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Generalized gap acceptance models for unsignalized intersections

Abhishek; Boon, Marko A. A.; Mandjes, Michel - In: Mathematical methods of operations research 89 (2019) 3, pp. 385-409

Persistent link: https://www.econbiz.de/10012035491

Regime switching affine processes with applications to finance

Beek, Misha van; Mandjes, Michel; Spreij, Peter; … - In: Finance and stochastics 24 (2020) 2, pp. 309-333

Persistent link: https://www.econbiz.de/10012253354

The problem of appointment scheduling in outpatient clinics : a multiple case study of clinical practice

Kuiper, Alex; De Mast, Jeroen; Mandjes, Michel - In: Omega : the international journal of management science 98 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012430504

Affine storage and insurance risk models

Boxma, Onno; Mandjes, Michel - In: Mathematics of operations research 46 (2021) 4, pp. 1282-1302

Persistent link: https://www.econbiz.de/10012796641

Performance of the smallest-variance-first rule in appointment sequencing

Kemp, Madelon A. de; Mandjes, Michel; Olver, Neil - In: Operations research 69 (2021) 6, pp. 1909-1935

Persistent link: https://www.econbiz.de/10012815745

Finite customer-pool queues

Boxma, Onno; Kella, Offer; Mandjes, Michel - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015359167

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

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