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  • Search: person:"Vassiliou, P.-C.G."
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Subject
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Betriebspersonal 2 Arbeitsmobilität 1 Beschäftigung 1 CAPM 1 Capital-Asset-Pricing-Modell 1 Credit risk 1 Finanzmathematik 1 Fuzzy sets 1 Fuzzy-Set-Theorie 1 Kreditrisiko 1 Markov chain 1 Markov-Kette 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Statistik 1 Statistische Methode 1 Stochastic process 1 Stochastische Analysis 1 Stochastische Prozesse 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 asymptotic behavior and estimation 1 migration process in credit risk 1 semi-Makov processes 1 survival probabilities 1
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Undetermined 3 Free 2 CC license 1
Type of publication
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Article 10 Book / Working Paper 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 9 English 2
Author
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Vassiliou, P. -C. G. 3 Georgiou, A.C. 2 Vassiliou, P. C. G. 2 Vassiliou, P.-C. G. 2 Vassiliou, Panos C. G. 2 Georgiou, A. C. 1 Vassiliou, P.-C.G. 1 Vassiliou, P.C.G. 1
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European Journal of Operational Research 3 European journal of operational research : EJOR 2 Applied stochastic methods series 1 Computers : Applications in industry and management ; Proceedings of the International Seminar 1 Journal of the Royal Statistical Society 1 Operational research quarterly : OR 1 Operations research, Management science : OR MS ; the international literature digest 1 Risks : open access journal 1
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Source
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ECONIS (ZBW) 6 RePEc 3 OLC EcoSci 2
Showing 1 - 10 of 11
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Credit risk assessment using fuzzy inhomogeneous Markov Chains within a fuzzy market
Vassiliou, Panos C. G. - In: Risks : open access journal 13 (2025) 7, pp. 1-38
In the present study, we model the migration process and the changes in the market environment. The migration process is being modeled as an F -inhomogeneous semi-Markov process with fuzzy states. The evolution of the migration process takes place within a stochastic market environment with...
Persistent link: https://www.econbiz.de/10015436971
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Discrete-time Asset Pricing Models in Applied Stochastic Finance
Vassiliou, Panos C. G. - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003895184
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Cost models in nonhomogeneous Markov systems
Georgiou, A. C.; Vassiliou, P. -C. G. - In: European Journal of Operational Research 100 (1997) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10005253766
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Cost models in nonhomogeneous Markov systems
Georgiou, A.C.; Vassiliou, P.C.G. - In: Operations research, Management science : OR MS ; the … 37 (1997) 6, pp. 671-674
Persistent link: https://www.econbiz.de/10006524921
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Cost models in nonhomogeneous Markov systems
Georgiou, A.C.; Vassiliou, P.-C.G. - In: European journal of operational research : EJOR 100 (1997) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10006674024
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Asymptotic variability of nonhomogeneous Markov systems under cyclic behaviour
Vassiliou, P. -C. G. - In: European Journal of Operational Research 27 (1986) 2, pp. 215-228
Persistent link: https://www.econbiz.de/10005257013
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Predicting the service in the grade distribution in manpower systems
Vassiliou, P.-C. G. - In: European journal of operational research : EJOR 10 (1982) 4, pp. 373-378
Persistent link: https://www.econbiz.de/10002947086
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Predicting the service in the grade distribution in manpower systems
Vassiliou, P. -C. G. - In: European Journal of Operational Research 10 (1982) 4, pp. 373-378
Persistent link: https://www.econbiz.de/10005240639
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Man power planning and management in manpower systems
Vassiliou, P. C. G. - In: Computers : Applications in industry and management ; …, (pp. 261-271). 1980
Persistent link: https://www.econbiz.de/10002927619
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A Markov chain model for wastage in manpower systems
Vassiliou, P. C. G. - In: Operational research quarterly : OR 27 (1976) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10002927659
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