The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving … through the comparison of simultaneous and sequential estimation, modelling tail credit risk using transition matrices …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

price-sensitive demand and asymmetric transport costs, in the context of transport scheduling. Two competitors choose fares …

into account travel time cost, scheduling cost and the cost of missing a flight. In this model, the value of reliability …

stochastic state variable. Retrieval of these experiences is probabilistic and subject to error. We apply the model to scheduling …

We derive the expected user costs of US domestic air travel delay variability taking into account scheduling behavior … of travelers. Travelers do not only consider mean arrival delays, but also face scheduling costs because they arrive too …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …