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Pricing and distributed QoS control for elastic network traffic

van den Berg, Hans; Mandjes, Michel; Núñez-Queija, … - In: Operations research letters 35 (2007) 3, pp. 297-307

Persistent link: https://www.econbiz.de/10007770520

Transient analysis of Markov-fluid-driven queues

Es-Saghouani, Abdelghafour; Mandjes, Michel - In: Top : an official journal of the Spanish Society of … 19 (2011) 1, pp. 35-53

Persistent link: https://www.econbiz.de/10009885691

A Wiener–Hopf based approach to numerical computations in fluctuation theory for Lévy processes

Iseger, Peter Den; Gruntjes, Paul; Mandjes, Michel - In: Mathematical methods of operations research 78 (2013) 1, pp. 101-118

Persistent link: https://www.econbiz.de/10010151230

Adaptive appointment scheduling with periodic updates

Mahes, Roshan; Mandjes, Michel; Boon, Marko - In: Computers & operations research : an international journal 161 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014559073

Pricing Strategies and Service Differentiation

Mandjes, Michel - In: Netnomics 6 (2004) 1, pp. 59-82

Persistent link: https://www.econbiz.de/10008117563

Continuous assortment optimization with logit choice probabilities and incomplete information

Peeters, Yannik; Boer, Arnoud V. den; Mandjes, Michel - In: Operations research 70 (2022) 3, pp. 1613-1628

Persistent link: https://www.econbiz.de/10013366165

Adaptive scheduling in service systems : a dynamic programming approach

Mahes, Roshan; Mandjes, Michel; Boon, Marko; Taylor, … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 605-626

Persistent link: https://www.econbiz.de/10014456306

Gerber-Shiu metrics for a bivariate perturbed risk process

Boxma, Onno; Hinze, Fabian; Mandjes, Michel - In: Risks : open access journal 12 (2024) 1, pp. 1-17

We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input process is at least as large as the corresponding claim of the second input process. In addition, the two net cumulative claim processes share a common Brownian motion component....

Persistent link: https://www.econbiz.de/10014480915

The Cramér-Lundberg model with a fluctuating number of clients

Braunsteins, Peter; Mandjes, Michel - In: Insurance / Mathematics & economics 112 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014446650

A stochastic model of group wealth responses to insurancemechanisms in low-income communities

Henshaw, Kira; Mandjes, Michel; Constantinescu, Corina - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 301-328

Persistent link: https://www.econbiz.de/10014520538