Grömping, Ulrike; Landau, Sabine Do not adjust coefficients in Shapley value regression. (English) Zbl 1223.62118 Appl. Stoch. Models Bus. Ind. 26, No. 2, 194-202 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 62J05 65C60 PDFBibTeX XMLCite \textit{U. Grömping} and \textit{S. Landau}, Appl. Stoch. Models Bus. Ind. 26, No. 2, 194--202 (2010; Zbl 1223.62118) Full Text: DOI
Abanto-Valle, Carlos A.; Migon, Helio S.; Lopes, Hedibert F. Bayesian modeling of financial returns: a relationship between volatility and trading volume. (English) Zbl 1224.91179 Appl. Stoch. Models Bus. Ind. 26, No. 2, 172-193 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G60 65C05 65C40 91G70 PDFBibTeX XMLCite \textit{C. A. Abanto-Valle} et al., Appl. Stoch. Models Bus. Ind. 26, No. 2, 172--193 (2010; Zbl 1224.91179) Full Text: DOI
He, Zhen; Wang, Jing; Oh, Jinho; Park, Sung H. Robust optimization for multiple responses using response surface methodology. (English) Zbl 1224.62025 Appl. Stoch. Models Bus. Ind. 26, No. 2, 157-171 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 62K20 62K25 PDFBibTeX XMLCite \textit{Z. He} et al., Appl. Stoch. Models Bus. Ind. 26, No. 2, 157--171 (2010; Zbl 1224.62025) Full Text: DOI
Chen, Ping; Wang, Jinde Application in stochastic volatility models of nonlinear regression with stochastic design. (English) Zbl 1224.91186 Appl. Stoch. Models Bus. Ind. 26, No. 2, 142-156 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G70 62P05 PDFBibTeX XMLCite \textit{P. Chen} and \textit{J. Wang}, Appl. Stoch. Models Bus. Ind. 26, No. 2, 142--156 (2010; Zbl 1224.91186) Full Text: DOI
Chen, Ping; Yang, Hailiang Pension funding problem with regime-switching geometric Brownian motion assets and liabilities. (English) Zbl 1224.91050 Appl. Stoch. Models Bus. Ind. 26, No. 2, 125-141 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91G50 60J70 60H30 91G60 PDFBibTeX XMLCite \textit{P. Chen} and \textit{H. Yang}, Appl. Stoch. Models Bus. Ind. 26, No. 2, 125--141 (2010; Zbl 1224.91050) Full Text: DOI Link
Nkurunziza, Sévérien; Ahmed, S. Ejaz Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes. (English) Zbl 1224.91173 Appl. Stoch. Models Bus. Ind. 26, No. 2, 103-124 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G30 91G70 62M05 PDFBibTeX XMLCite \textit{S. Nkurunziza} and \textit{S. E. Ahmed}, Appl. Stoch. Models Bus. Ind. 26, No. 2, 103--124 (2010; Zbl 1224.91173) Full Text: DOI
Ferland, René; Watier, François Mean-variance efficiency with extended CIR interest rates. (English) Zbl 1224.91136 Appl. Stoch. Models Bus. Ind. 26, No. 1, 71-84 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G10 91G30 PDFBibTeX XMLCite \textit{R. Ferland} and \textit{F. Watier}, Appl. Stoch. Models Bus. Ind. 26, No. 1, 71--84 (2010; Zbl 1224.91136) Full Text: DOI
Costantini, Paola; Linting, Marielle; Porzio, Giovanni C. Mining performance data through nonlinear PCA with optimal scaling. (English) Zbl 1221.62091 Appl. Stoch. Models Bus. Ind. 26, No. 1, 85-101 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 62H25 62-07 62A09 PDFBibTeX XMLCite \textit{P. Costantini} et al., Appl. Stoch. Models Bus. Ind. 26, No. 1, 85--101 (2010; Zbl 1221.62091) Full Text: DOI
Cordeiro, Isabel Maria; Magalhães, Pedro Manuel Sensitivity analysis of the moments of the profit on an income protection policy. (English) Zbl 1224.91053 Appl. Stoch. Models Bus. Ind. 26, No. 1, 50-70 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{I. M. Cordeiro} and \textit{P. M. Magalhães}, Appl. Stoch. Models Bus. Ind. 26, No. 1, 50--70 (2010; Zbl 1224.91053) Full Text: DOI
Chen, Cathy W. S.; Gerlach, Richard H.; Lin, Ann M. H. Falling and explosive, dormant, and rising markets via multi-regime financial time series models. (English) Zbl 1224.91185 Appl. Stoch. Models Bus. Ind. 26, No. 1, 28-49 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G70 91B84 62P05 65C05 65C40 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Appl. Stoch. Models Bus. Ind. 26, No. 1, 28--49 (2010; Zbl 1224.91185) Full Text: DOI
Bagchi, Sugato; Baseman, Roberto J.; Davenport, Andrew; Natarajan, Ramesh; Slonim, Noam; Weiss, Sholom Data analytics and stochastic modelling in a semiconductor fab. (English) Zbl 1224.90065 Appl. Stoch. Models Bus. Ind. 26, No. 1, 1-27 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B30 PDFBibTeX XMLCite \textit{S. Bagchi} et al., Appl. Stoch. Models Bus. Ind. 26, No. 1, 1--27 (2010; Zbl 1224.90065) Full Text: DOI
Lazar, Dorina; Denuit, Michel M. A multivariate time series approach to projected life tables. (English) Zbl 1224.91069 Appl. Stoch. Models Bus. Ind. 25, No. 6, 806-823 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{D. Lazar} and \textit{M. M. Denuit}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 806--823 (2009; Zbl 1224.91069) Full Text: DOI
