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Volume 36 Number 3 May– June 2020 APPLIED ST OCHASTIC MODELS IN BUSINESS AND INDUSTR Y Volume 36 Number 3 May–June 2020 Applied Stochastic Models in Business and Industry The official journal of the International Society for Business and Industrial Statistics Volume 36 Number 3 May– June 2020 RESEARCH ARTICLES CHRISTINA ERLWEIN-SAYER, STEFANIE GRIMM, PETER RUCKDESCHEL, JÖRN SASS AND TILMAN SAYER Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations 307 LUIGI GROSSI AND FABRIZIO LAURINI Robust asset allocation with conditional value at risk using the forward search 335 HELDER ROJAS AND DAVID DIAS Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing 353 AYNURA POLADOVA, SALIH TEKIN AND TAHIR KHANIYEV A novel replacement policy for a linear deteriorating system using stochastic process with dependent components 381 INBAL YAHAV, DAVID G. SCHWARTZ AND YAARA WELCMAN The journey to engaged customer community: Evidential social CRM maturity model in Twitter 397 FEI HE, DANIEL R. JESKE AND ELIZABETH GRAFTON-CARDWELL Identifying high-density regions of pests within an orchard 417 XIAOYU ZHANG, YIYING ZHANG AND RUI FANG Allocations of cold standbys to series and parallel systems with dependent components 432 BABAK ZAFARI AND REFIK SOYER Modeling first bid
Applied Stochastic Models in Business and Industry – Wiley
Published: May 1, 2020
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