We investigate whether and to what extent financial markets value and respond to Operations Management (OM) related information in firm communications directed toward financial market participants. We create and use a novel construct, called ``stated OM focus", to mine the incidence of and...

Propagation of disruptions across networks is a feature of the modern economy. An example of disruption propagation is in airline networks where disruptions, like hurricanes, cause delays which propagate through the network. Modeling the propagation of delays in airlines is difficult due to the...

Classical facility location problems do not incorporate the possibility of disruptions among facilities and usually result in solutions that do not perform well under disruptions. Existent literature on disreputable facility locations focuses on independent or extreme dependence scenarios where...

We show that by modeling the time series of mortality rate changes rather than mortality rate levels we can better model human mortality. Leveraging on this, we propose a model that expresses log mortality rate changes as an age group dependent linear transformation of a mortality index. The...

The present paper introduces a jump-diffusion extension of the classical diffusion default intensity model by means of subordination in the sense of Bochner. We start from the bi-variate process of the diffusion state variable and default indicator process (X,D) in the diffusion intensity model...