Ausin, M. Concepcion; Wiper, Michael P.; Lillo, Rosa E. Bayesian estimation of finite time ruin probabilities. (English) Zbl 1224.91042 Appl. Stoch. Models Bus. Ind. 25, No. 6, 787-805 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62F15 62P05 PDFBibTeX XMLCite \textit{M. C. Ausin} et al., Appl. Stoch. Models Bus. Ind. 25, No. 6, 787--805 (2009; Zbl 1224.91042) Full Text: DOI
Ross, Andrew M. Distribution sensitivity in highway flow model. (English) Zbl 1224.60239 Appl. Stoch. Models Bus. Ind. 25, No. 6, 769-786 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 60K25 PDFBibTeX XMLCite \textit{A. M. Ross}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 769--786 (2009; Zbl 1224.60239) Full Text: DOI
Ozmutlu, Huseyin C. Markovian analysis for automatic new topic identification in search engine transaction logs. (English) Zbl 1224.62033 Appl. Stoch. Models Bus. Ind. 25, No. 6, 737-768 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M05 60J20 68P10 68T05 PDFBibTeX XMLCite \textit{H. C. Ozmutlu}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 737--768 (2009; Zbl 1224.62033) Full Text: DOI
González, Isabel; Sánchez, Ismael On-line evaluation of the stability of an inspection process. (English) Zbl 1224.90052 Appl. Stoch. Models Bus. Ind. 25, No. 6, 719-736 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 62P30 PDFBibTeX XMLCite \textit{I. González} and \textit{I. Sánchez}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 719--736 (2009; Zbl 1224.90052) Full Text: DOI
Li, Ming-Yuan Leon The dynamics of the relationship between spot and futures markets under high and low variance regimes. (English) Zbl 1224.91159 Appl. Stoch. Models Bus. Ind. 25, No. 6, 696-718 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G20 91G70 PDFBibTeX XMLCite \textit{M.-Y. L. Li}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 696--718 (2009; Zbl 1224.91159) Full Text: DOI
Yang, Hu; Zhang, Zhimin On a class of renewal risk model with random income. (English) Zbl 1224.91097 Appl. Stoch. Models Bus. Ind. 25, No. 6, 678-695 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{H. Yang} and \textit{Z. Zhang}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 678--695 (2009; Zbl 1224.91097) Full Text: DOI
Finkelstein, Maxim Understanding the shape of the mixture failure rate (with engineering and demographic applications). (English) Zbl 1224.62111 Appl. Stoch. Models Bus. Ind. 25, No. 6, 643-663 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62N05 90B25 PDFBibTeX XMLCite \textit{M. Finkelstein}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 643--663 (2009; Zbl 1224.62111) Full Text: DOI
Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia Uncertainty of the claims development result in the chain ladder method. (English) Zbl 1224.91096 Scand. Actuar. J. 2009, No. 1, 63-84 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{M. V. Wüthrich} et al., Scand. Actuar. J. 2009, No. 1, 63--84 (2009; Zbl 1224.91096) Full Text: DOI
Flores, Claudia Management of catastrophic risks considering the existence of early warning systems. (English) Zbl 1224.91058 Scand. Actuar. J. 2009, No. 1, 38-62 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 62P05 91G50 90C15 PDFBibTeX XMLCite \textit{C. Flores}, Scand. Actuar. J. 2009, No. 1, 38--62 (2009; Zbl 1224.91058) Full Text: DOI
Ramsay, Colin M. The distribution of compound sums of Pareto distributed losses. (English) Zbl 1224.91083 Scand. Actuar. J. 2009, No. 1, 27-37 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62E10 60E05 PDFBibTeX XMLCite \textit{C. M. Ramsay}, Scand. Actuar. J. 2009, No. 1, 27--37 (2009; Zbl 1224.91083) Full Text: DOI
Delong, Lukasz Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process. (English) Zbl 1224.91055 Scand. Actuar. J. 2009, No. 1, 1-26 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91B25 93E20 PDFBibTeX XMLCite \textit{L. Delong}, Scand. Actuar. J. 2009, No. 1, 1--26 (2009; Zbl 1224.91055) Full Text: DOI
Li, Xiaohu; Zhang, Zhengcheng; Wu, Yudan Some new results involving general standby systems. (English) Zbl 1224.90056 Appl. Stoch. Models Bus. Ind. 25, No. 5, 632-642 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 PDFBibTeX XMLCite \textit{X. Li} et al., Appl. Stoch. Models Bus. Ind. 25, No. 5, 632--642 (2009; Zbl 1224.90056) Full Text: DOI
Ding, Yi; Lisnianski, Anatoly; Frenkel, Ilia; Khvatskin, Lev Optimal corrective maintenance contract planning for aging multi-state system. (English) Zbl 1224.90051 Appl. Stoch. Models Bus. Ind. 25, No. 5, 612-631 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 PDFBibTeX XMLCite \textit{Y. Ding} et al., Appl. Stoch. Models Bus. Ind. 25, No. 5, 612--631 (2009; Zbl 1224.90051) Full Text: DOI
