Search Results - subject:"pseudo random number"

The Foster-Hart measure of riskiness for general gambles

Riedel, Frank; Hellmann, Tobias - In: Theoretical economics : TE ; journal of the Econometric … 10 (2015) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10010528233

Computing the distribution of the sum of dependent random variables via overlapping hypercubes

Galeotti, Marcello - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 231-255

Persistent link: https://www.econbiz.de/10011342167

Uniform estimate for randomly weighted sums of dependent subexponential random variables

Liu, Yan; Zhang, Qinqin - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 303-318

Persistent link: https://www.econbiz.de/10011407748

A dynamic extension of the Foster-Hart measure of riskiness

Hellmann, Tobias; Riedel, Frank - In: Journal of mathematical economics 59 (2015), pp. 66-70

Persistent link: https://www.econbiz.de/10011573463

Continuous review inventory model with reducing lost sales rate under fuzzy stochastic demand and variable lead time

Soni, Hardik N.; Patel, Kamlesh A. - In: International journal of procurement management 8 (2015) 5, pp. 546-569

Persistent link: https://www.econbiz.de/10011593529

Distributional Deviations in Random Number Generation in Finance

Chavez, Sergio; Platen, Eckhard - Finance Discipline Group, Business School - 2008

This paper points out that pseudo-random number generators in widely used standard software can generate severe … paper points out that pseudo-random number generators in widely used standard software can generate severe distributional … Classiflcation: primary 90A12; secondary 60G30, 62P20. Key words and phrases: Pseudo-random number generators, parallel random bit …

Persistent link: https://www.econbiz.de/10004984567

A Solution for the Intractable Inventory Model When Both Demand and Lead Time are Stochastic

Harrison, Terry P. - 2008

We consider the reorder point, order quantity inventory model where the demand, D, and the lead time, L, are independently and identically distributed (iid) randiom variables. This model is analytically intractable because of order crossover. However, we show how to resolve the intractability by...

Persistent link: https://www.econbiz.de/10012722383

Interactive fuzzy programming for multiobjective fuzzy random linear programming problems through possibility-based probability maximization

Yano, Hitoshi; Sakawa, Masatoshi - In: Operational research : an international journal 14 (2014) 1, pp. 51-69

Persistent link: https://www.econbiz.de/10010258369

Fuzzy mixture two warehouse inventory model involving fuzzy random variable lead time demand and fuzzy total demand

Panda, Debdulal; Rong, Mahendra; Maiti, Manoranjan - In: Central European journal of operations research : CEJOR … 22 (2014) 1, pp. 187-209

Persistent link: https://www.econbiz.de/10010231688

Nonlinear fuzzy chance constrained programming problem

Panda, Geetanjali; Dash, Jayant Kumar - In: Opsearch : journal of the Operational Research Society … 51 (2014) 2, pp. 270-279

Persistent link: https://www.econbiz.de/10010393124