Results 21 to 30 of about 1,203 (61)
Recursive estimation of the claim rates and sizes in an insurance model
International Journal of Stochastic Analysis, Volume 2004, Issue 3, Page 245-259, 2004., 2004 It is a common fact that for most classes of general insurance, many possible sources of heterogeneity of risk exist. Premium rates based on information from a heterogeneous portfolio might be quite inadequate. One way of reducing this danger is by grouping policies according to the different levels of the various risk factors involved.
Lakhdar Aggoun
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International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 62, Page 3957-3962, 2003., 2003 Since coming to the attention of the general news media several years ago, the paradoxical combination of two losing games into a winning game by J. M. R. Parrondo has been the subject of numerous numerical investigations and simulations. This note provides a clear statement of the nature of the paradox together with a straightforward analysis and ...
Geoffrey C. Berresford +1 more
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Filtering and predicting the cost of hidden perished items in an inventory model
International Journal of Stochastic Analysis, Volume 15, Issue 3, Page 235-245, 2002., 2002 This paper is concerned with a discrete time, discrete state inventory model for items of changing quality. Items are assumed to be in one of a finite number, M, of quality classes that are ordered in such a way that Class 1 contains the best quality and the last class contains the pre‐perishable quality.
Lakhdar Aggoun, Lakdere Benkherouf
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On a stochastic inventory model with deteriorating items
International Journal of Mathematics and Mathematical Sciences, Volume 25, Issue 3, Page 197-203, 2001., 2001 We suggest a new inventory continuous time stochastic model for deteriorating items. We derive optimal operating characteristics of the expected cost per unit time under the assumption that demand in each replenishment cycle forms a regenerative process. We also present numerical examples.
L. Aggoun, L. Benkherouf, L. Tadj
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On the application of ergodic theory to alternating Engel series
International Journal of Mathematics and Mathematical Sciences, Volume 25, Issue 12, Page 813-819, 2001., 2001 We investigate the ergodic behaviour of the basic operator which generates the modified Engel‐type alternating series representations of any number in (0, 1] in terms of rationals.
C. Ganatsiou
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On heat kernel decay for the random conductance model
, 2018 We study discrete time random walks in an environment of i.i.d. non-negative bounded conductances in $\mathbb{Z}^d$. We are interested in the anomaly of the heat-kernel decay.
Boukhadra, Omar
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On some properties of the Lüroth‐type alternating series representations for real numbers
International Journal of Mathematics and Mathematical Sciences, Volume 28, Issue 6, Page 367-373, 2001., 2001 We investigate some properties connected with the alternating Lüroth‐type series representations for real numbers, in terms of the integer digits involved. In particular, we establish the analogous concept of the asymptotic density and the distribution of the maximum of the first n denominators, by applying appropriate limit theorems.
C. Ganatsiou
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Elementary methods for failure due to a sequence of Markovian events
International Journal of Stochastic Analysis, Volume 11, Issue 3, Page 311-318, 1998., 1998 This paper is concerned with elementary methods for evaluating the distribution of the time to system failure, following a particular sequence of events from a Markov chain. After discussing a simple example in which a specific sequence from a two‐state Markov chain leads to failure, the method is generalized to a sequence from a (k > 2)‐state chain ...
J. Gani
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, 2007 Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y.
Mallows, Colin
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A hidden Markov model for an inventory system with perishable items
International Journal of Stochastic Analysis, Volume 10, Issue 4, Page 423-430, 1997., 1997 This paper deals with a parametric multi‐period integer‐valued inventory model for perishable items. Each item in the stock perishes in a given period of time with some probability. Demands are assumed to be random and the probability that an item perishes is not known with certainty.
L. Aggoun, L. Benkherouf, L. Tadj
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