Zappa, D.; Deldossi, L. Misclassification rates, critical values and size of the design in measurement systems capability studies. (English) Zbl 1224.62157 Appl. Stoch. Models Bus. Ind. 25, No. 5, 601-611 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62H30 PDFBibTeX XMLCite \textit{D. Zappa} and \textit{L. Deldossi}, Appl. Stoch. Models Bus. Ind. 25, No. 5, 601--611 (2009; Zbl 1224.62157) Full Text: DOI
Zagoraiou, Maroussa; Baldi Antognini, Alessandro Optimal design for parameter estimation of the Ornstein-Uhlenbeck process. (English) Zbl 1224.62036 Appl. Stoch. Models Bus. Ind. 25, No. 5, 583-600 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M05 62K05 PDFBibTeX XMLCite \textit{M. Zagoraiou} and \textit{A. Baldi Antognini}, Appl. Stoch. Models Bus. Ind. 25, No. 5, 583--600 (2009; Zbl 1224.62036) Full Text: DOI
Zhang, Di; Melnik, Roderick V. N. First passage time for multivariate jump-diffusion processes in finance and other areas of applications. (English) Zbl 1224.91176 Appl. Stoch. Models Bus. Ind. 25, No. 5, 565-582 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G40 91G60 65C05 PDFBibTeX XMLCite \textit{D. Zhang} and \textit{R. V. N. Melnik}, Appl. Stoch. Models Bus. Ind. 25, No. 5, 565--582 (2009; Zbl 1224.91176) Full Text: DOI
Weiß, Christian H. Controlling jumps in correlated processes of Poisson counts. (English) Zbl 1224.62156 Appl. Stoch. Models Bus. Ind. 25, No. 5, 550-564 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 60J20 62P05 PDFBibTeX XMLCite \textit{C. H. Weiß}, Appl. Stoch. Models Bus. Ind. 25, No. 5, 550--564 (2009; Zbl 1224.62156)
Hwang, Ruey-Ching; Cheng, K. F.; Lee, Cheng-Few On multi-class prediction of issuer credit ratings. (English) Zbl 1224.91174 Appl. Stoch. Models Bus. Ind. 25, No. 5, 535-550 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G40 91G70 62P05 PDFBibTeX XMLCite \textit{R.-C. Hwang} et al., Appl. Stoch. Models Bus. Ind. 25, No. 5, 535--550 (2009; Zbl 1224.91174) Full Text: DOI
Hoerl, Roger W.; Snee, Roland D. Post-financial meltdown: what do the services industries need from us now? (English) Zbl 1224.62152 Appl. Stoch. Models Bus. Ind. 25, No. 5, 509-521 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 PDFBibTeX XMLCite \textit{R. W. Hoerl} and \textit{R. D. Snee}, Appl. Stoch. Models Bus. Ind. 25, No. 5, 509--521 (2009; Zbl 1224.62152) Full Text: DOI
Tanco, Martín; Viles, Elisabeth; Ilzarbe, Laura; Alvarez, María Jesus Implementation of design of experiments projects in industry. (English) Zbl 1224.62154 Appl. Stoch. Models Bus. Ind. 25, No. 4, 478-505 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62K99 PDFBibTeX XMLCite \textit{M. Tanco} et al., Appl. Stoch. Models Bus. Ind. 25, No. 4, 478--505 (2009; Zbl 1224.62154) Full Text: DOI
Lahiri, Partha; Li, Huilin An adaptive hierarchical Bayes quality measurement plan. (English) Zbl 1222.62038 Appl. Stoch. Models Bus. Ind. 25, No. 4, 468-477 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62F15 62F40 65C05 PDFBibTeX XMLCite \textit{P. Lahiri} and \textit{H. Li}, Appl. Stoch. Models Bus. Ind. 25, No. 4, 468--477 (2009; Zbl 1222.62038) Full Text: DOI
Kettering, Jon R. A patent analysis of cluster analysis. (English) Zbl 1223.62103 Appl. Stoch. Models Bus. Ind. 25, No. 4, 460-467 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62H30 62P99 PDFBibTeX XMLCite \textit{J. R. Kettering}, Appl. Stoch. Models Bus. Ind. 25, No. 4, 460--467 (2009; Zbl 1223.62103) Full Text: DOI
Li, Jun; Jeske, Daniel R. Maximum likelihood estimators of clock offset and skew under exponential delays. (English) Zbl 1222.62025 Appl. Stoch. Models Bus. Ind. 25, No. 4, 445-459 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62F10 62P99 PDFBibTeX XMLCite \textit{J. Li} and \textit{D. R. Jeske}, Appl. Stoch. Models Bus. Ind. 25, No. 4, 445--459 (2009; Zbl 1222.62025) Full Text: DOI
Conradie, W. J.; de Wet, T.; Jankowitz, M. D. Performance of nonlinear smoothers in signal recovery. (English) Zbl 1224.62098 Appl. Stoch. Models Bus. Ind. 25, No. 4, 425-444 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M99 94A12 PDFBibTeX XMLCite \textit{W. J. Conradie} et al., Appl. Stoch. Models Bus. Ind. 25, No. 4, 425--444 (2009; Zbl 1224.62098) Full Text: DOI
Li, Jinzhu; Wu, Rong Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. (English) Zbl 1224.91140 Appl. Stoch. Models Bus. Ind. 25, No. 3, 407-420 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G10 93E20 49L20 PDFBibTeX XMLCite \textit{J. Li} and \textit{R. Wu}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 407--420 (2009; Zbl 1224.91140) Full Text: DOI
