Applied Stochastic Models in Business and Industry

1999 - 2021

From John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 33, issue 6, 2017

Some closed form robust moment‐based estimators for the MEM(1,1) pp. 559-574

Wanbo Lu and Rui Ke

Two stochastic dominance criteria based on tail comparisons pp. 575-589

Julio Mulero, Miguel A. Sordo, Marilia C. de Souza and Alfonso Suárez‐LLorens

A marginal contribution coefficient for sequences of nonstationary continuous Markov chains pp. 590-601

Sílvio Alves de Souza, Denise Duarte and Eduardo M. A. M. Mendes

Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee pp. 602-625

Nina Yan, Chongqing Liu, Ye Liu and Baowen Sun

Phase II monitoring of changes in mean from high‐dimensional data pp. 626-639

Johan Lim and Sungim Lee

Stochastic optimization of an urban rail timetable under time‐dependent and uncertain demand pp. 640-661

Masoud Shakibayifar, Erfan Hassannayebi, Hossein Jafary and Arman Sajedinejad

The choice of screening design pp. 662-673

John Tyssedal and Muhammad Azam Chaudhry

The Pathmox approach for PLS path modeling: Discovering which constructs differentiate segments pp. 674-689

Giuseppe Lamberti, Tomas Banet Aluja and Gaston Sanchez

Why indexing works pp. 690-693

J. B. Heaton, N. G. Polson and J. H. Witte

An evaluation of the multivariate dispersion charts with estimated parameters under non‐normality pp. 694-716

A. Mostajeran, N. Iranpanah and R. Noorossana

Forecasting mortality rate by multivariate singular spectrum analysis pp. 717-732

Rahim Mahmoudvand, Dimitrios Konstantinides and Paulo Canas Rodrigues

Control charts for monitoring correlated counts with a finite range pp. 733-749

Athanasios C. Rakitzis, Christian H. Weiß and Philippe Castagliola

Volume 33, issue 5, 2017

Semiparametric Bayesian optimal replacement policies: application to railroad tracks pp. 445-460

Jason R. Merrick and Refik Soyer

Discussion of ‘Semiparametric Bayesian optimal replacement policies: application to railroad tracks’ by Merrick and Soyer pp. 461-462

P.J. Serra and A. Di Bucchianico

Rejoinder to ‘Semiparametric Bayesian Optimal Replacement Policies: Application to Railroad Tracks’ pp. 463-464

Jason Merrick and Refik Soyer

Heterogeneity versus duration dependence with competing risks: an application to the labor market pp. 465-475

Richard Robb, Halina Frydman and Andrew Robertson

Optimization model to start harvesting in stochastic aquaculture system pp. 476-493

Hidekazu Yoshioka and Yuta Yaegashi

Computing optimum design parameters of a progressive type I interval censored life test from a cost model pp. 494-506

Sonal Budhiraja and Biswabrata Pradhan

Variance swaps under the threshold Ornstein–Uhlenbeck model pp. 507-521

Fangyuan Dong and Hoi Ying Wong

Performance and reliability analysis of a repairable discrete‐time Geo/G/1 queue with Bernoulli feedback and randomized policy pp. 522-543

Shaojun Lan and Yinghui Tang

Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem pp. 544-554

Stephan Dempe, Sergey Ivanov and Andrey Naumov

Managing inventory and service levels in a safety stock‐based inventory routing system with stochastic retailer demands pp. 555-555

Ehsan Yadollahi, El‐Houssaine Aghezzaf and Birger Raa

Volume 33, issue 4, 2017

Environmental decision‐making using Bayesian networks: creating an environmental report card pp. 335-347

Sandra Johnson, Murray Logan, David Fox, John Kirkwood, Uthpala Pinto and Kerrie Mengersen

Discussion of ‘Environmental decision‐making using Bayesian networks: creating an environmental report card’ pp. 348-350

Annukka Lehikoinen

Discussion of ‘Environmental decision‐making using bayesian networks: Creating an environmental report card’ pp. 351-352

Antonella Bodini

Rejoinder to ‘Environmental Decision‐making using Bayesian Networks: Creating an Environmental Report Card’ pp. 353-354

Kerrie Mengersen and Sandra Johnson

Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction pp. 355-368

Alessandra Amendola, Francesco Giordano, Maria Lucia Parrella and Marialuisa Restaino

Managing inventory and service levels in a safety stock‐based inventory routing system with stochastic retailer demands pp. 369-381

Ehsan Yadollahi, El‐Houssaine Aghezzaf and Birger Raa

Mixture representation for the residual lifetime of a repairable system pp. 382-393

