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~subject:"Gamma process"
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Gamma process
Theorie
141
Theory
136
Statistische Verteilung
108
Statistical distribution
107
Optionspreistheorie
105
Option pricing theory
104
Continuous distribution
95
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95
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95
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95
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61
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61
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57
gamma distribution
50
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47
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46
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45
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43
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41
Capital income
36
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29
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gamma
21
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20
Lévy processes
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20
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14
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Barros, Anne
2
Berenguer, Christophe
2
Castro, Inma
2
Castro, Inma T.
2
Huynh, Khac Tuan
2
Nicolai, R.P.
2
Wang, Jingjing
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Cheng, Guoqing
1
Cholette, Michael E.
1
Dassios, Angelos
1
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1
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1
Ebrahimi, Nader
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
5
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2
Statistics & Probability Letters
2
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1
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1
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1
Econometric Institute Report
1
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1
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1
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1
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1
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1
IEEE transactions on engineering management : EM
1
IMA journal of management mathematics
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1
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1
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1
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OR spectrum : quantitative approaches in management
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RePEc
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ECONIS (ZBW)
11
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1
Exact simulation of
gamma
-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps
Qu, Yan
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Journal of the Operational Research Society
72
(
2021
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10012500958
Saved in:
2
Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity
Bautista, Lucía
;
Castro, Inma T.
;
Landesa, Luis
- In:
European journal of operational research : EJOR
302
(
2022
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10013270123
Saved in:
3
Condition-based inspection policies for boiler heat exchangers
Truong-Ba, Huy
;
Cholette, Michael E.
;
Borghesani, Pietro
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
1
,
pp. 232-243
Persistent link: https://www.econbiz.de/10012495295
Saved in:
4
A
gamma
process based in-play prediction model for National Basketball Association games
Song, Kai
;
Shi, Jian
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 706-713
Persistent link: https://www.econbiz.de/10012294900
Saved in:
5
Maintenance policy for a system with a weighted linear combination of degradation processes
Wu, Shaomin
;
Castro, Inma T.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 124-133
Persistent link: https://www.econbiz.de/10012132369
Saved in:
6
Product deterioration based demand forecasting and service supply model for MRO service chain
Li, Ling
;
Liu, Min
;
Shen, Weiming
;
Cheng, Guoqing
- In:
IEEE transactions on engineering management : EM
67
(
2020
)
1
,
pp. 187-200
Persistent link: https://www.econbiz.de/10012173685
Saved in:
7
Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed
;
Gaillardetz, Patrice
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
Saved in:
8
Assessment of the maintenance cost and analysis of availability measures in a finite life cycle for a system subject to competing failures
Caballé, N. C.
;
Castro, I. T.
- In:
OR spectrum : quantitative approaches in management
41
(
2019
)
1
,
pp. 255-290
Persistent link: https://www.econbiz.de/10011992532
Saved in:
9
A new state-dependent degradation process and related model misidentification problems
Giorgio, Massimiliano
;
Pulcini, Gianpaolo
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1027-1038
Persistent link: https://www.econbiz.de/10011812871
Saved in:
10
Archimedean survival processes
Hoyle, Edward
;
Mengütürk, Levent Ali
- In:
Journal of Multivariate Analysis
115
(
2013
)
C
,
pp. 1-15
to a vector of independent
gamma
processes, and its terminal value has an Archimedean survival copula. There exists a …
Persistent link: https://www.econbiz.de/10011042011
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