The variance constant for continuous-time level dependent quasi-birth-and-death processes

JOURNAL ARTICLE published 2 January 2018 in Stochastic Models

Research funded by National Natural Science Foundation of China (11571372)

Authors: Yuanyuan Liu | Pengfei Wang | Yiqiang Q. Zhao

A new picking algorithm based on the variance piecewise constant models

JOURNAL ARTICLE published August 2022 in Stochastic Environmental Research and Risk Assessment

Authors: Nicoletta D’Angelo | Andrea Di Benedetto | Giada Adelfio | Antonino D’Alessandro | Marcello Chiodi

A Constant Interest Risk Model with Tax Payments

JOURNAL ARTICLE published 4 August 2010 in Stochastic Models

Authors: Shanshan Wang | Chunsheng Zhang | Guojing Wang

Infinite-time absolute ruin in dependent renewal risk models with constant force of interest

JOURNAL ARTICLE published 2 January 2017 in Stochastic Models

Authors: Jiajun Liu | Yang Yang

On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments

JOURNAL ARTICLE published 27 July 2007 in Stochastic Models

Authors: Hui Meng | Chunsheng Zhang | Rong Wu

On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims

JOURNAL ARTICLE published 26 October 2021 in Stochastic Models

Research funded by Natural Science Foundation of China (12071487,1808085MA16) | Natural Science Research Project of Universities of Anhui Province (KJ2019A0001) | Hunan Provincial Innovation Foundation for Postgraduate (CX20200146)

Authors: Bingzhen Geng | Zaiming Liu | Shijie Wang

Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims

JOURNAL ARTICLE published 2 January 2024 in Stochastic Models

Research funded by National Natural Science Foundation of China (11871289) | Humanities and Social Sciences Foundation of the Ministry of Education of China (20YJCZH034) | Natural Science Foundation of the Jiangsu Higher Education Institutions (22KJA110001) | Open Project of Jiangsu Key Laboratory of Financial Engineering (NSK2021-05)

Authors: Xijun Liu | Qingwu Gao | Zimai Dong

Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model

JOURNAL ARTICLE published November 2012 in Applied Stochastic Models in Business and Industry

Authors: Zhibin Liang | Kam Chuen Yuen | Ka Chun Cheung

Bounds for the ruin probability under a markovian modulated risk model

JOURNAL ARTICLE published January 1999 in Communications in Statistics. Stochastic Models

Authors: Yanhong Wu

Bayesian analysis of constant elasticity of variance models

JOURNAL ARTICLE published January 2007 in Applied Stochastic Models in Business and Industry

Authors: Jennifer S. K. Chan | S. T. Boris Choy | Anna B. W. Lee

Maximum likelihood Bayesian averaging of airflow models in unsaturated fractured tuff using Occam and variance windows

JOURNAL ARTICLE published August 2010 in Stochastic Environmental Research and Risk Assessment

Authors: Eric Morales-Casique | Shlomo P. Neuman | Velimir V. Vesselinov

New approach and analysis of the generalized constant elasticity of variance model

JOURNAL ARTICLE published January 2023 in Applied Stochastic Models in Business and Industry

Research funded by National Research Foundation of Korea (2014R1A2A2A01004618,2015R1A4A1041675,2017R1A2A2A05001376,2020R1A2C1A01006256,2019R1A2C108931011)

Authors: Inyoung Kim | Takwon Kim | Ki‐Ahm Lee | Ji‐Hun Yoon

Prediction of flood routing results in the Central Anatolian region of Türkiye with various machine learning models

JOURNAL ARTICLE published June 2023 in Stochastic Environmental Research and Risk Assessment

Authors: Okan Mert Katipoğlu | Metin Sarıgöl

Mean‐variance hedging with basis risk

JOURNAL ARTICLE published May 2019 in Applied Stochastic Models in Business and Industry

Research funded by Natural Sciences and Engineering Research Council of Canada (RGPIN-2016- 04001) | China Scholarship Council (201606220132) | National Natural Science Foundation of China (71671104) | Natural Science Foundation of Shandong Province (ZR2018QA001)

Authors: Xiaole Xue | Jingong Zhang | Chengguo Weng

Two approximations for the steady-state probabilities and the sojourn-time distribution of theM/D/cQueue with State-Dependent Feedback

JOURNAL ARTICLE published January 1999 in Communications in Statistics. Stochastic Models

Authors: Simone Sassen | Jan Van der wal

Linear and nonlinear input/output models for karstic springflow and flood prediction at different time scales

JOURNAL ARTICLE published 1999 in Stochastic Environmental Research and Risk Assessment

Authors: D. Labat | R. Ababou | A. Mangin

Normalized Mahalanobis distance for comparing process-based stochastic models

JOURNAL ARTICLE published August 2010 in Stochastic Environmental Research and Risk Assessment

Authors: C. L. Winter

Models for the difference of continuous covariance functions

JOURNAL ARTICLE published 4 February 2021 in Stochastic Environmental Research and Risk Assessment

Authors: Donato Posa

Stochastic models of severe weather watches and warnings: transition probabilities

JOURNAL ARTICLE published May 2017 in Stochastic Environmental Research and Risk Assessment

Authors: Christopher M. Myers | Roman Krzysztofowicz

Investigating extreme scenarios with multiple-point geostatistics and variance maximization

JOURNAL ARTICLE published January 2020 in Stochastic Environmental Research and Risk Assessment

Authors: Mohammad Javad Abdollahifard | Grégoire Mariéthoz | Hesam Soltan Mohammadi