Applied Stochastic Models in Business and Industry
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Published By Wiley (John Wiley & Sons)

1526-4025, 1524-1904
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scholarly journals The Variance Gamma++ process and applications to energy markets

2022 ◽  
Author(s):  
Matteo Gardini ◽  
Piergiacomo Sabino ◽  
Emanuela Sasso
Keyword(s):  
Energy Markets ◽  
Gamma Process ◽  
Variance Gamma ◽  
Variance Gamma Process

Stochastic evolution of distributions and functional Bollinger bands

2022 ◽  
Author(s):  
Guillaume Bernis ◽  
Nicolas Brunel ◽  
Antoine Kornprobst ◽  
Simone Scotti
Keyword(s):  
Stochastic Evolution

Statistical estimation in passenger‐to‐train assignment models based on automated data

2021 ◽  
Author(s):  
Shifeng Xiong ◽  
Chunya Li ◽  
Xuan Sun ◽  
Yong Qin ◽  
Chien‐Fu Jeff Wu
Keyword(s):  
Statistical Estimation ◽  
Assignment Models

scholarly journals Reverse mortgage and risk profile awareness: Proposals for securitization

2021 ◽  
Author(s):  
Emilia Di Lorenzo ◽  
Gabriella Piscopo ◽  
Marilena Sibillo ◽  
Roberto Tizzano
Keyword(s):  
Risk Profile ◽  
Reverse Mortgage

Maximizing with‐profit pensions without guarantees

2021 ◽  
Author(s):  
M. Carmen Boado‐Penas ◽  
Julia Eisenberg ◽  
Paul Krühner

Hedging and utility valuation of a defaultable claim driven by Hawkes processes

2021 ◽  
Author(s):  
Puneet Pasricha ◽  
Dharmaraja Selvamuthu ◽  
Paola Tardelli
Keyword(s):  
Hawkes Processes

Balancing load and performance for different failure models

2021 ◽  
Author(s):  
Maxim Finkelstein ◽  
Ji Hwan Cha ◽  
Niladri Chackraborty
Keyword(s):  
Failure Models ◽  
And Performance

One‐ and two‐sided monitoring schemes for BINARCH(1) processes

2021 ◽  
Author(s):  
Maria Anastasopoulou ◽  
Athanasios C. Rakitzis
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