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The impact of stochastic lead times on the bullwhip effect under correlated demand and moving average forecasts

Michna, Zbigniew; Disney, Stephen M.; Nielsen, Peter - In: Omega : the international journal of management science 93 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012243804

A note on the stochastic nature of lead times in multi-echelon supply chains

Nielsen, Peter; Michna, Zbigniew; Saha, Subrata - In: International journal of logistics systems and … 36 (2020) 3, pp. 399-413

Persistent link: https://www.econbiz.de/10012252857

Stable Lévy motion approximation in collective risk theory

Furrer, Hansjorg; Michna, Zbigniew; Weron, Aleksander - In: Insurance: Mathematics and Economics 20 (1997) 2, pp. 97-114

Persistent link: https://www.econbiz.de/10004973694

Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process

Michna, Zbigniew - In: Statistics & Probability Letters 81 (2011) 2, pp. 231-235

In this article we derive formula for probability where Z={Z(t)} is a spectrally positive [alpha]-stable Lévy process with 0<[alpha]<=2 and .

Persistent link: https://www.econbiz.de/10008868952

Asymptotic behavior of the supremum tail probability for anomalous diffusions

Michna, Zbigniew - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 2, pp. 413-417

In this paper we investigate asymptotic behavior of the tail probability for subordinated self-similar processes with regularly varying tail probability. We show that the tail probability of the one-dimensional distributions and the supremum tail probability are regularly varying with the...

Persistent link: https://www.econbiz.de/10011063534