Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 31, issue 6, 2015

Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds pp. 745-761

Laura Andreu, Pilar Gargallo, Manuel Salvador and José Luis Sarto

Estimation of rating classes and default probabilities in credit risk models with dependencies pp. 762-781

Daniel Tillich and Dietmar Ferger

Sequential design for achieving estimated accuracy of global sensitivities pp. 782-800

John Guenther, Herbert K. H. Lee and Genetha A. Gray

Comparisons of mixed systems with decreasing failure rate component lifetimes using dispersive order pp. 801-808

Abdolsaeed Toomaj and Mahdi Doostparast

Reliability analysis of non‐repairable systems modeled by dynamic fault trees with priority AND gates pp. 809-822

Daochuan Ge and Yanhua Yang

Various repetitive sampling plans using process capability index of multiple quality characteristics pp. 823-835

Muhammad Aslam, Muhammad Azam and Chi‐Hyuck Jun

‘Time‐free’ preventive maintenance of systems with structures described by signatures pp. 836-845

Maxim Finkelstein and Ilya Gertsbakh

A non‐default rate regression model for credit scoring pp. 846-861

Gladys D. C. Barriga, Vicente G. Cancho and Francisco Louzada

Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion pp. 862-874

Andrey Kibzun

Some properties and applications of cumulative Kullback–Leibler information pp. 875-891

Antonio Di Crescenzo and Maria Longobardi

M/C2/c/K queuing model and optimization for a geriatric care center pp. 892-911

Umay Uzunoglu Kocer and Serife Ozkar

Volume 31, issue 5, 2015

A combined attributes–variables plan pp. 575-583

K. Govindaraju and R. Kissling

Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures pp. 584-608

Nuttanan Wichitaksorn, Joanna J. J. Wang, S.T. Boris Choy and Richard Gerlach

Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models pp. 609-625

Sangyeol Lee and Meihui Guo

An improved two‐stage variance balance approach for constructing partial profile designs for discrete choice experiments pp. 626-648

Roselinde Kessels, Bradley Jones and Peter Goos

Concentrated portfolio selection models based on historical data pp. 649-668

Zhiping Chen, Zongxin Li and Liyuan Wang

Simulation of correlated Poisson variables pp. 669-680

Alessandro Barbiero and Pier Alda Ferrari

On random age and remaining lifetime for populations of items pp. 681-689

Maxim Finkelstein and James Vaupel

A Simple Approach for Multi‐fidelity Experimentation Applied to Financial Engineering pp. 690-705

Shih‐Hsien Tseng and Theodore Allen

Parametric inference for multiple repairable systems under dependent competing risks pp. 706-720

Anupap Somboonsavatdee and Ananda Sen

Bayesian semiparametric customer base segmentation of mobile phone users based on longitudinal traffic data pp. 721-731

Bruno Scarpa

Failure probability estimation with differently sized reference products for semiconductor burn‐in studies pp. 732-744

Daniel Kurz, Horst Lewitschnig and Jürgen Pilz

Volume 31, issue 4, 2015

Optimal (r,N)‐policy for discrete‐time Geo ∕ G ∕ 1 queue with different input rate and setup time pp. 405-423

Chuanyi Luo, Yinghui Tang, Kaizhi Yu and Chuan Ding

Optimal adaptive replacement in a renewal process pp. 424-434

Neville Robinson and Khalid Aboura

Bayesian estimation of nonlinear equilibrium models with random coefficients pp. 435-456

V. Viard, Anne Gron and Nicholas G. Polson

Information initiatives of mobile retailers: a regression analysis of zero‐truncated count data with underdispersion pp. 457-463

Yen‐Chun Chou, Howard Hao‐Chun Chuang and Benjamin B.M. Shao

Estimation of nonstrict Archimedean copulas and its application to quantum networks pp. 464-482

Sandra König, Hannes Kazianka, Jürgen Pilz and Johannes Temme

Economic design of attribute np control charts using a variable sampling policy pp. 483-494

Imen Kooli and Mohamed Limam

COPAR—multivariate time series modeling using the copula autoregressive model pp. 495-514

Eike Christian Brechmann and Claudia Czado

Arbitrage‐free call option surface construction using regression splines pp. 515-527

Greg Orosi

An improved customer lifetime value model based on Markov chain pp. 528-535

Mohamed Ben Mzoughia and Mohamed Limam

A drift‐free simulation method for pricing commodity derivatives pp. 536-550

José Luis Fernández, Marta Pou and Carlos Vázquez

The impact of price skimming on supply and exit decisions pp. 551-574

Ayşegül Toptal and Sıla Çetinkaya

Volume 31, issue 3, 2015

Foreword: Special Issue on Mathematical Methods in Reliability (MMR13) pp. 283-284

Maxim Finkelstein

Multivariate conditional hazard rate functions – an overview pp. 285-296

Moshe Shaked and J. George Shanthikumar

On the signature of a system under minimal repair pp. 297-306

Bo H. Lindqvist and Francisco J. Samaniego

Steady‐state bounds for multi‐state systems' reliability via modular decompositions pp. 307-324

Fumio Ohi

On generalized multi‐state start‐up demonstration tests pp. 325-338

Xian Zhao, Ge Sun, Weijuan Xie and Cong Lin

A condition‐based maintenance policy for deteriorating units. An application to the cylinder liners of marine engine pp. 339-348

Massimiliano Giorgio, Maurizio Guida and Gianpaolo Pulcini

Optimal maintenance level for second‐hand product with periodic inspection schedule pp. 349-359

