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Advances in Stochastic Modelling and Data Analysis

  • Book
  • © 1995

Overview

Editors:
  1. Jacques Janssen

    1. Centre for Data Analysis and Stochastic Processes, Free University Brussels, Brussels, Belgium

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  2. Christos H. Skiadas

    1. Department of Production Engineering and Management, Technical University of Crete, Chania, Crete, Greece

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  3. Constantin Zopounidis

    1. Department of Production Engineering and Management, Technical University of Crete, Chania, Crete, Greece

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Table of contents (24 chapters)

  1. Front Matter

    Pages i-x
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  2. Stochastic Modelling in Finance, Insurance and Economics

    1. Front Matter

      Pages 1-1
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    2. A dynamic stochastic ALM model for insurance companies

      • Jacques Janssen
      Pages 3-28

    3. Expected Optimal Exercise Time of a Perpetual American Option: A Closed-form Solution

      • Rudy Yaksick
      Pages 29-56

    4. Immunization and the Optimal Structure of the Balance Sheet

      • Yaffa Machnes
      Pages 57-73

    5. Recursive Filtering for the Uhlenbeck Random Field an Application to Image Restoring

      • M. Dolores Ruiz-Medina, Mariano J. Valderrama
      Pages 74-84

    6. Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece

      • Giovanis N. Apostolos, Christos H. Skiadas
      Pages 85-100

    7. Applied Stochastic Models and Data Analysis for Engineering Education

      • N. Koumoutsos, C. H. Skiadas
      Pages 101-107

  3. Data Analysis and Economics

    1. Front Matter

      Pages 109-109
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    2. A Scientific View of Economic and Financial Data Analysis

      • Cornelis A. Los
      Pages 111-127

    3. Variational Data Analysis Versus Classical Data Analysis

      • Pierre Michaud
      Pages 128-158

    4. Characteristics of Meat Demand in Greece

      • M. Demoussis, P. Drakos
      Pages 159-167

    5. The Economic Development of the Greek Agricultural Marketing Co-Operatives

      • K. Oustapassidis, A. Sergaki, G. Baourakis
      Pages 168-176

    6. Regression Models for Repeated Medical Random Counts

      • Gilbert MacKenzie
      Pages 177-185
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Keywords

About this book

Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers.
Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Editors and Affiliations

  • Centre for Data Analysis and Stochastic Processes, Free University Brussels, Brussels, Belgium

    Jacques Janssen

  • Department of Production Engineering and Management, Technical University of Crete, Chania, Crete, Greece

    Christos H. Skiadas, Constantin Zopounidis

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