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Explicit computations for some Markov modulated counting processes

Mandjes, Michel; Spreij, Peter - In: Advanced modelling in mathematical finance : in honour …, (pp. 63-89). 2016

Persistent link: https://www.econbiz.de/10011800337

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

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

A flexible and optimal approach for appointment scheduling in healthcare

Kuiper, Alex; Mandjes, Michel; De Mast, Jeroen; … - In: Decision sciences 54 (2023) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10014280010

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

Cramér-Lundberg asymptotics for spectrally positive Markov additive processes

Kreveld, Lucas van; Mandjes, Michel; Dorsman, Jan-Pieter - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 561-582

Persistent link: https://www.econbiz.de/10015052470

A queueing-based approach for integrated routing and appointment scheduling

Bekker, Renée M.; Bharti, Bharti; Lan, Leon; Mandjes, … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 534-548

Persistent link: https://www.econbiz.de/10015047964