M. Chahkandi, Jafar Ahmadi and N. Balakrishnan

Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions pp. 394-408

Carlos A. Abanto‐Valle, Roland Langrock, Ming‐Hui Chen and Michel V. Cardoso

Component and system active redundancies for coherent systems with dependent components pp. 409-421

Yiying Zhang, Ebrahim Amini‐Seresht and Weiyong Ding

Unifying pricing formula for several stochastic volatility models with jumps pp. 422-442

Falko Baustian, Milan Mrázek, Jan Pospíšil and Tomáš Sobotka

Volume 33, issue 3, 2017

Special issue in honor of Kathryn Chaloner pp. 259-259

Refik Soyer and Isabella Verdinelli

Bayesian optimal experimental designs for binary responses in an adaptive framework pp. 260-268

Alessandra Giovagnoli

Bayesian D‐optimal designs for error‐in‐variables models pp. 269-281

Maria Konstantinou and Holger Dette

A decision‐theoretic approach to sample size determination under several priors pp. 282-295

Fulvio De Santis and Stefania Gubbiotti

Clinical trial design as a decision problem pp. 296-301

Peter Müller, Yanxun Xu and Peter F. Thall

Combining Bayesian experimental designs and frequentist data analyses: motivations and examples pp. 302-313

Steffen Ventz, Giovanni Parmigiani and Lorenzo Trippa

Design for low‐temperature microwave‐assisted crystallization of ceramic thin films pp. 314-321

Nathan Nakamura, Jason Seepaul, Joseph B. Kadane and B. Reeja‐Jayan

Augmented probability simulation for accelerated life test design pp. 322-332

Nicholas G. Polson and Refik Soyer

Volume 33, issue 2, 2017

Post selection shrinkage estimation for high‐dimensional data analysis pp. 97-120

Xiaoli Gao, S. E. Ahmed and Yang Feng

Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ pp. 121-122

Jianqing Fan

Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ pp. 123-125

Peihua Qiu, Kai Yang and Lu You

Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ pp. 126-129

Yanming Li, Hyokyoung Grace Hong and Yi Li

Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ pp. 130-130

Doksum Kjell and Joan Fujimura

Rejoinder to ‘Post‐selection shrinkage estimation for high‐dimensional data analysis’ pp. 131-135

Xiaoli Gao, S. Ejaz Ahmed and Yang Feng

Objective Bayesian modelling of insurance risks with the skewed Student‐t distribution pp. 136-151

Fabrizio Leisen, J. Miguel Marin and Cristiano Villa

A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops pp. 152-166

Grigory Temnov

Two‐tier healthcare service systems and cost of waiting for patients pp. 167-183

Guangyu Wan and Qinan Wang

Application of the phase‐type mortality law to life contingencies and risk management pp. 184-212

Joseph H.T. Kim, Taehan Bae and Soyeun Kim

Bayesian tail‐risk forecasting using realized GARCH pp. 213-236

Christian Contino and Richard H. Gerlach

A model for bank reserves versus treasuries under Basel III pp. 237-247

Garth J. van Schalkwyk and Peter J. Witbooi

Stochastic comparisons of series and parallel systems with generalized linear failure rate components pp. 248-255

Longxiang Fang and N. Balakrishnan

Volume 33, issue 1, 2017

Deep learning for finance: deep portfolios pp. 3-12

J. B. Heaton, N. G. Polson and J. H. Witte

Discussion of ‘Deep learning for finance: deep portfolios’ pp. 13-15

Catherine Forbes and Worapree Maneesoonthorn

Discussion of ‘Deep learning for finance: deep portfolios’ pp. 16-18

Vadim Sokolov

Rejoinder to ‘Deep learning for finance: deep portfolios’ pp. 19-21

James B. Heaton, Nicholas Polson and Jan H. Witte

Power and reversal power links for binary regressions: An application for motor insurance policyholders pp. 22-34

J.L. Bazán, F. Torres‐Avilés, A.K. Suzuki and F. Louzada

Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements pp. 35-53

Andrey Pepelyshev, Evgenii Sovetkin and Ansgar Steland

On a single discrete scale for preventive maintenance with two shock processes affecting a complex system pp. 54-62

Maxim Finkelstein, Ilya Gertsbakh and Radislav Vaisman

Optimal inventory and insurance decisions for a supply chain financing system with downside risk control pp. 63-80

Wei Jin and Jianwen Luo

Mixed proportional hazard models with continuous finite mixture unobserved heterogeneity: an application to Canadian firm survival pp. 81-94

Kim Huynh and Marcel Voia