Search Results - subject:"likelihood ratio method"

Dang, Ou; Feng, Mingbin; Hardy, Mary Rosalyn - In: Insurance / Mathematics & economics 108 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10013534507

Koch, Erwan; Robert, Christian Yann - In: European journal of operational research : EJOR 302 (2022) 2, pp. 575-588

Persistent link: https://www.econbiz.de/10013270124

Feng, Mingbin; Li, Johnny Siu-Hang; Zhou, Kenneth Q. - In: Insurance / Mathematics & economics 106 (2022), pp. 285-301

Persistent link: https://www.econbiz.de/10013380561

Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912

Persistent link: https://www.econbiz.de/10012392175

Cui, Zhenyu; Fu, Michael; Hu, Jian-Qiang; Liu, Yanchu; … - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 390-407

Persistent link: https://www.econbiz.de/10012242769

Cathcart, Mark J.; Lok, Hsiao Yen; McNeil, Alexander J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 239-266

Persistent link: https://www.econbiz.de/10011312287

Kawai, Reiichiro - In: Computational Statistics 27 (2012) 4, pp. 739-755

distribution and Lévy process. With the help of the explicit marginal probability density function, the likelihood ratio method is …

Persistent link: https://www.econbiz.de/10010847943

Andradóttir, Sigrún - In: Management Science 42 (1996) 5, pp. 717-737

decision parameters. We then show how simulation and the likelihood ratio method can be used to evaluate the performance …

Persistent link: https://www.econbiz.de/10009191300