Volume 27.
(as bibtex)
72 references.
Articles

11. Foreword: Special issue on statistical modeling in insurance and finance
Norberg, Ragnar,
Morettin, Pedro A.

115130. Modeling and validating stakeholder preferences with probabilistic inversion
Neslo, R. E. J.,
Cooke, R. M.

131150. Information measures of Dirichlet distribution with applications
Ebrahimi, Nader,
Soofi, Ehsan S.,
Zhao, Shaoqiong (Annie)

151163. A simulationbased approach to stochastic dynamic programming
Polson, Nicholas G.,
Sorensen, Morten

164171. Anatomy of the failure rate: A mathematical dissection
Singpurwalla, Nozer D.

173188. The usefulness of Bayesian optimal designs for discrete choice experiments
Vandebroek, Martina,
Goos, Peter,
Jones, Bradley,
Kessels, Roselinde

189192. ‘The usefulness of Bayesian optimal designs for discrete choice experiments’ by Roselinde Kessels, Bradley Jones, Peter Goos and Martina Vandebroek
Schwabe, Rainer,
Holling, Heinz

193196. ‘The usefulness of Bayesian optimal designs for discrete choice experiments’ by R. Kessels, B. Jones, P. Goos and M. Vandebroek
Rose, John M.

197203. Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments
Vandebroek, Martina,
Jones, Bradley,
Goos, Peter,
Kessels, Roselinde

204221. An examination of HMMbased investment strategies for asset allocation
Davison, Matt,
Mamon, Rogemar,
Erlwein, Christina

222234. A transformed random effects model with applications
Huang, Jianhua,
Yang, Zhenlin

235252. Percentile residual life orders
Shaked, Moshe,
Romo, Juan,
Lillo, Rosa E.,
FrancoPereira, Alba M.

253266. Modeling stock index returns by means of partial leastsquares methods: An outofsample analysis for three stock markets
Herwartz, Helmut,
Cengiz, CetinBehzet

267279. Markov chain models for delinquency: Transition matrix estimation and forecasting
Alexander, William P.,
Grimshaw, Scott D.

280289. The importance of identifying different components of a mixture distribution in the prediction of field returns
Meeker, William Q.,
Hong, Yili

290300. Asymptotics for the ruin probabilities of a twodimensional renewal risk model with heavytailed claims
Ng, Kai W.,
Yuen, Kam C.,
Chen, Yiqing

301314. Analysis of the determinants of survival for the Russian commercial banking industry: A new approach
NúñezAntón, Vicente,
Orbe, Jesus

315328. HGLMs for quality improvement
Park, Heejin,
Nelder, John A.,
Lee, Youngjo

329341. Monte Carlo exact goodnessoffit tests for nonhomogeneous Poisson processes
Rannestad, Bjarte,
Lindqvist, Bo H.

342347. The price of quality claims
Tapiero, Charles S.

348363. A new system of skiplot sampling plans having a provision for reducing normal inspection
Jun, ChiHyuck,
Balamurali, S.

367376. Nonstationarity in statistical process control — issues, cases, ideas
Baerdemaeker, Josse De,
Diaz, Daniel Sabin,
Mathijs, Frank,
Mertens, Kristof,
Ketelaere, Bart De

379381. ‘Nonstationarity in statistical process control – issues, cases, ideas’ by B. De Ketelaere, K. Mertens, F. Mathijs, D. Sabin Diaz and J. De Baerdemaeker
Vries, Albert De

382383. Nonstationarity in statistical process control — issues, cases, ideas: rejoinder
Baerdemaeker, Josse De,
Diaz, Daniel Sabin,
Mathijs, Frank,
Mertens, Kristof,
Ketelaere, Bart De

384401. On Gaussian HJM framework for Eurodollar Futures
Pozdnyakov, Vladimir,
Raman, Balaji

402409. Bayesian process optimization using failure amplification method
Joseph, V. Roshan,
Yu, ITang

410420. Cumulative conformance count chart with variable sampling intervals and control limits
Chiou, KuoChing,
Chen, ChienYue,
Chen, YanKwang

421433. Unit root testing in the presence of ARFIMA–GARCH errors
Wang, Gaowen

434449. Oil production: A probabilistic model of the Hubbert curve
Michel, Bertrand

450464. Dynamic style analysis of Spanish balanced pension plans: A Bayesian approach
Sarto, J. L.,
Salvador, M.,
Gargallo, P.,
Andreu, L.

465475. Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis
Salini, Silvia,
Kenett, Ron S.

