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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research : ZOR"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Hidden Markov model"
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Markov chain
66
Markov-Kette
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Theorie
48
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24
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11
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10
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2
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1
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Finance and stochastics
Mathematical methods of operations research : ZOR
Scandinavian actuarial journal
European journal of operational research : EJOR
40
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Quantitative finance
19
Mathematics of operations research
18
Journal of econometrics
16
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14
Risks : open access journal
14
Economic modelling
13
International journal of production research
12
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12
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11
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9
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9
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9
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Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Finance research letters
8
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
International journal of forecasting
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The journal of computational finance
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Annals of finance
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Applied mathematical finance
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Asia-Pacific financial markets
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Tinbergen Institute
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International journal of production economics
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Quantitative economics : QE ; journal of the Econometric Society
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Review of quantitative finance and accounting
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ECONIS (ZBW)
27
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
3
A singular stochastic control problem with direction switching cost
Kruk, Łukasz
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
3
,
pp. 325-349
Persistent link: https://www.econbiz.de/10014514912
Saved in:
4
Markov risk mappings and risk-sensitive optimal prediction
Kosmala, Tomasz
;
Martyr, Randall
;
Moriarty, John
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10014227386
Saved in:
5
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira
;
Mandjes, Michel
;
Constantinescu, Corina
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Saved in:
6
Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
Leoff, Elisabeth
;
Ruderer, Leonie
;
Sass, Jörn
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 327-359
Persistent link: https://www.econbiz.de/10013454890
Saved in:
7
A multi-objective approach for PH-graphs with applications to stochastic shortest paths
Buchholz, Peter
;
Dohndorf, Iryna
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 153-178
Persistent link: https://www.econbiz.de/10012488888
Saved in:
8
Minimizing spectral risk measures applied to Markov decision processes
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 35-69
Persistent link: https://www.econbiz.de/10012618978
Saved in:
9
Some results on optimal stopping under phase-type distributed implementation delay
Lempa, Jukka
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 559-583
Persistent link: https://www.econbiz.de/10012301640
Saved in:
10
Discounted stochastic games for continuous-time jump processes with an uncountable state space
Wei, Qingda
;
Chen, Xian
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 187-218
Persistent link: https://www.econbiz.de/10013454868
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