Journal: Applied Stochastic Models and Data Analysis

Found 8 papers in total
On the optimal ordering policies in maintenance theory – survey and applications
On the optimal ordering policies in maintenance theory – survey and applications
1998,
In this paper, we consider a typical but somewhat generalized order-replacement model...
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs
1998,
In this paper, we present a realistic portfolio optimization problem which takes into...
Stochastic interest rates with actuarial applications
Stochastic interest rates with actuarial applications
1998,
This paper presents recursive double integral equations to obtain the distribution of...
Interaction between asset liability management and risk theory
Interaction between asset liability management and risk theory
1998,
In order to apply the asset liability management (ALM) model of Janssen to insurance...
The steady-state probabilities for regenerative semi-Markov processes with application to prevention and screening
The steady-state probabilities for regenerative semi-Markov processes with application to prevention and screening
1999,
There is a growing interest in planning and implementing broad-scale clinical trials...
Using a continuous-time Markov model with Poisson arrivals to describe the movements of geriatric patients
Using a continuous-time Markov model with Poisson arrivals to describe the movements of geriatric patients
1998,
The population of geriatrics in a given hospital district is relatively stable and...
Determining the effects of observed and unobserved heterogeneity on consumer brand choice
Determining the effects of observed and unobserved heterogeneity on consumer brand choice
1998,
This paper investigates the effects of heterogeneity in consumer choice behaviour....
Quadratic programming for portfolio optimization
Quadratic programming for portfolio optimization
1992,
Portfolio optimization is a procedure for generating a portfolio composition which...
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