Aggoun Lakhdar

Lakhdar Aggoun

Information about the author Lakhdar Aggoun will soon be added to the site.
Found 7 papers in total
Recursive smoothers for hidden discrete-time Markov chains
Recursive smoothers for hidden discrete-time Markov chains
2005
We consider a discrete-time Markov chain observed through another Markov chain. The...
Recursive estimation of the claim rates and sizes in an insurance model
Recursive estimation of the claim rates and sizes in an insurance model
2004
It is a common fact that for most classes of general insurance, many possible sources...
Parameter tracking for an inventory model
Parameter tracking for an inventory model
2003
This article is an application of Hidden Markov models techniques to partially...
On a stochastic inventory model with deterioration and stock-dependent demand items
On a stochastic inventory model with deterioration and stock-dependent demand items
2002
In this article, we propose a new continuous-time stochastic inventory model with...
Filtering and predicting the cost of hidden perished items in an inventory model
Filtering and predicting the cost of hidden perished items in an inventory model
2002
This paper is concerned with a discrete time, discrete state inventory model for items...
A stochastic inventory model with stock dependent demand items
A stochastic inventory model with stock dependent demand items
2001
In this paper, we propose a new continuous time stochastic inventory model for stock...
A stochastic inventory model with perishable and ageing items
A stochastic inventory model with perishable and ageing items
1999
In this paper, we propose a single-product, discrete time inventory model for...
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