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  • Search: subject:"Convex ordering"
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Subject
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Theorie 5 Theory 5 Convex ordering 3 Risikomaß 3 Risk measure 3 Assembly systems 2 Brownian flow systems 2 Increasing convex ordering 2 Risiko 2 Risikomanagement 2 Risikomodell 2 Risk 2 Risk management 2 Risk model 2 Stochastic fluid models 2 Tandem buffer systems 2 Value-at-Risk 2 convex ordering 2 convex ordering cost 2 Average Value-at-Risk 1 Bestandsmanagement 1 Börsenkurs 1 Characterization of distribution 1 Contract 1 Convex order 1 Dependence ordering 1 Discrete convex ordering 1 Economics of insurance 1 Electric vehicle 1 Elektrofahrzeug 1 Hazard rate 1 IFRS 1 IFRS 17 1 Insurance 1 Inventory management 1 Inventory model 1 Inversion of convex ordering 1 Karlin-Novikoff-Stoyan-Taylor crossing conditions 1 Lagerhaltungsmodell 1 Lagermanagement 1
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Online availability
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Undetermined 10 Free 2 CC license 1
Type of publication
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Article 12 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6
Language
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Undetermined 7 English 6
Author
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Bäuerle, Nicole 2 Bernard, Carole 1 Carlehed, Magnus 1 Cheung, Ka Chun 1 Chong, W. F. 1 Dolinskaya, Irina S. 1 Goh, Joel 1 Guyon, Julien 1 Huang, J. 1 Kacem, Manel 1 Kazzi, Rodrigue 1 Klabjan, Diego 1 Kochar, Subhash C. 1 Lefèvre, Claude 1 Lin, G. 1 Loisel, Stéphane 1 Porteus, Evan L. 1 Sakasegawa, Hirotaka 1 Shanthikumar, J. George 1 Sweda, Timothy M. 1 Vanduffel, Steven 1 Yam, Sheung Chi Phillip 1 Yamazaki, Genji 1 Yilmaz, Mehmet 1
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Institution
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HAL 1
Published in...
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Insurance / Mathematics & economics 2 Annals of the Institute of Statistical Mathematics 1 Computational Statistics 1 Management Science 1 Mathematical Methods of Operations Research 1 Production and operations management : an international journal of the Production and Operations Management Society 1 Quantitative finance 1 Risks : open access journal 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 1 Working Papers / HAL 1
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Source
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RePEc 7 ECONIS (ZBW) 6
Showing 11 - 13 of 13
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The advantage of small machines in a stochastic fluid production process
Bäuerle, Nicole - In: Mathematical Methods of Operations Research 47 (1998) 1, pp. 83-97
content at timet is less or equal in the increasing convex ordering to the buffer content at time t of a model withm′ ≤m …
Persistent link: https://www.econbiz.de/10010999931
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On the 'triples test' for symmetry
Kochar, Subhash C. - In: Statistics & Probability Letters 14 (1992) 4, pp. 311-312
Randles et al. (1980) and Davis and Quade (1978) independently proposed an asymptotically distribution-free test for testing symmetry about an unknown point. In this note, it has been shown that if X is convex ordered with respect to -- X, then the one-sided test is consistent, thus solving an...
Persistent link: https://www.econbiz.de/10005223448
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On Optimal Arrangement of Stations in a Tandem Queueing System with Blocking
Yamazaki, Genji; Sakasegawa, Hirotaka; Shanthikumar, J. … - In: Management Science 38 (1992) 1, pp. 137-153
We consider tandem queueing networks with no waiting spaces and address the issue of ordering the stations so that the throughput (i.e., the departure rate) is maximized. Based on some theoretical and extensive empirical results, we propose two rules for ordering the stations. The first rule...
Persistent link: https://www.econbiz.de/10009203699
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