A calibrated scenario generation model for heavy-tailed risk factors.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 289, doi. 10.1093/imaman/dpi044
- By:
- Publication type:
- Article
Works matching IS 1471678X AND DT 2006 AND VI 17 AND IP 3
Results: 7
1
2
A queueing model of activities in an intensive care unit.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 277, doi. 10.1093/imaman/dpi042
- By:
- Publication type:
- Article
3
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 257, doi. 10.1093/imaman/dpi041
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- Publication type:
- Article
4
Optimization of financial and energy structure of productive capital.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 245, doi. 10.1093/imaman/dpi040
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- Publication type:
- Article
5
A novel repair model for imperfect maintenance.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 235, doi. 10.1093/imaman/dpi036
- By:
- Publication type:
- Article
6
Cost-effective production policy for a stochastic unreliable manufacturing system.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 209, doi. 10.1093/imaman/dpi031
- By:
- Publication type:
- Article
7
Modelling the probability assessment of system state prognosis using available condition monitoring information.
- Published in:
- IMA Journal of Management Mathematics, 2006, v. 17, n. 3, p. 225, doi. 10.1093/imaman/dpi035
- By:
- Publication type:
- Article