Gutiérrez, R.; Gutiérrez-Sánchez, R.; Nafidi, A. Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: the case of Spain. (English) Zbl 1224.62150 Appl. Stoch. Models Bus. Ind. 25, No. 3, 385-405 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 60J70 PDFBibTeX XMLCite \textit{R. Gutiérrez} et al., Appl. Stoch. Models Bus. Ind. 25, No. 3, 385--405 (2009; Zbl 1224.62150) Full Text: DOI
Chan, Wai-Sum; Zhang, Li-Xin; Cheung, Siu Hung Temporal aggregation of Markov-switching financial return models. (English) Zbl 1224.91049 Appl. Stoch. Models Bus. Ind. 25, No. 3, 359-383 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91G40 62M10 PDFBibTeX XMLCite \textit{W.-S. Chan} et al., Appl. Stoch. Models Bus. Ind. 25, No. 3, 359--383 (2009; Zbl 1224.91049) Full Text: DOI
Wang, Chunwei; Yin, Chuancun Dividend payments in the classical risk model under absolute ruin with debit interest. (English) Zbl 1224.91090 Appl. Stoch. Models Bus. Ind. 25, No. 3, 247-262 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{C. Wang} and \textit{C. Yin}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 247--262 (2009; Zbl 1224.91090) Full Text: DOI
Arias-Nicolás, José Pablo; Belzunce, Félix; Núñcez-Barrera, Olga; Suárez-Llorens, Alfonso A multivariate IFR notion based on the multivariate dispersive ordering. (English) Zbl 1224.90048 Appl. Stoch. Models Bus. Ind. 25, No. 3, 339-358 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 62N05 62H20 62G30 PDFBibTeX XMLCite \textit{J. P. Arias-Nicolás} et al., Appl. Stoch. Models Bus. Ind. 25, No. 3, 339--358 (2009; Zbl 1224.90048) Full Text: DOI
Navarro, Jorge; Guillamón, Antonio; Ruiz, María del Carmen Generalized mixtures in reliability modelling: applications to the construction of bathtub shaped hazard models and the study of systems. (English) Zbl 1224.90060 Appl. Stoch. Models Bus. Ind. 25, No. 3, 323-337 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 62N05 PDFBibTeX XMLCite \textit{J. Navarro} et al., Appl. Stoch. Models Bus. Ind. 25, No. 3, 323--337 (2009; Zbl 1224.90060) Full Text: DOI
Leipus, Remigijus; Šiaulys, Jonas Asymptotic behaviour of the finite-time ruin probability in renewal risk models. (English) Zbl 1224.91070 Appl. Stoch. Models Bus. Ind. 25, No. 3, 309-321 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K20 PDFBibTeX XMLCite \textit{R. Leipus} and \textit{J. Šiaulys}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 309--321 (2009; Zbl 1224.91070) Full Text: DOI
Gzyl, Henryk; Molina, German; ter Horst, Enrique Assessment and propagation of input uncertainty in tree-based option pricing models. (English) Zbl 1224.91154 Appl. Stoch. Models Bus. Ind. 25, No. 3, 275-308 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G20 91G70 62F15 PDFBibTeX XMLCite \textit{H. Gzyl} et al., Appl. Stoch. Models Bus. Ind. 25, No. 3, 275--308 (2009; Zbl 1224.91154) Full Text: DOI arXiv
Chung, Shu-Hsing; Yang, Yi-Shu A scenario-based stochastic programming model for the control or dummy wafers downgrading problem. (English) Zbl 1224.90128 Appl. Stoch. Models Bus. Ind. 25, No. 3, 263-274 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90C15 PDFBibTeX XMLCite \textit{S.-H. Chung} and \textit{Y.-S. Yang}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 263--274 (2009; Zbl 1224.90128) Full Text: DOI
Ando, Tomohiro; Tsay, Ruey S. Model selection for generalized linear models with factor-augmented predictors. (English) Zbl 1223.62129 Appl. Stoch. Models Bus. Ind. 25, No. 3, 207-235 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62J12 62H25 62B10 65C60 PDFBibTeX XMLCite \textit{T. Ando} and \textit{R. S. Tsay}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 207--235 (2009; Zbl 1223.62129) Full Text: DOI
Carfagna, Elisabetta; Marzialetti, Johnny Sequential design in quality control and validation of land cover databases. (English) Zbl 1224.62028 Appl. Stoch. Models Bus. Ind. 25, No. 2, 195-205 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62L05 62P12 PDFBibTeX XMLCite \textit{E. Carfagna} and \textit{J. Marzialetti}, Appl. Stoch. Models Bus. Ind. 25, No. 2, 195--205 (2009; Zbl 1224.62028) Full Text: DOI
Xu, Xiaojian Robust designs for misspecified exponential regression models. (English) Zbl 1224.62026 Appl. Stoch. Models Bus. Ind. 25, No. 2, 179-193 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62K25 62J02 62K05 PDFBibTeX XMLCite \textit{X. Xu}, Appl. Stoch. Models Bus. Ind. 25, No. 2, 179--193 (2009; Zbl 1224.62026) Full Text: DOI
Müller, Werner; Stehlík, Milan Issues in the optimal design of computer simulation experiments. (English) Zbl 1224.62020 Appl. Stoch. Models Bus. Ind. 25, No. 2, 163-177 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62K05 68U20 62M99 PDFBibTeX XMLCite \textit{W. Müller} and \textit{M. Stehlík}, Appl. Stoch. Models Bus. Ind. 25, No. 2, 163--177 (2009; Zbl 1224.62020) Full Text: DOI
