Advances in Stochastic Modelling and Data Analysis

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

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Hardcover $139.99
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Softcover $139.99
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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)

Table of contents (24 chapters)
  • A dynamic stochastic ALM model for insurance companies

    Pages 3-28

    Janssen, Jacques

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

    Pages 29-56

    Yaksick, Rudy

  • Immunization and the Optimal Structure of the Balance Sheet

    Pages 57-73

    Machnes, Yaffa

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

    Pages 74-84

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

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

    Pages 85-100

    Apostolos, Giovanis N. (et al.)

Buy this book

eBook $109.00
price for USA in USD
  • 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
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
Softcover $139.99
price for USA in USD
  • ISBN 978-90-481-4574-4
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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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