A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models Fulltext Access 37 Pages 2015
Multilevel cumulative logistic regression model with random effects: Application to British social attitudes panel survey data Fulltext Access 37 Pages 2015
Heuristic approaches for biobjective mixed 0-1 integer linear programming problems Fulltext Access 37 Pages 2015
Serial batching scheduling of deteriorating jobs in a two-stage supply chain to minimize the makespan Fulltext Access 37 Pages 2015
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach Fulltext Access 37 Pages 2015
On degenerate linear stochastic evolution equations driven by jump processes Fulltext Access 37 Pages 2015
Accommodating heterogeneity and nonlinearity in price effects for predicting brand sales and profits Fulltext Access 38 Pages 2015
A comprehensive study of implicator–conjunctor-based and noise-tolerant fuzzy rough sets: Definitions, properties and robustness analysis Fulltext Access 38 Pages 2015
Modeling multi-country mortality dependence and its application in pricing survivor index swaps-A dynamic copula approach Fulltext Access 39 Pages 2015
Nonparametric prediction of stock returns based on yearly data: The long-term view Fulltext Access 39 Pages 2015
Mean field games via controlled martingale problems: Existence of Markovian equilibria Fulltext Access 39 Pages 2015
Generalized higher-level automated innovization with application to inventory management Fulltext Access 39 Pages 2015
Extensive assessment and evaluation methodologies on assistive social robots for modelling human–robot interaction – A review Fulltext Access 40 Pages 2015
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds Fulltext Access 40 Pages 2015
Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk Fulltext Access 41 Pages 2015
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits Fulltext Access 41 Pages 2015
Consistency and asymptotic normality for a nonparametric prediction under measurement errors Fulltext Access 41 Pages 2015
Multivariate time series modeling, estimation and prediction of mortalities Fulltext Access 41 Pages 2015
Time homogeneous diffusion with drift and killing to meet a given marginal Fulltext Access 41 Pages 2015
Dividend policy, managerial ownership and debt financing: A non-parametric perspective Fulltext Access 41 Pages 2015
Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema Fulltext Access 41 Pages 2015
Modeling the dynamics of a multi-product manufacturing system: A real case application Fulltext Access 41 Pages 2015
A simulation model to enable the optimization of ambulance fleet allocation and base station location for increased patient survival Fulltext Access 42 Pages 2015
An eco-evolutionary approach of adaptation and recombination in a large population of varying size Fulltext Access 42 Pages 2015
Particle systems with a singular mean-field self-excitation. Application to neuronal networks Fulltext Access 42 Pages 2015
Channel and pricing decisions in a supply chain with advance selling of gift cards Fulltext Access 42 Pages 2015
Adaptive acceleration coefficients for a new search diversification strategy in particle swarm optimization algorithms Fulltext Access 42 Pages 2015
Improved novel global harmony search with a new relaxation method for reliability optimization problems Fulltext Access 42 Pages 2015
Comparison theorems for some backward stochastic Volterra integral equations Fulltext Access 43 Pages 2015
Revenue management for Cloud computing providers: Decision models for service admission control under non-probabilistic uncertainty Fulltext Access 44 Pages 2015
Fourier transform methods for pathwise covariance estimation in the presence of jumps Fulltext Access 45 Pages 2015
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks Fulltext Access 49 Pages 2015
Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential Fulltext Access 50 Pages 2015
Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals Fulltext Access 50 Pages 2015
A two-step method for mode choice estimation with socioeconomic and spatial information Fulltext Access 55 Pages 2015
Maximal displacement of a branching random walk in time-inhomogeneous environment Fulltext Access 62 Pages 2015
Ranking opportunity sets on the basis of similarities of preferences: A proposal Fulltext Access 4 Pages 2014
A note on: Optimal ordering policy for stock-dependent demand under progressive payment scheme Fulltext Access 4 Pages 2014
Generating random correlation matrices by the simple rejection method: Why it does not work Fulltext Access 4 Pages 2014
Some counterexamples concerning maximal correlation and linear regression Fulltext Access 4 Pages 2014
A note about the identifiability of causal effect estimates in randomized trials with non-compliance Fulltext Access 4 Pages 2014
A note on the Bayesian inference for generalized multivariate gamma distribution Fulltext Access 4 Pages 2014
Simple relation between Bayesian order-restricted and point-null hypothesis tests Fulltext Access 4 Pages 2014
Multi-stage scenario generation by the combined moment matching and scenario reduction method Fulltext Access 4 Pages 2014
Comment on “Fuzzy mathematical programming for multi objective linear fractional programming problem” Fulltext Access 4 Pages 2014
A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements Fulltext Access 4 Pages 2014
A remark on the optimal transport between two probability measures sharing the same copula Fulltext Access 4 Pages 2014
Asymptotic normality for discretely observed Markov jump processes with an absorbing state Fulltext Access 4 Pages 2014
A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution Fulltext Access 4 Pages 2014
A random process related to a random walk on upper triangular matrices over a finite field Fulltext Access 4 Pages 2014
Discussion of “Three-phase optimal design of sensitivity experiments” by Wu and Tian Fulltext Access 4 Pages 2014
Discussion of “Three-phase optimal design of sensitivity experiments” by Wu and Tian Fulltext Access 4 Pages 2014
On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables Fulltext Access 4 Pages 2014
An auction with positive externality and possible application to overtime rules in football, soccer, and chess Fulltext Access 4 Pages 2014
Performance analysis of linear and nonlinear techniques for automatic scaling of discretized control problems Fulltext Access 4 Pages 2014
Using diversification, communication and parallelism to solve mixed-integer linear programs Fulltext Access 4 Pages 2014
Approximation algorithms for the transportation problem with market choice and related models Fulltext Access 4 Pages 2014
A computational study on fill rate expressions for single-stage periodic review under normal demand and constant lead time Fulltext Access 4 Pages 2014
On characterization of the core of lane covering games via dual solutions Fulltext Access 4 Pages 2014
Insecurity of an efficient certificateless aggregate signature with constant pairing computations Fulltext Access 5 Pages 2014
Rate of Poisson approximation for nearest neighbor counts in large-dimensional Poisson point processes Fulltext Access 5 Pages 2014
Limiting distribution of the maximal distance between random points on a circle: A moments approach Fulltext Access 5 Pages 2014
Data-driven estimation of diurnal patterns of durations between trades on financial markets Fulltext Access 5 Pages 2014