Stochastic Models, Volume 25, Issue 3 (2009)

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Stochastic Models, Volume 25, Issue 3 (2009)

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Original Articles

Article
Utility Maximization Under Bounded Expected Loss
Abdelali Gabih, Jörn Sass & Ralf Wunderlich
Pages: 375-407
Published online: 22 Jul 2009
AbstractforUtility Maximization Under Bounded Expected Loss | Full Text | References | PDF (411.7 KB)
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Article
Monotonicity in the Limited Processor-Sharing Queue
Misja Nuyens & Wemke van der Weij
Pages: 408-419
Published online: 22 Jul 2009
AbstractforMonotonicity in the Limited Processor-Sharing Queue | Full Text | References | PDF (164 KB)
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Article
On a First-Passage-Time Problem for the Compound Power-Law Process
Antonio Di Crescenzo & Barbara Martinucci
Pages: 420-435
Published online: 22 Jul 2009
AbstractforOn a First-Passage-Time Problem for the Compound Power-Law Process | Full Text | References | PDF (252 KB)
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Article
Generalized Stochastic Delay Lotka–Volterra Systems
Juliang Yin, Xuerong Mao & Fuke Wu
Pages: 436-454
Published online: 22 Jul 2009
AbstractforGeneralized Stochastic Delay Lotka–Volterra Systems | Full Text | References | PDF (124.1 KB)
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Article
Optimal Portfolio Choice Based on α-MEU Under Ambiguity
Weiyin Fei
Pages: 455-482
Published online: 22 Jul 2009
AbstractforOptimal Portfolio Choice Based on α-MEU Under Ambiguity | Full Text | References | PDF (172.4 KB)
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Article
On a Class of Quadratic Growth RBSDE with Jumps and Its Application
Biao Li & Bo Zhang
Pages: 483-507
Published online: 22 Jul 2009
AbstractforOn a Class of Quadratic Growth RBSDE with Jumps and Its Application | Full Text | References | PDF (167.1 KB)
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Article
The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
Guochun Chen, Yuebao Wang & Fengyang Cheng
Pages: 508-521
Published online: 22 Jul 2009
AbstractforThe Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments | Full Text | References | PDF (102 KB)
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Article
Perturbed Risk Processes Analyzed as Fluid Flows
Jiandong Ren, Lothar Breuer, David A. Stanford & Kaiqi Yu
Pages: 522-544
Published online: 22 Jul 2009
AbstractforPerturbed Risk Processes Analyzed as Fluid Flows | Full Text | References | PDF (249.7 KB)
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Correction
Corrections to: A Discrete-Time Approach for Heavy-Tailed Modeling
Cesar Vargas, Salvador Villarreal & David Munoz
Pages: 545-546
Published online: 22 Jul 2009
AbstractforCorrections to: A Discrete-Time Approach for Heavy-Tailed Modeling | Full Text | References | PDF (38.1 KB)
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