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Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications

Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; … - In: Insurance / Mathematics & economics 61 (2015), pp. 235-241

Persistent link: https://www.econbiz.de/10010515879

A mean bound financial model and options pricing

Li, Yu - In: International journal of financial engineering 4 (2017) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10011807105

A Schumpeterian microfoundation of the geometric Brownian motion of firm size and Zipf’s law

Haruyama, Tetsugen - 2024

Persistent link: https://www.econbiz.de/10014533796

Dynamic network reliability modeling under nonhomogeneous poisson processes

Zarezadeh, Somayeh; Asadi, Mehdi; Balakrishnan, … - In: European journal of operational research : EJOR 232 (2014) 3, pp. 561-571

Persistent link: https://www.econbiz.de/10010224962

Availability optimisation for stochastic degrading systems under imperfect preventive maintenance

Khatab, A.; Ait-Kadi, Daoud; Rezg, Nidhal - In: International journal of production research 52 (2014) 14, pp. 4132-4141

Persistent link: https://www.econbiz.de/10010383894

Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach

D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo - In: Journal of the Operational Research Society : OR 67 (2016) 3, pp. 393-401

Persistent link: https://www.econbiz.de/10011489555

A stochastic model for the cell formation problem considering machine reliability

Esmailnezhad, Bahman; Fattahi, Parviz; Kheirkhah, Amir Saman - In: Journal of industrial engineering international 11 (2015), pp. 357-389

This paper presents a new mathematical model to solve cell formation problem in cellular manufacturing systems, where inter-arrival time, processing time, and machine breakdown time are probabilistic. The objective function maximizes the number of operations of each part with more arrival rate...

Persistent link: https://www.econbiz.de/10011557363

A bi-objective stochastic programming model for optimising automated material handling systems with reliability considerations

Tavana, Madjid; Fazlollahtabar, Hamed; Hassanzadeh, Reza - In: International journal of production research 52 (2014) 19, pp. 5597-5610

Persistent link: https://www.econbiz.de/10010425077

Orderings of coherent systems with randomized dependent components

Navarro, Jorge; Pellerey, Franco; Di Crescenzo, Antonio - In: European journal of operational research : EJOR 240 (2015) 1, pp. 127-139

Persistent link: https://www.econbiz.de/10010491791

Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components

Gupta, Nitin; Misra, Neeraj; Kumar, Somesh - In: European journal of operational research : EJOR 240 (2015) 2, pp. 425-430

Persistent link: https://www.econbiz.de/10010486232