Search Results - subject:"stochastic dependence"

A new family of modified Gaussian copulas for market consistent valuation of government guarantees

Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; … - In: Review of managerial science : RMS 18 (2024) 7, pp. 1985-2005

Persistent link: https://www.econbiz.de/10015134056

Distribution-free bounds for the expected marginal seat revenue heuristic with dependent demands

Banciu, Mihai; Ødegaard, Fredrik; Stanciu, Alia - In: Journal of revenue and pricing management 18 (2019) 2, pp. 155-163

Persistent link: https://www.econbiz.de/10012056725

Conditional inspection and maintenance of a system with two interacting components

Berrade, M.D.; Scarf, P.A.; Cavalcante, C.A.V. - In: European journal of operational research : EJOR 268 (2018) 2, pp. 533-544

Persistent link: https://www.econbiz.de/10011852620

Condition-based maintenance for systems with economic dependence and load sharing

Olde Keizer, Minou C. A.; Teunter, Ruud H.; Veldman, Jasper - In: International journal of production economics 195 (2018), pp. 319-327

Persistent link: https://www.econbiz.de/10011802146

Component importance based on dependence measures

Hellmich, Mario - In: Mathematical methods of operations research 87 (2018) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011873986

Ruin under stochastic dependence between premium and claim arrivals

Vidmar, Matija - In: Scandinavian actuarial journal (2018) 6, pp. 505-513

Persistent link: https://www.econbiz.de/10011939704

A dynamic bivariate common shock model with cumulative effect and its acturial application

Lee, Hyunju; Cha, Ji Hwan - In: Scandinavian actuarial journal (2018) 10, pp. 890-906

Persistent link: https://www.econbiz.de/10011939771

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach

Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049

Persistent link: https://www.econbiz.de/10012061678

Container vessel fleet deployment for liner shipping with stochastic dependencies in shipping demand

Ng, ManWo - In: Transportation Research Part B: Methodological 74 (2015) C, pp. 79-87

The problem of optimal container vessels deployment is one of great significance for the liner shipping industry. Although the pioneering work on this problem dates back to the early 1990s, only until recently have researchers started to acknowledge and account for the significant amount of...

Persistent link: https://www.econbiz.de/10011264633

A tiered modelling approach for condition-based maintenance of industrial assets with load sharing interaction and fault propagation

Liang, Zhenglin; Parlikad, Ajith K. - In: IMA journal of management mathematics 26 (2015) 2, pp. 125-144

Persistent link: https://www.econbiz.de/10011343554