Search Results - subject:"Stochastic Model"

The waiting time for a second mutation: An alternative to the Moran model

Schinazi, Rinaldo B. - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 224-227

stochastic model that allows for an exact computation of the distribution of the waiting time for a second mutation. This models …

Persistent link: https://www.econbiz.de/10010753627

Lending decisions under uncertainty : a DEA approach

Bruni, Maria Elena; Beraldi, Patrizia; Iazzolino, Gianpaolo - In: International journal of production research 52 (2014) 3, pp. 766-775

Persistent link: https://www.econbiz.de/10010254843

The impact of systemic risk on the diversification benefits of a risk portfolio

Busse, Marc; Dacorogna, Michel M.; Katz, Marie - In: Risks : open access journal 2 (2014) 3, pp. 260-276

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of...

Persistent link: https://www.econbiz.de/10010399713

A multi-phase algorithm for a joint lot-sizing and pricing problem with stochastic demands

Li, Hongyan; Thorstenson, Anders - In: International journal of production research 52 (2014) 8, pp. 2345-2362

Persistent link: https://www.econbiz.de/10010349363

Dynamic and stochastic resource economics : essays on biodiversity, invasive species, joint systems, and regulation

Batabyal, Amitrajeet A. - 2014

regulation -- Consistency and optimality in a dynamic game of pollution control ii: monopoly -- A stochastic model of waste …

Persistent link: https://www.econbiz.de/10010350587

A stochastic model for investments in different technologies for electricity production in the long period

Vespucci, Maria Teresa; Bertocchi, Marida; Innorta, Mario; … - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 407-426

Persistent link: https://www.econbiz.de/10010356894

The salvo combat model with a sequential exchange of fire

Armstrong, Michael J. - In: Journal of the Operational Research Society : OR 65 (2014) 10, pp. 1593-1601

Persistent link: https://www.econbiz.de/10010416646

Market-consistent modeling for cap-and-trade schemes and application to option pricing

Barrieu, Pauline; Fehr, Max - In: Operations research 62 (2014) 2, pp. 234-249

Persistent link: https://www.econbiz.de/10010361477

Path to purchase : a mutually exciting point process model for online advertising and conversion

Xu, Lizhen; Duan, Jason A.; Whinston, Andrew B. - In: Management science : journal of the Institute for … 60 (2014) 6, pp. 1392-1412

Persistent link: https://www.econbiz.de/10010381868

Shopper perception and loyalty : a stochastic approach to modelling shopping mall behaviour

Kok Wei Khong; Fon Sim Ong - In: International journal of retail & distribution management 42 (2014) 7, pp. 626-642

Persistent link: https://www.econbiz.de/10010387836