Dae‐Kyung Kim, Jae‐Hak Lim and Dong Ho Park

Bayesian gamma processes for optimizing condition‐based maintenance under uncertainty pp. 360-379

N. Bousquet, M. Fouladirad, A. Grall and C. Paroissin

Reliability of demand‐based warm standby systems subject to fault level coverage pp. 380-393

Q. Zhai, R. Peng, L. Xing and J. Yang

Optimal decision procedure for an operation‐dependent deteriorating system pp. 394-404

Lu Jin

Volume 31, issue 2, 2015

Statistical learning methods for information security: fundamentals and case studies pp. 97-113

H.‐K. Pao, Y.‐J. Lee and C.‐Y. Huang

Discussion of ‘Statistical learning methods for information security: fundamentals and case studies’ pp. 114-115

Ganesan Ravishanker

Discussion of ‘Statistical learning methods for information security: fundamentals and case studies’ pp. 116-118

Suresh Chari

Rejoinder to ‘Statistical learning methods for information security: fundamentals and case studies’ pp. 119-121

Hsing-Kuo Pao, Yuh‐Jye Lee and Chun‐Ying Huang

System unavailability analysis based on window‐observed recurrent event data pp. 122-136

Yili Hong, Ming Li and Brock Osborn

Statistical learning for variable annuity policyholder withdrawal behavior pp. 137-147

Zhe Zhu and Roy E. Welsch

Simulated maximum likelihood in autoregressive models with stochastic volatility errors pp. 148-159

Jieun Choi, Bei Chen and Bovas Abraham

Using statistical shape theory for the monitoring of nonlinear profiles pp. 160-177

Javier Cano, Javier M. Moguerza, Stelios Psarakis and Athanasios N. Yannacopoulos

Efficient prediction designs for random fields pp. 178-194

Werner Müller, Luc Pronzato, Joao Rendas and Helmut Waldl

Discussion of ‘Efficient prediction designs for random fields’ pp. 195-197

Dale L. Zimmerman

Discussion of ‘Efficient prediction designs for random fields’ pp. 198-200

William Notz

Rejoinder to ‘Efficient Prediction Designs for Random Fields’ pp. 201-203

Werner Müller, Luc Pronzato, Joao Rendas and Helmut Waldl

Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system pp. 204-230

A.D. Banik

Hydrological scenario reduction for stochastic optimization in hydrothermal power systems pp. 231-240

Ignacio Aravena and Esteban Gil

Local risk‐minimization with longevity bonds pp. 241-263

Lars Frederik Brandt Henriksen and Thomas Møller

Arc length asymptotics for multivariate time series pp. 264-281

Tharanga D. Wickramarachchi, Colin Gallagher and Robert Lund

Volume 31, issue 1, 2015

A special issue on: Actual impact and future perspectives on stochastic modelling in business and industry pp. 1-2

Ron Kenett and Galit Shmueli

Opportunities to empower statisticians in emerging areas pp. 3-11

Christine M. Anderson‐Cook

Discussion of ‘Opportunities to empower statisticians in emerging areas’ pp. 12-14

Ronald D. Snee

Rejoinder to ‘Opportunities to empower statisticians in emerging areas’ pp. 15-15

Christine M. Anderson‐Cook

Stochastic modelling and analysis of degradation for highly reliable products pp. 16-32

Zhi‐Sheng Ye and Min Xie

Discussion of ‘Stochastic modelling and analysis of degradation for highly reliable products’ pp. 33-34

Suk Joo Bae and Paul H. Kvam

Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’ pp. 35-36

Zhi‐Sheng Ye and Min Xie

Multi‐armed bandit experiments in the online service economy pp. 37-45

Steven L. Scott

Discussion of ‘Multi‐armed bandit experiments in the online service economy’ pp. 46-47

Deepak Agarwal

Rejoinder to ‘Multi‐armed bandit experiments in the online service economy’ pp. 48-49

Steven L. Scott

Alternatives to resolution III regular fractional factorial designs for 9–14 factors in 16 runs pp. 50-58

Bradley Jones, Shilpa Madhavan Shinde and Douglas C. Montgomery

Discussion of ‘Alternatives to resolution III regular fractional factorial designs for 9–14 factors in 16 runs’ pp. 59-61

Dizza Bursztyn and David Steinberg

Rejoinder to ‘Alternatives to resolution III regular fractional factorial designs for 9 – 14 factors in 16 runs’ pp. 62-63

Bradley Allen Jones, Shilpa Madhavan Shinde and Douglas C. Montgomery

Parallel construction of decision trees with consistently non‐increasing expected number of tests pp. 64-78

Irad Ben‐Gal and Chavazelet Trister

Discussion of ‘Parallel construction of decision trees with consistently non‐increasing expected number of tests’ pp. 79-80

Servane Gey and Jean‐Michel Poggi

Rejoinder to ‘Parallel construction of decision trees with consistently non‐increasing expected number of tests’ pp. 81-81

Irad Ben‐Gal

(sfi)2 Statistics for Innovation – The experience of the Oslo centre in industrial statistics pp. 82-93

Arnoldo Frigessi, Lars Holden and André Teigland

Discussion of ‘(sfi)2 Statistics for Innovation –The experience of the Oslo centre in industrial statistics’ pp. 94-95

David Banks

Rejoinder to ‘(sfi)2 Statistics for Innovation – The experience of the Oslo centre in industrial statistics’ pp. 96-96

Arnoldo Frigessi, Lars Holden and Andre Teigland