Alvarez, M. J.; Gil-Negrete, N.; Ilzarbe, L.; Tanco, M.; Viles, E.; Asensio, A. A computer experiment application to the design and optimization of a capacitive accelerometer. (English) Zbl 1224.62146 Appl. Stoch. Models Bus. Ind. 25, No. 2, 151-162 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 PDFBibTeX XMLCite \textit{M. J. Alvarez} et al., Appl. Stoch. Models Bus. Ind. 25, No. 2, 151--162 (2009; Zbl 1224.62146) Full Text: DOI
Pedone, P.; Vicario, G.; Romano, D. Kriging-based sequential inspection plans for coordinate measuring machine. (English) Zbl 1224.62153 Appl. Stoch. Models Bus. Ind. 25, No. 2, 133-149 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62L05 PDFBibTeX XMLCite \textit{P. Pedone} et al., Appl. Stoch. Models Bus. Ind. 25, No. 2, 133--149 (2009; Zbl 1224.62153) Full Text: DOI
Ginsbourger, David; Dupuy, Delphine; Badea, Anca; Carraro, Laurent; Roustant, Olivier A note on the choice and the estimation of kriging models for the analysis of deterministic computer experiments. (English) Zbl 1224.62149 Appl. Stoch. Models Bus. Ind. 25, No. 2, 115-131 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 65C60 62P99 65C20 PDFBibTeX XMLCite \textit{D. Ginsbourger} et al., Appl. Stoch. Models Bus. Ind. 25, No. 2, 115--131 (2009; Zbl 1224.62149) Full Text: DOI HAL
Helbert, C.; Dupuy, D.; Carraro, L. Assessment of uncertainty in computer experiments from universal to Bayesian kriging. (English) Zbl 1224.62094 Appl. Stoch. Models Bus. Ind. 25, No. 2, 99-113 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M40 62F15 62M30 PDFBibTeX XMLCite \textit{C. Helbert} et al., Appl. Stoch. Models Bus. Ind. 25, No. 2, 99--113 (2009; Zbl 1224.62094) Full Text: DOI
Yuen, Kam C.; Lu, Yuhua; Wu, Rong The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. (English) Zbl 1224.91100 Appl. Stoch. Models Bus. Ind. 25, No. 1, 73-93 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 60J70 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Appl. Stoch. Models Bus. Ind. 25, No. 1, 73--93 (2009; Zbl 1224.91100) Full Text: DOI
Taufer, Emanuele; Bose, Sudip; Tagliani, Aldo Optimal predictive densities and fractional moments. (English) Zbl 1221.62060 Appl. Stoch. Models Bus. Ind. 25, No. 1, 57-71 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62G07 62B10 91B82 PDFBibTeX XMLCite \textit{E. Taufer} et al., Appl. Stoch. Models Bus. Ind. 25, No. 1, 57--71 (2009; Zbl 1221.62060) Full Text: DOI
Wang, Xikui; Yi, Yanqing An optimal investment and consumption model with stochastic returns. (English) Zbl 1224.91144 Appl. Stoch. Models Bus. Ind. 25, No. 1, 45-55 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G10 90C40 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Yi}, Appl. Stoch. Models Bus. Ind. 25, No. 1, 45--55 (2009; Zbl 1224.91144) Full Text: DOI
Lin, Xiang Ruin theory for classical risk process that is perturbed by diffusion with risky investments. (English) Zbl 1224.91072 Appl. Stoch. Models Bus. Ind. 25, No. 1, 33-44 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 60J70 PDFBibTeX XMLCite \textit{X. Lin}, Appl. Stoch. Models Bus. Ind. 25, No. 1, 33--44 (2009; Zbl 1224.91072) Full Text: DOI
Fisher, N. I.; Nair, V. N. Quality management and quality practice: perspectives on their history and their future. (English) Zbl 1224.62148 Appl. Stoch. Models Bus. Ind. 25, No. 1, 1-28 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62-03 01A60 PDFBibTeX XMLCite \textit{N. I. Fisher} and \textit{V. N. Nair}, Appl. Stoch. Models Bus. Ind. 25, No. 1, 1--28 (2009; Zbl 1224.62148) Full Text: DOI Link
Zinchenko, Nadiia; Andrusiv, Andrii Risk process with stochastic premiums. (English) Zbl 1224.91102 Theory Stoch. Process. 14, No. 3-4, 189-208 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60F17 60F15 60G52 60G50 PDFBibTeX XMLCite \textit{N. Zinchenko} and \textit{A. Andrusiv}, Theory Stoch. Process. 14, No. 3--4, 189--208 (2008; Zbl 1224.91102)
Yakovenko, Tetyana; Yamnenko, Rostyslav Generalized fractional Brownian motion in Orlicz spaces. (English) Zbl 1224.60081 Theory Stoch. Process. 14, No. 3-4, 174-188 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G22 60B11 46N30 PDFBibTeX XMLCite \textit{T. Yakovenko} and \textit{R. Yamnenko}, Theory Stoch. Process. 14, No. 3--4, 174--188 (2008; Zbl 1224.60081)
Soloveiko, Olena; Shevchenko, Georgiy On the rate of convergence of barrier option prices in binomial market to those in continuous time market. (English) Zbl 1224.91163 Theory Stoch. Process. 14, No. 3-4, 165-173 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G20 91B25 60G50 60F05 PDFBibTeX XMLCite \textit{O. Soloveiko} and \textit{G. Shevchenko}, Theory Stoch. Process. 14, No. 3--4, 165--173 (2008; Zbl 1224.91163)
