Pages that link to "Item:Q69913"

The following pages link to Applied Stochastic Models in Business and Industry (Q69913):

Displaying 50 items.

• Market response models and marketing practice (Q3439783) (← links)
• Lessons from the front line: two key ways in which the internet has changed marketing forever (Q3439784) (← links)
• The effect of survey measurement on respondent behaviour (Q3439785) (← links)
• The value of simple models in new product forecasting and customer‐base analysis (Q3439786) (← links)
• The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
• Random-coefficients hidden-Markov Poisson regression models for inferring a competitor's promotion strategy (Q3505193) (← links)
• Probabilistic models for medical insurance claims (Q3505194) (← links)
• Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196) (← links)
• Monitoring process for attributes with quality deterioration and diagnosis errors (Q3505198) (← links)
• Preventive maintenance for inspected systems with additive subexponential shock magnitudes (Q3505199) (← links)
• Improved maximum-likelihood estimation for the common shape parameter of several Weibull populations (Q3505200) (← links)
• Negative binomial version of the Lee–Carter model for mortality forecasting (Q3505201) (← links)
• Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
• A semi-Markov model of disease recurrence in insured dogs (Q3505204) (← links)
• The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205) (← links)
• Exercising flexible load contracts: Two simple strategies (Q3552616) (← links)
• Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617) (← links)
• The speed of adjustment of financial ratios: A hierarchical Bayesian approach using mixtures (Q3552619) (← links)
• Modelling a general standby system and evaluation of its performance (Q3552620) (← links)
• Consistency of kernel-based quantile regression (Q3552621) (← links)
• Random walk search procedures for reliability optimization of systems with fault tolerance (Q3552622) (← links)
• An optimization problem of manufacturing systems with stochastic machine breakdown and rework process (Q3552623) (← links)
• Optimal replacement policy for obsolete components with general failure rates (Q3552624) (← links)
• Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626) (← links)
• Stochastic models for air cargo terminal manpower supply planning in long-term operations (Q3552627) (← links)
• The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
• Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630) (← links)
• Coordination of staffing and pricing decisions in a service firm (Q3552631) (← links)
• Optimal admission and pricing control problems in service industries with multiple servers and sideline profit (Q3552633) (← links)
• Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
• Factors' correlation in the Heath-Jarrow-Morton interest rate model (Q3552635) (← links)
• Advancing public sector performance analysis (Q3552637) (← links)
• Quantile regression for binary performance indicators (Q3552639) (← links)
• On the use of archetypes as benchmarks (Q3552640) (← links)
• REBUS‐PLS: A response‐based procedure for detecting unit segments in PLS path modelling (Q3552641) (← links)
• Using the Rasch model to assess a university service on the basis of student opinions (Q3552643) (← links)
• On estimating the conditional expected shortfall (Q3552644) (← links)
• Shadow price of capital and the Furubotn–Pejovich effect: Some empirical evidence for Italian wine cooperatives (Q3552645) (← links)
• Bayesian parameter inference for models of the Black and Scholes type (Q3552646) (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) (← links)
• Some stochastic comparisons of conditional coherent systems (Q3552649) (← links)
• PLS: A versatile tool for industrial process improvement and optimization (Q3552653) (← links)
• Gaussian copula under multiscale volatility (Q3552654) (← links)
• Total duration of negative surplus for the dual model (Q3552655) (← links)
• A periodical replacement model based on cumulative repair-cost limit (Q3607866) (← links)
• Medium-term horizon volatility forecasting: A comparative study (Q3607868) (← links)
• A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
• One-way analysis of variance with long memory errors and its application to stock return data (Q3607870) (← links)
• Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
• Estimation and econometric tests under price and output uncertainties (Q3607872) (← links)