Search Results - subject:"stochastic processes"

Stochastic assessment of special-rate life annuities

Olivieri, Annamaria; Tabakova, Daniela - 2024

Persistent link: https://www.econbiz.de/10014534628

Analysis of the Mexican Peso-US Dollar exchange rate volatility through stochastic modeling

López Herrera, Francisco - In: Análisis económico 39 (2024) 100, pp. 85-98

Persistent link: https://www.econbiz.de/10014536248

Liability-driven investment for pension funds : stochastic optimization with real assets

Jang, Chul; Clare, Andrew D.; Owadally, Iqbal - In: Risk management : an international journal 26 (2024) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10014536668

A stochastic epidemic model with Crowley-Martin incidence rate and Holling type III treatment

Mahato, Prasenjit; Mahato, Sanat Kumar; Das, Subhashis - In: Decision analytics journal 10 (2024), pp. 1-12

In this work, considering the inevitable effects of environmental perturbation on disease transmission, we investigate a stochastic epidemic model with Crowley-Martin incidence rate and Holling type III treatment. Deterministic model and stochastic model are two parts in model calibration. To...

Persistent link: https://www.econbiz.de/10014541692

A fuzzy fractional power series approximation and Taylor expansion for solving fuzzy fractional differential equation

Singh, Payal; Gazi, Kamal Hossain; Rahaman, Mostafijur; … - In: Decision analytics journal 10 (2024), pp. 1-16

Fuzzy fractional differential has the strength to capture the senses of memory and uncertainty simultaneously involved in dynamical systems. However, a solution for fuzzy fractional differential equations is not always found regularly. This paper discusses a numerical solution approach for the...

Persistent link: https://www.econbiz.de/10014541871

The term structure of judgement : interpreting survey disagreement

Brenna, Federica; Budrys, Žymantas - 2024

Persistent link: https://www.econbiz.de/10014553879

Increasing schedule reliability in the multiple depot vehicle scheduling problem with stochastic travel time

Ricard, Léa; Desaulniers, Guy; Lodi, Andrea; Rousseau, … - In: Omega : the international journal of management science 127 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014557686

On the sigma-mu stochastic multicriteria analysis : exact solutions for common particular cases

Dias, Luís C. - In: Omega : the international journal of management science 127 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10014557818

A simulation optimization framework to solve Stochastic Flexible Job-Shop Scheduling Problems- case : semiconductor manufacturing

Ghaedy-Heidary, Ensieh; Nejati, Erfan; Ghasemi, Amir; … - In: Computers & operations research : an international journal 163 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014560652

Multi-resource allocation and care sequence assignment in patient management : a stochastic programming approach

Yao, Xinyu; Shehadeh, Karmel S.; Padman, Rema - In: Health care management science : a new journal serving … 27 (2024) 3, pp. 352-369

Persistent link: https://www.econbiz.de/10015079871