Similar Search Results

Credit risk model with contagious default dependencies affected by macro-economic condition

Takada, Hideyuki; Sumita, Ushio - In: European Journal of Operational Research 214 (2011) 2, pp. 365-379

We consider a credit risk model with two industrial sectors, where defaults of corporations would be influenced by two factors. The first factor represents the macro economic condition which would affect the default intensities of the two industrial sectors differently. The second factor...

Persistent link: https://www.econbiz.de/10009146076

Optimal threshold analysis of segmentation methods for identifying target customers

Mizuno, Makoto; Saji, Akira; Sumita, Ushio; Suzuki, Hideo - In: European Journal of Operational Research 186 (2008) 1, pp. 358-379

Persistent link: https://www.econbiz.de/10005283691

Optimal internal pricing and capacity planning for service facility with finite buffer

Sumita, Ushio; Masuda, Yasushi; Yamakawa, Shigetaka - In: European Journal of Operational Research 128 (2001) 1, pp. 192-205

Persistent link: https://www.econbiz.de/10005240112

Optimal allocation and backup of computer resources under asymmetric information and incentive incompatibility

Cheng, Hsing K.; Freimer, Marshall; Richmond, William B.; … - In: European Journal of Operational Research 91 (1996) 2, pp. 411-426

Persistent link: https://www.econbiz.de/10005257414