Mapping verbal responses to numerical scales in the analytic hierarchy process Fulltext Access 10 Pages 2008
The autocorrelation structure of the Markov-switching asymmetric power GARCH process Fulltext Access 10 Pages 2008
On the expected discounted penalty function for the continuous-time compound binomial risk model Fulltext Access 10 Pages 2008
Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples Fulltext Access 10 Pages 2008
A goodness-of-fit test of the errors in nonlinear autoregressive time series models Fulltext Access 10 Pages 2008
A general method to the strong law of large numbers and its applications Fulltext Access 10 Pages 2008
The general principle for precise large deviations of heavy-tailed random sums Fulltext Access 10 Pages 2008
Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model Fulltext Access 10 Pages 2008
Probabilistic sophistication and stochastic monotonicity in the Savage framework Fulltext Access 10 Pages 2008
Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability Fulltext Access 10 Pages 2008
A minimal repair replacement model with two types of failure and a safety constraint Fulltext Access 10 Pages 2008
Mixture densities for project management activity times: A robust approach to PERT Fulltext Access 10 Pages 2008
Finding discrete global minima with a filled function for integer programming Fulltext Access 10 Pages 2008
“Optimistic” weighted Shapley rules in minimum cost spanning tree problems Fulltext Access 10 Pages 2008
An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk Fulltext Access 10 Pages 2008
Quantifying the error of convex order bounds for truncated first moments Fulltext Access 10 Pages 2008
Markowitz's mean-variance asset-liability management with regime switching: A continuous-time model Fulltext Access 10 Pages 2008
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed Fulltext Access 10 Pages 2008
A sensitivity analysis of typical life insurance contracts with respect to the technical basis Fulltext Access 10 Pages 2008
On the parameterization of the CreditRisk + model for estimating credit portfolio risk Fulltext Access 10 Pages 2008
A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market Fulltext Access 10 Pages 2008
A polynomial birth–death point process approximation to the Bernoulli process Fulltext Access 10 Pages 2008
On the minimization of concave information functionals for unsupervised classification via decision trees Fulltext Access 10 Pages 2008
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes Fulltext Access 10 Pages 2008
A lower bound for the reliability function of multiple failure mode systems Fulltext Access 10 Pages 2008
Choosing an appropriate number of factors in factor analysis with incomplete data Fulltext Access 10 Pages 2008
On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution Fulltext Access 10 Pages 2008
Coverage probability of prediction intervals for discrete random variables Fulltext Access 10 Pages 2008
On the number of principal components: A test of dimensionality based on measurements of similarity between matrices Fulltext Access 10 Pages 2008
The likelihood ratio test for hidden Markov models in two-sample problems Fulltext Access 10 Pages 2008
Interval estimation for a Pareto distribution based on a doubly type II censored sample Fulltext Access 10 Pages 2008
The consistency index in reciprocal matrices: Comparison of deterministic and statistical approaches Fulltext Access 10 Pages 2008
Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness Fulltext Access 10 Pages 2008
Symbolic analysis of indicator time series by quantitative sequence alignment Fulltext Access 10 Pages 2008
Response dimension reduction for the conditional mean in multivariate regression Fulltext Access 10 Pages 2008
A class of discrete distributions arising from difference of two random variables Fulltext Access 10 Pages 2008
Consistent estimation in regression models for the drift function in some continuous time models Fulltext Access 10 Pages 2008
Classification of gene functions using support vector machine for time-course gene expression data Fulltext Access 10 Pages 2008
Improving density forecast by modeling asymmetric features: An application to S&P500 returns Fulltext Access 10 Pages 2008
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach Fulltext Access 10 Pages 2008
On the dual test for SSD efficiency : With an application to momentum investment strategies Fulltext Access 10 Pages 2008
Multi-decisions rating model: Establishing rescue policies for Regional Drinking Water Companies (PDAMs) in Indonesia Fulltext Access 10 Pages 2008
A heuristic for single-warehouse multiretailer supply chains with all-unit transportation cost discounts Fulltext Access 10 Pages 2008
Multi-item single source ordering problem with transportation cost: A Lagrangian decomposition approach Fulltext Access 10 Pages 2008
An anticipative hyperbolic discount utility on intertemporal decision making Fulltext Access 10 Pages 2008
Long-term and penalty contracts in a two-stage supply chain with stochastic demand Fulltext Access 10 Pages 2008
Optimal ordering policy for stock-dependent demand under progressive payment scheme Fulltext Access 10 Pages 2008
Non-separation in the mean–lower-partial-moment portfolio optimization problem Fulltext Access 10 Pages 2008
Testing the random walk hypothesis through robust estimation of correlation Fulltext Access 10 Pages 2008
Parallel machine scheduling with machine availability and eligibility constraints Fulltext Access 10 Pages 2008
Symmetric duality for multiobjective fractional variational problems involving cones Fulltext Access 10 Pages 2008
Non-differentiable symmetric duality for multiobjective programming with cone constraints Fulltext Access 10 Pages 2008
An APPA-based descent method with optimal step-sizes for monotone variational inequalities Fulltext Access 10 Pages 2008
Learning objects and objectives towards automatic learning construction Fulltext Access 10 Pages 2008
Investment volatility: A critique of standard beta estimation and a simple way forward Fulltext Access 10 Pages 2008
Minimizing sum of completion times for batch scheduling of jobs with deteriorating processing times Fulltext Access 10 Pages 2008
Worst-case analysis of the WSPT1 and MWSPT2 rules for single machine scheduling with one planned setup period Fulltext Access 10 Pages 2008
Uncertainty and value of information when allocating resources within and between healthcare programmes Fulltext Access 10 Pages 2008