. 279-296

Asher Tishler and Stan Lipovetsky

Price comparison results and super‐replication: An application to passport options pp. 297-310

Vicky Henderson

Volume 16, issue 3, 2000

Cointegration analysis of brand and category sales: Stationarity and long‐run equilibrium in market shares pp. 159-177

Shuba Srinivasan and Frank M. Bass

Stationary distribution for repairable systems pp. 179-196

H. Chetouani and V. S. Korolyuk

On the role of state variables in interest rates models pp. 197-217

Nicole El Karoui, Helyette Geman and Vincent Lacoste

Stationary availability of a semi‐Markov system with random maintenance pp. 219-234

Sophie Bloch‐Mercier

Volume 16, issue 2, 2000

Multivariate analysis for the assessment of factors affecting industrial competitiveness: The case of Greek food and beverage industries pp. 85-98

Daphne Lipovatz, Maria Mandaraka and Alexandros Mourelatos

Modelling heterogeneity in a manpower system: a review pp. 99-110

F.I. Ugwuowo and S.I. McClean

A point process approach to inventory models pp. 111-126

Christian Max Møller

Drawing inferences from logit models for panel data pp. 127-145

Eric D. Nordmoe and Dipak C. Jain

Some alternatives for conditional principal component analysis pp. 147-158

Ramon Nonell, Santiago Thió‐Henestrosa and Tomàs Aluja‐Banet

Volume 16, issue 1, 2000

On martingale diffusions describing the ‘smile‐effect’ for implied volatilities pp. 1-9

Hans‐Jochen Bartels

The input/output process of a queue pp. 11-21

Marcel F. Neuts and Jian‐Min Li

Maximum likelihood estimator for the drift of a Brownian flow pp. 23-33

Mi̇ne Çag̃lar

Modelling strike duration distribution: a controlled Wiener process approach pp. 35-45

Mikael Linden

Weekday dependence of German stock market returns pp. 47-71

Helmut Herwartz

The closed continuous‐time homogeneous semi‐Markov system as a non‐Newtonian fluid pp. 73-83

George M. Tsaklidis

Volume 15, issue 4, 1999

Guest Editorial pp. 225-226

Carlo Lauro

Stochastic modelling for evolution of stock prices by means of functional principal component analysis pp. 227-234

Ana M. Aguilera, Francisco A. Ocaña and Mariano J. Valderrama

Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations pp. 235-240

M. G. Bruno, P. Allegrini and P. Grigolini

Usual operations with symbolic data under normal symbolic form pp. 241-257

Marc Csernel and F. A. T. De Carvalho

Dynamic graphics and model validation: an application to best‐practice production functions pp. 259-267

Sergio Destefanis and Giovanni C. Porzio

A stochastic model for financial evaluation: applications to actuarial contracts pp. 269-275

Emilia Di Lorenzo, Marilena Sibillo and Gerarda Tessitore

The effects of pruning methods on the predictive accuracy of induced decision trees pp. 277-299

Floriana Esposito, Donato Malerba, Giovanni Semeraro and Valentina Tamma

A simultaneous non‐symmetrical principal component analysis with a group structure pp. 301-309

Vincenzo Esposito and Simona Balbi

Analysing data on lengths of stay of hospital patients using phase‐type distributions pp. 311-317

M. J. Faddy and S. I. McClean

Classification based on rules and thyroids dysfunctions pp. 319-324

Karina Gibert and Zdenko Sonicki

Inference and first‐passage‐times for the lognormal diffusion process with exogenous factors: application to modelling in economics pp. 325-332

R. Gutiérrez, P. Román and F. Torres

A simple graphical method for the comparison of two mortality experiences pp. 333-352

S. Haberman and A. E. Renshaw

A unified approach for reliability and performability evaluation of semi‐Markov systems pp. 353-368

Nikolaos Limnios and Gheorghe Oprian

A comparison between parallel algorithms for system parameter estimation in dynamic linear models pp. 369-378

P. Mantovan, A. Pastore and S. Tonellato

Fuzzy clustering and consensus methods: an application to the analysis of Italian banks pp. 379-385

Maria Adele Milioli

Multidimensional scaling and stock location assignment in a warehouse: an application pp. 387-392

Angelo M. Mineo and Antonella Plaia

SAfe‐side requirements in the framework of multistate models for the insurances of the person pp. 393-408

Annamaria Olivieri

Design and selection of products via genetic algorithms and neural networks pp. 409-417

Paola Palmitesta, Corrado Provasi and Cosimo Spera

Non‐symmetrical factorial discriminant analysis for symbolic objects pp. 419-427

Francesco Palumbo and Rosanna Verde

Multistate models for long‐term care insurance and related indexing problems pp. 429-441

Ermanno Pitacco

Application of the Poisson process model for the early detection of enterprises' bankruptcy pp. 443-449

J. P. Rasson and V. Bertholet

File grafting in market research pp. 451-460

Roser Rius, Tomàs Aluja‐Banet and Ramon Nonell

A ‘maximum‐path’‐based classification pp. 461-468

Sergio Scippacercola

Exploratory analysis of three‐way data by simultaneous latent budget model pp. 469-484

Narcisa Tambrea and Roberta Siciliano

New methods for ordering multivariate data: an application to the performance of investment funds pp. 485-493

Sergio Zani, Marco Riani and Aldo Corbellini

Volume 15, issue 3, 1999

Distribution‐free posterior analysis of econometric models pp. 147-168

Mike Tsionas

Electric vehicles: effect of the availability threshold on the transportation cost pp. 169-181

Fabrice Chauvet, Névine Hafez and Jean‐Marie Proth

Latent class models for time series analysis pp. 183-194

Suzanne Winsberg and Geert De Soete

Computational methods for discrete hidden semi‐Markov chains pp. 195-224

Yann Guédon

Volume 15, issue 2, 1999

Introducing ‘Applied Stochastic Models in Business and Industry’ pp. 87-88

Nick Fisher, Robert Lund, Shunji Osaki, Wolfgang Polasek, Charles Tapiero, Jef L. Teugels and Rainer Winkelmann

A comparison of statistical methods for prenatal screening for Down syndrome pp. 89-101

Christopher J. Williams, Sauchi Stephen Lee, Rachel A. Fisher and Lois H. Dickerman

Bondesson's functions in reliability theory pp. 103-109

William E. Stein and Ronald Dattero

Prediction of average queue length in manufacturing resources at the time of new lot arrival pp. 111-121

Manish K. Govil, Ioannis Minis and Jean‐M. Proth

Modelling lifetime data: a graphical approach pp. 123-129

Francisco Louzada‐Neto

Estimation of a finite universe total when a stratum is not sampled pp. 131-145

Tommy Wright