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Advances in Stochastic Modelling and Data Analysis

Editors: Janssen, Jacques, Skiadas, Christos, Zopounidis, Constantin (Eds.)

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eBook $109.00
price for USA in USD (gross)
  • ISBN 978-94-017-0663-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-0-7923-3564-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA in USD
  • ISBN 978-90-481-4574-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers.
Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Table of contents (24 chapters)

  • A dynamic stochastic ALM model for insurance companies

    Janssen, Jacques

    Pages 3-28

  • Expected Optimal Exercise Time of a Perpetual American Option: A Closed-form Solution

    Yaksick, Rudy

    Pages 29-56

  • Immunization and the Optimal Structure of the Balance Sheet

    Machnes, Yaffa

    Pages 57-73

  • Recursive Filtering for the Uhlenbeck Random Field an Application to Image Restoring

    Ruiz-Medina, M. Dolores (et al.)

    Pages 74-84

  • Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece

    Apostolos, Giovanis N. (et al.)

    Pages 85-100

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-94-017-0663-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-0-7923-3564-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA in USD
  • ISBN 978-90-481-4574-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Advances in Stochastic Modelling and Data Analysis
Editors
  • Jacques Janssen
  • Christos Skiadas
  • Constantin Zopounidis
Copyright
1995
Publisher
Springer Netherlands
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-94-017-0663-6
DOI
10.1007/978-94-017-0663-6
Hardcover ISBN
978-0-7923-3564-1
Softcover ISBN
978-90-481-4574-4
Edition Number
1
Number of Pages
X, 428
Topics