서울대학교 외국학술지지원센터(FRIC)

서울대학교 외국학술지지원센터(FRIC)는 국내 모든 연구자에게 자연과학 분야 원문복사 서비스를 무료로 제공하고 있습니다.

CURRENT CONTENTS/Mathmatics

Applied Stochastic Models in Business and Industry v.27 n.1 2011

seoulfric 2011. 3. 23. 15:47


ISSN 1524-1904

Foreword: Special issue on statistical modeling in insurance and finance (page 1)

Pedro A. Morettin and Ragnar Norberg

Article first published online: 21 FEB 2011 | DOI: 10.1002/asmb.832

Risk modelling with the mixed Erlang distribution by Gordon E. Willmot and X. Sheldon Lin: Rejoinder (pages 2–3)

Article first published online: 21 FEB 2011 | DOI: 10.1002/asmb.839

‘Risk modelling with the mixed Erlang distribution’ by G. E. Willmot and S. Lin (pages 4–5)

David A. Stanford

Article first published online: 21 FEB 2011 | DOI: 10.1002/asmb.843

Discussion of ‘Risk Modelling with the Mixed Erlang Distribution’ by Gordon E. Willmot and X. Sheldon Lin (pages 6–7)

José Garrido

Article first published online: 21 FEB 2011 | DOI: 10.1002/asmb.831

Risk modelling with the mixed Erlang distribution (pages 8–22)

Gordon E. Willmot and X. Sheldon Lin

Article first published online: 24 MAR 2010 | DOI: 10.1002/asmb.838

Fitting non-Gaussian persistent data (pages 23–36)

Wilfredo Palma and Mauricio Zevallos

Article first published online: 25 MAY 2010 | DOI: 10.1002/asmb.847

Copulæ: Some mathematical aspects (pages 37–50)

Carlo Sempi

Article first published online: 22 MAR 2010 | DOI: 10.1002/asmb.835

On orderings and bounds in a generalized Sparre Andersen risk model (pages 51–60)

Eric C. K. Cheung, David Landriault, Gordon E. Willmot and Jae-Kyung Woo

Article first published online: 1 APR 2010 | DOI: 10.1002/asmb.837

Strategic investment decisions under fast mean-reversion stochastic volatility(pages 61–69)

Max O. Souza and Jorge P. Zubelli

Article first published online: 28 APR 2010 | DOI: 10.1002/asmb.833