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Search: subject:"Compound Poisson"
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Stochastic process
48
Stochastischer Prozess
48
Theorie
45
Theory
45
Compound Poisson process
32
compound Poisson process
20
Option pricing theory
15
Optionspreistheorie
15
Compound Poisson
14
Risikomodell
14
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14
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13
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13
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12
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11
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11
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11
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11
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10
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10
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10
Schätztheorie
10
Actuarial mathematics
8
Compound Poisson distribution
8
Compound Poisson risk model
8
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8
Statistische Verteilung
8
Versicherungsmathematik
8
compound Poisson processes
8
Dividend
7
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7
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7
Mathematical finance
7
compound Poisson risk model
7
Portfolio selection
6
Portfolio-Management
6
Volatility
6
Volatilität
6
compound Poisson distribution
6
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39
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101
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69
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Cheung, Eric C. K.
8
Li, Dong
5
Ling, Shiqing
5
Bayraktar, Erhan
4
Chiarella, Carl
4
Gapeev, Pavel V.
4
Jacobs, Kris
4
Liang, Zhibin
4
Ornthanalai, Chayawat
4
Yu, Ping
4
Burnecki, Krzysztof
3
Giuricich, Mario Nicoló
3
Itoh, Yuki
3
Liu, Haibo
3
Loisel, Stéphane
3
Yuen, Kam Chuen
3
Zhang, Zhimin
3
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3
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2
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2
Babai, M. Zied
2
Bai, Lihua
2
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2
Cai, Jun
2
Cavaliere, Giuseppe
2
Cheang, Gerald
2
Cheang, Gerald H. L.
2
Chiang, Chi
2
Christoffersen, Peter
2
Christoffersen, Peter F.
2
Ebrahimi, Nader
2
Fan, Yuguang
2
Georgiev, Iliyan
2
Griffin, Philip S.
2
Hainaut, Donatien
2
Heilpern, Stanislaw
2
Ishitani, Kensuke
2
Jensen, Uwe
2
Knobloch, Ralf
2
Kok, A. G. de
2
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Finance Discipline Group, Business School
3
HAL
3
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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1
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1
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1
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1
International Centre for Economic Research (ICER)
1
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1
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1
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Insurance / Mathematics & economics
12
Scandinavian actuarial journal
9
Insurance: Mathematics and Economics
7
Risks : open access journal
6
Statistics & Probability Letters
6
Annals of the Institute of Statistical Mathematics
5
Asia-Pacific Financial Markets
5
Astin bulletin : the journal of the International Actuarial Association
4
Computational Statistics
4
European journal of operational research : EJOR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Management Science
4
Mathematical Methods of Operations Research
4
SFB 649 Discussion Papers
4
Journal of forecasting
3
Metrika
3
Research Paper Series / Finance Discipline Group, Business School
3
Risks
3
Applied mathematical finance
2
Forschung am ivwKöln
2
International journal of production economics
2
International journal of production research
2
Journal of Econometrics
2
Journal of Multivariate Analysis
2
Journal of econometrics
2
Journal of financial economics
2
Mathematics of operations research
2
Operations research
2
Post-Print / HAL
2
Quaderni di Dipartimento
2
Statistical Inference for Stochastic Processes
2
Stochastic Processes and their Applications
2
Annals of Faculty of Economics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Applied Mathematical Finance
1
Asia-Pacific financial markets
1
CIRANO Working Papers
1
Computational Management Science : CMS
1
Computational Statistics & Data Analysis
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RePEc
83
ECONIS (ZBW)
82
EconStor
6
BASE
2
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171
On a zero-crossing probability
Mallows, Colin
;
Nair, Vijayan
- In:
Annals of the Institute of Statistical Mathematics
41
(
1989
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10005169326
Saved in:
172
Approximations for a Lost-Sales Production/Inventory Control Model with Service Level Constraints
Kok, A. G. de
- In:
Management Science
31
(
1985
)
6
,
pp. 729-737
the product is described by a
compound
Poisson
process. Also, excess demand is lost. In accordance with common practice we …
Persistent link: https://www.econbiz.de/10009191731
Saved in:
173
Coordinated Replenishments in a Multi-Item Inventory System with
Compound
Poisson
Demands
Federgruen, A.
;
Groenevelt, H.
;
Tijms, H. C.
- In:
Management Science
30
(
1984
)
3
,
pp. 344-357
compound
Poisson
demand processes; excess demands are backlogged and each replenishment requires a lead time. There is a major …
Persistent link: https://www.econbiz.de/10009214125
Saved in:
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