Silvestrov, Dmitrii Nonlinearly perturbed stochastic processes. (English) Zbl 1224.60001 Theory Stoch. Process. 14, No. 3-4, 129-164 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60-02 60Gxx 60K05 60K15 60K10 60K20 60K25 PDFBibTeX XMLCite \textit{D. Silvestrov}, Theory Stoch. Process. 14, No. 3--4, 129--164 (2008; Zbl 1224.60001)
Pupashenko, Mykhailo; Kukush, Alexander Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process. (English) Zbl 1224.62127 Theory Stoch. Process. 14, No. 3-4, 114-128 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P05 60G40 91G70 91B25 65C50 PDFBibTeX XMLCite \textit{M. Pupashenko} and \textit{A. Kukush}, Theory Stoch. Process. 14, No. 3--4, 114--128 (2008; Zbl 1224.62127)
Ponomarenko, Oleksander; Perun, Yuriy Multivariate random fields on some homogeneous spaces. (English) Zbl 1224.60073 Theory Stoch. Process. 14, No. 3-4, 104-113 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G10 60G57 PDFBibTeX XMLCite \textit{O. Ponomarenko} and \textit{Y. Perun}, Theory Stoch. Process. 14, No. 3--4, 104--113 (2008; Zbl 1224.60073)
Moklyachuk, Mikhail; Masyutka, Aleksandr Minimax prediction problem for multidimensional stationary stochastic sequences. (English) Zbl 1224.62085 Theory Stoch. Process. 14, No. 3-4, 89-103 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M20 60G10 60G35 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 14, No. 3--4, 89--103 (2008; Zbl 1224.62085)
Mishura, Yuliya; Posashkova, Svitlana Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. (English) Zbl 1224.60146 Theory Stoch. Process. 14, No. 3-4, 77-88 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 91G80 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{S. Posashkova}, Theory Stoch. Process. 14, No. 3--4, 77--88 (2008; Zbl 1224.60146)
Koroliuk, Volodymyr S. Storage processes in Poisson approximation scheme. (English) Zbl 1224.60097 Theory Stoch. Process. 14, No. 3-4, 67-76 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G50 60K15 60K37 PDFBibTeX XMLCite \textit{V. S. Koroliuk}, Theory Stoch. Process. 14, No. 3--4, 67--76 (2008; Zbl 1224.60097)
Kamenschykova, Olexandra Approximation of random processes by cubic splines. (English) Zbl 1224.65016 Theory Stoch. Process. 14, No. 3-4, 53-66 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 65C50 65D07 60G07 PDFBibTeX XMLCite \textit{O. Kamenschykova}, Theory Stoch. Process. 14, No. 3--4, 53--66 (2008; Zbl 1224.65016)
Chernecky, Vasily Exact non-ruin probabilities in arithmetic case. (English) Zbl 1224.91052 Theory Stoch. Process. 14, No. 3-4, 39-52 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K05 60G10 PDFBibTeX XMLCite \textit{V. Chernecky}, Theory Stoch. Process. 14, No. 3--4, 39--52 (2008; Zbl 1224.91052)
Bratyk, Mykhaylo; Mishura, Yuliya The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. (English) Zbl 1224.91190 Theory Stoch. Process. 14, No. 3-4, 27-38 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G80 91G20 60G22 60J70 PDFBibTeX XMLCite \textit{M. Bratyk} and \textit{Y. Mishura}, Theory Stoch. Process. 14, No. 3--4, 27--38 (2008; Zbl 1224.91190)
Borysenko, Oleksandr D.; Borysenko, Olga V. Limit behaviour of non-autonomous random oscillating system of third order under random periodic external disturbances in resonance case. (English) Zbl 1224.60130 Theory Stoch. Process. 14, No. 3-4, 17-26 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 PDFBibTeX XMLCite \textit{O. D. Borysenko} and \textit{O. V. Borysenko}, Theory Stoch. Process. 14, No. 3--4, 17--26 (2008; Zbl 1224.60130)
Banna, Oksana L.; Mishura, Yuliya S. Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. (English) Zbl 1224.60074 Theory Stoch. Process. 14, No. 3-4, 1-16 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G15 60H05 PDFBibTeX XMLCite \textit{O. L. Banna} and \textit{Y. S. Mishura}, Theory Stoch. Process. 14, No. 3--4, 1--16 (2008; Zbl 1224.60074)
Mäkinen, Mika Reference mortality K2004 of personal life insurance policies in Finland. (English) Zbl 1224.91076 Scand. Actuar. J. 2008, No. 2-3, 174-183 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Mäkinen}, Scand. Actuar. J. 2008, No. 2--3, 174--183 (2008; Zbl 1224.91076) Full Text: DOI
Jarner, Søren Fiig; Kryger, Esben Masotti; Dengsøe, Chresten The evolution of death rates and life expectancy in Denmark. (English) Zbl 1224.91064 Scand. Actuar. J. 2008, No. 2-3, 147-173 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{S. F. Jarner} et al., Scand. Actuar. J. 2008, No. 2--3, 147--173 (2008; Zbl 1224.91064) Full Text: DOI
Dahl, Mikkel; Melchior, Martin; Møller, Thomas On systematic mortality risk and risk-minimization with survivor swaps. (English) Zbl 1224.91054 Scand. Actuar. J. 2008, No. 2-3, 114-146 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{M. Dahl} et al., Scand. Actuar. J. 2008, No. 2--3, 114--146 (2008; Zbl 1224.91054) Full Text: DOI