476480. Discussion of ‘Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis’ by Kennett and Salini
McCollin, Christopher

481483. Comment on ‘Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis’
Göb, Rainer

484486. Rejoinder to ‘Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis’
Salini, Silvia,
Kenett, Ron S.

487502. Lower convex order bound approximations for sums of logskew normal random variables
Valdez, Emiliano A.,
Roch, Oriol

503518. Asymptotic finitetime ruin probabilities for a class of pathdependent heavytailed claim amounts using Poisson spacings
Nagaraja, Haikady N.,
Loisel, Stéphane,
Lefèvre, Claude,
Biard, Romain

519530. The augmented semiMarkov system and its asymptotic behaviour
Tsantas, N.,
Dimitriou, V. A.

531550. Robust designs for Haar wavelet approximation models
Zhao, Lin,
Xu, Xiaojian

551556. Limit of hazard rate function of coherent system with discrete life
Mi, Jie

557566. Optimal dividend strategies in discrete risk model with capital injections
Tang, Lian,
Guo, Junyi,
Wu, Yidong

567578. A comparison of generalized multinomial logit and latent class approaches to studying consumer heterogeneity with some extensions of the generalized multinomial logit model
Dey, Dipak K.,
Pancras, Joseph

580583. A comparison of generalized multinomial logit (GMNL) and latent class approaches to studying consumer heterogeneity with some extensions of the GMNL model by Peter J. Lenk
Lenk, Peter

584585. Rejoinder to Fong (2011) and Lenk (2011)'s comments on ‘A comparison of generalized multinomial logit and latent class approaches to studying consumer heterogeneity with some extensions of the generalized multinomial logit model’
Dey, Dipak K.,
Pancras, Joseph

586599. Statistical quality control for ternary ordinal quality data
Gadrich, Tamar,
Bashkansky, Emil

600618. On the Brown–Proschan model when repair effects are unknown
Doyen, Laurent

619632. Ruin problems under IBNR dynamics
Denuit, Michel,
Albrecher, Hansjörg,
Trufin, Julien

633648. Score tests for inverse Gaussian mixtures
Yang, Z. L.,
Desmond, A. F.

649659. Imposing noarbitrage conditions in implied volatilities using constrained smoothing splines
Laurini, Márcio Poletti

660675. On the use of phasetype distributions for inventory management with supply disruptions
Gürler, Ülkü,
Balcıog̃lu, Barış

676690. An intensitybased approach for equity modeling
Zagst, R.,
Seco, L.,
Krayzler, M.,
Friederich, T.,
Escobar, M.

691706. Optimal portfolioconsumption choice under stochastic inflation with nominal and indexed bonds
Han, NanWei,
Chou, YingYin,
Hung, Maowei

707722. Option hedging by an influential informed investor
EyraudLoisel, Anne

7171. Foreword: Special issue on games and decisions in risk and reliability analysis
Soyer, Refik

7286. Adversarial risk analysis: Borel games (Pkg: p7294)
Banks, David,
Petralia, Francesca,
Wang, Shouqiang

723731. A discrete time model for software reliability with application to a flight control software
Chakraborty, Ashis Kumar,
Sengupta, Debasis,
Dewanji, Anup

8788. Comment on ``Discussion of adversarial risk analysis: Borel games'' (2011V27 p7286) (Pkg: p7294)
Kadane, Joseph B.

8991. Comment on ``Adversarial risk analysis: Borel games'' (2011V27 p7286) (Pkg: p7294)
Polson, Nicholas

9294. Reply to comments on ``Adversarial risk analysis: Borel games'' (2011V27 p7286) (Pkg: p7294)
Banks, David,
Petralia, Francesca,
Wang, Shouqiang

95114. Portfolio selection with imperfect information: A hidden Markov model
Canakoglu, Ethem,
Ozekici, Suleyman,
Oezekici, Sueleyman,
Çanakoğlu, Ethem,
Özekici, Süleyman

. ‘Risk modelling with the mixed Erlang distribution’ by G. E. Willmot and S. Lin
Stanford, David A.

. Risk modelling with the mixed Erlang distribution
Lin, X. Sheldon,
Willmot, Gordon E.

. Rejoinder to the discussion of ‘Adversarial risk analysis: Borel games’
Wang, Shouqiang,
Petralia, Francesca,
Banks, David

. Discussion on ‘Adversarial risk analysis: Borel games’
Polson, Nicholas

. A comparison of generalized multinomial logit (GMNL) and latent class approaches to studying consumer heterogeneity with some extensions of the GMNL model by J. Pancras and D.K. Dey
Fong, Duncan K. H.

. Adversarial Risk Analysis: What's new, what isn't?: Discussion of Adversarial Risk Analysis: Borel Games
Kadane, Joseph B.

. Adversarial risk analysis: Borel games
Wang, Shouqiang,
Petralia, Francesca,
Banks, David

. Strategic investment decisions under fast meanreversion stochastic volatility
Zubelli, Jorge P.,
Souza, Max O.

. On orderings and bounds in a generalized Sparre Andersen risk model
Woo, JaeKyung,
Willmot, Gordon E.,
Landriault, David,
Cheung, Eric C. K.

. Copulæ: Some mathematical aspects
Sempi, Carlo

. Fitting nonGaussian persistent data
Zevallos, Mauricio,
Palma, Wilfredo

. Risk modelling with the mixed Erlang distribution by Gordon E. Willmot and X. Sheldon Lin: Rejoinder

. Discussion of ‘Risk Modelling with the Mixed Erlang Distribution’ by Gordon E. Willmot and X. Sheldon Lin
Garrido, José