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin Modeling and management of mortality risk: a review. (English) Zbl 1224.91048 Scand. Actuar. J. 2008, No. 2-3, 79-113 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91B70 91G20 PDFBibTeX XMLCite \textit{A. J. G. Cairns} et al., Scand. Actuar. J. 2008, No. 2--3, 79--113 (2008; Zbl 1224.91048) Full Text: DOI
Song, Min; Wu, Rong; Zhang, Xin Total duration of negative surplus for the dual model. (English) Zbl 1199.91099 Appl. Stoch. Models Bus. Ind. 24, No. 6, 591-600 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{M. Song} et al., Appl. Stoch. Models Bus. Ind. 24, No. 6, 591--600 (2008; Zbl 1199.91099) Full Text: DOI
Xu, Yongqing; Song, Liping Gaussian copula under multiscale volatility. (English) Zbl 1194.91205 Appl. Stoch. Models Bus. Ind. 24, No. 6, 569-589 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G70 62H05 62H20 60J60 62P05 PDFBibTeX XMLCite \textit{Y. Xu} and \textit{L. Song}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 569--589 (2008; Zbl 1194.91205) Full Text: DOI
Ferrer, Alberto; Aguado, Daniel; Vidal-Puig, Santiago; Prats, José Manuel; Zarzo, Manuel PLS: A versatile tool for industrial process improvement and optimization. (English) Zbl 1199.62072 Appl. Stoch. Models Bus. Ind. 24, No. 6, 551-567 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62P12 62H30 PDFBibTeX XMLCite \textit{A. Ferrer} et al., Appl. Stoch. Models Bus. Ind. 24, No. 6, 551--567 (2008; Zbl 1199.62072) Full Text: DOI
Li, Xiaohu; Zhang, Zhengcheng Some stochastic comparisons of the conditional coherent systems. (English) Zbl 1198.62147 Appl. Stoch. Models Bus. Ind. 24, No. 6, 541-549 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62N05 60E15 PDFBibTeX XMLCite \textit{X. Li} and \textit{Z. Zhang}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 541--549 (2008; Zbl 1198.62147) Full Text: DOI
Ladriault, David On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. (English) Zbl 1199.91084 Appl. Stoch. Models Bus. Ind. 24, No. 6, 525-539 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{D. Ladriault}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 525--539 (2008; Zbl 1199.91084) Full Text: DOI
Gzyl, Henryk; ter Horst, Enrique; Malone, Samuel W. Bayesian parameter inference for model of the Black and Scholes type. (English) Zbl 1199.91210 Appl. Stoch. Models Bus. Ind. 24, No. 6, 507-524 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G20 91G70 62F15 PDFBibTeX XMLCite \textit{H. Gzyl} et al., Appl. Stoch. Models Bus. Ind. 24, No. 6, 507--524 (2008; Zbl 1199.91210) Full Text: DOI
Maietta, Ornella Wanda; Sena, Vania Shadow price of capital and the Furubotn-Pejovich effect: Some empirical evidence for Italian wine cooperatives. (English) Zbl 1199.91128 Appl. Stoch. Models Bus. Ind. 24, No. 5, 495-505 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B38 PDFBibTeX XMLCite \textit{O. W. Maietta} and \textit{V. Sena}, Appl. Stoch. Models Bus. Ind. 24, No. 5, 495--505 (2008; Zbl 1199.91128) Full Text: DOI
Peracchi, Franco; Tanase, Andrei V. On estimating the conditional expected shortfall. (English) Zbl 1199.62051 Appl. Stoch. Models Bus. Ind. 24, No. 5, 471-493 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P05 91B30 62G05 65C05 PDFBibTeX XMLCite \textit{F. Peracchi} and \textit{A. V. Tanase}, Appl. Stoch. Models Bus. Ind. 24, No. 5, 471--493 (2008; Zbl 1199.62051) Full Text: DOI Link
Aiello, Fabio; Capursi, Vincenza Using the Rasch model to assess a university service on the basis of student opinions. (English) Zbl 1199.90013 Appl. Stoch. Models Bus. Ind. 24, No. 5, 459-470 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B50 PDFBibTeX XMLCite \textit{F. Aiello} and \textit{V. Capursi}, Appl. Stoch. Models Bus. Ind. 24, No. 5, 459--470 (2008; Zbl 1199.90013) Full Text: DOI
Vinzi, V. Esposito; Trinchera, L.; Squillacciotti, S.; Tenenhaus, M. REBUS-PLS: A response-based procedure for detecting unit segments in PLS path modelling. (English) Zbl 1199.90018 Appl. Stoch. Models Bus. Ind. 24, No. 5, 439-458 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B50 PDFBibTeX XMLCite \textit{V. E. Vinzi} et al., Appl. Stoch. Models Bus. Ind. 24, No. 5, 439--458 (2008; Zbl 1199.90018) Full Text: DOI
Porzio, Giovanni C.; Ragozini, Giancarlo; Vistocco, Domenico On the use of archetypes as benchmarks. (English) Zbl 1199.90016 Appl. Stoch. Models Bus. Ind. 24, No. 5, 419-437 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B50 PDFBibTeX XMLCite \textit{G. C. Porzio} et al., Appl. Stoch. Models Bus. Ind. 24, No. 5, 419--437 (2008; Zbl 1199.90016) Full Text: DOI
Hewson, Paul; Yu, Keming Quantile regression for binary performance indicators. (English) Zbl 1199.90015 Appl. Stoch. Models Bus. Ind. 24, No. 5, 401-418 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B50 PDFBibTeX XMLCite \textit{P. Hewson} and \textit{K. Yu}, Appl. Stoch. Models Bus. Ind. 24, No. 5, 401--418 (2008; Zbl 1199.90015) Full Text: DOI
Heinrich, Carolyn J. Advancing public sector performance analysis. (English) Zbl 1199.90014 Appl. Stoch. Models Bus. Ind. 24, No. 5, 273-389 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B50 PDFBibTeX XMLCite \textit{C. J. Heinrich}, Appl. Stoch. Models Bus. Ind. 24, No. 5, 273--389 (2008; Zbl 1199.90014) Full Text: DOI
Tchuindjo, Leonard Factors’ correlation in the Heath-Jarrow-Morton interest rate model. (English) Zbl 1199.91246 Appl. Stoch. Models Bus. Ind. 24, No. 4, 359-368 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G30 91G20 PDFBibTeX XMLCite \textit{L. Tchuindjo}, Appl. Stoch. Models Bus. Ind. 24, No. 4, 359--368 (2008; Zbl 1199.91246) Full Text: DOI
Zhou, Jinke; Wang, Xiaolu Accurate closed-form approximation for pricing Asian and basket options. (English) Zbl 1199.91240 Appl. Stoch. Models Bus. Ind. 24, No. 4, 343-358 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G20 91G60 91G70 65C20 PDFBibTeX XMLCite \textit{J. Zhou} and \textit{X. Wang}, Appl. Stoch. Models Bus. Ind. 24, No. 4, 343--358 (2008; Zbl 1199.91240) Full Text: DOI
Son, Jae-Dong; Ghamari, Yaghoub Khojasteh Optimal admission and pricing control problems in service industries with multiple servers and sideline profit. (English) Zbl 1199.91058 Appl. Stoch. Models Bus. Ind. 24, No. 4, 325-342 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B24 90B25 PDFBibTeX XMLCite \textit{J.-D. Son} and \textit{Y. K. Ghamari}, Appl. Stoch. Models Bus. Ind. 24, No. 4, 325--342 (2008; Zbl 1199.91058) Full Text: DOI
Serel, Doğan A.; Erel, Erdal Coordination of staffing and pricing decisions in a service firm. (English) Zbl 1199.91057 Appl. Stoch. Models Bus. Ind. 24, No. 4, 307-323 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B24 91B30 60K25 PDFBibTeX XMLCite \textit{D. A. Serel} and \textit{E. Erel}, Appl. Stoch. Models Bus. Ind. 24, No. 4, 307--323 (2008; Zbl 1199.91057) Full Text: DOI Link
De Leonardis, Daniele; Rocci, Roberto Assessing the default risk by means of a discrete-time survival analysis approach. (English) Zbl 1199.91251 Appl. Stoch. Models Bus. Ind. 24, No. 4, 291-306 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G40 91B30 62P05 PDFBibTeX XMLCite \textit{D. De Leonardis} and \textit{R. Rocci}, Appl. Stoch. Models Bus. Ind. 24, No. 4, 291--306 (2008; Zbl 1199.91251) Full Text: DOI
Lindberg, Carl The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity. (English) Zbl 1199.91268 Appl. Stoch. Models Bus. Ind. 24, No. 4, 277-289 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G70 62M05 62F10 62P05 91G80 PDFBibTeX XMLCite \textit{C. Lindberg}, Appl. Stoch. Models Bus. Ind. 24, No. 4, 277--289 (2008; Zbl 1199.91268) Full Text: DOI
Yan, Shangyao; Chen, Chia-Hung; Chen, Miawjane Stochastic models for air cargo terminal manpower supply planning in long-term operations. (English) Zbl 1199.90019 Appl. Stoch. Models Bus. Ind. 24, No. 3, 261-275 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B70 91D35 PDFBibTeX XMLCite \textit{S. Yan} et al., Appl. Stoch. Models Bus. Ind. 24, No. 3, 261--275 (2008; Zbl 1199.90019) Full Text: DOI
Czado, Claudia; Pflüger, Carolin Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. (English) Zbl 1199.91250 Appl. Stoch. Models Bus. Ind. 24, No. 3, 237-259 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G40 91B30 62P05 PDFBibTeX XMLCite \textit{C. Czado} and \textit{C. Pflüger}, Appl. Stoch. Models Bus. Ind. 24, No. 3, 237--259 (2008; Zbl 1199.91250) Full Text: DOI Link
Mercier, Sophie Optimal replacement policy for obsolete components with general failure rates. (English) Zbl 1199.90011 Appl. Stoch. Models Bus. Ind. 24, No. 3, 221-235 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 PDFBibTeX XMLCite \textit{S. Mercier}, Appl. Stoch. Models Bus. Ind. 24, No. 3, 221--235 (2008; Zbl 1199.90011) Full Text: DOI
Chiu, Singa Wang An optimization problem of manufacturing systems with stochastic machine breakdown and rework process. (English) Zbl 1199.90010 Appl. Stoch. Models Bus. Ind. 24, No. 3, 203-219 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 PDFBibTeX XMLCite \textit{S. W. Chiu}, Appl. Stoch. Models Bus. Ind. 24, No. 3, 203--219 (2008; Zbl 1199.90010) Full Text: DOI
Alkhamis, Talal M. Random walk search procedures for reliability optimization of system with fault tolerance. (English) Zbl 1199.90008 Appl. Stoch. Models Bus. Ind. 24, No. 3, 185-201 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 PDFBibTeX XMLCite \textit{T. M. Alkhamis}, Appl. Stoch. Models Bus. Ind. 24, No. 3, 185--201 (2008; Zbl 1199.90008) Full Text: DOI