scientific article

Publication date: 21 March 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Markov process stochastic order reliability theory queue system dependence order

Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (only showing first 100 items - show all)

A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning ⋮ Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference ⋮ Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables ⋮ Single-machine scheduling to stochastically minimize maximum lateness ⋮ Resource allocation in grid computing ⋮ How retention levels influence the variability of the total risk under reinsurance ⋮ Bounds for expectations of concomitants ⋮ Reversed hazard rate order of equilibrium distributions and a related aging notion ⋮ Dual characterization of properties of risk measures on Orlicz hearts ⋮ On the inapproximability of \(M/G/K\): Why two moments of job size distribution are not enough ⋮ Robust stochastic dominance and its application to risk-averse optimization ⋮ Comparison of option prices in semimartingale models ⋮ A note on replacement policy comparisons from NBUC lifetime of the unit ⋮ Multidimensional Hermite-Hadamard inequalities and the convex order ⋮ A note on the right spread order associated with exponential distributions ⋮ Relaxations of linear programming problems with first order stochastic dominance constraints ⋮ Comparison of level-crossing times for Markov and semi-Markov processes ⋮ Ordering conditional lifetimes of coherent systems ⋮ A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling ⋮ Comparison of semimartingales and Lévy processes ⋮ Stochastic comparisons of weighted sums of arrangement increasing random variables ⋮ Allocations of policy limits and ordering relations for aggregate remaining claims ⋮ Comparisons on aggregate risks from two sets of heterogeneous portfolios ⋮ Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound ⋮ Learning in monotone Bayesian games ⋮ Dependence structure of sojourn times via partition separated ordering ⋮ Risk management in credit risk portfolios with correlated assets. ⋮ Ordering ruin probabilities for dependent claim streams. ⋮ On the interplay between variability and negative dependence for bivariate distributions. ⋮ Stochastic orders of scalar products with applications ⋮ Comparison results for exchangeable credit risk portfolios ⋮ Throughput limits from the asymptotic profile of cyclic networks with state-dependent service rates ⋮ Monotonicity properties of wholesale price contracts ⋮ Some comparisons between generalized order statistics ⋮ On comonotonicity of Pareto optimal risk sharing ⋮ Worst allocations of policy limits and deductibles ⋮ Optimal reinsurance under VaR and CTE risk measures ⋮ A lower bound for the reliability function of multiple failure mode systems ⋮ A descriptive-analytic approach to MCDA: the case of correspondence analysis ⋮ Stochastic orderings for discrete random variables ⋮ An explicit solution for an optimal stopping/optimal control problem which models an asset sale ⋮ Some new stochastic comparisons for redundancy allocations in series and parallel systems ⋮ Optimization with multivariate stochastic dominance constraints ⋮ On efficient WOWA optimization for decision support under risk ⋮ An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse ⋮ Stochastic inequalities for \(M/G/1\) retrial queues with vacations and constant retrial policy ⋮ Some stochastic comparisons in series systems with active redundancy ⋮ Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables ⋮ Asset proportions in optimal portfolios with dependent default risks ⋮ Beneficial changes in dependence structures and two-moment decision models ⋮ Stochastic relations of random variables and processes ⋮ From Archimedean to Liouville copulas ⋮ An algorithm approach to bounding aggregations of multidimensional Markov chains ⋮ Some new results on convolutions of heterogeneous gamma random variables ⋮ Good news and bad news in two-armed bandits ⋮ On the approximation of convex functions by Bernstein-type operators ⋮ Risk measurement in the presence of background risk ⋮ Zero-sum risk-sensitive stochastic games ⋮ A study on LTD and RTI positive dependence orderings ⋮ On stochastic orders of absolute value of order statistics in symmetric distributions ⋮ Evaluating a warm standby system with components having proportional hazard rates ⋮ Modelling two way contingency tables with recursive logits and odds ratios ⋮ Dependence in failure times due to environmental factors ⋮ On the relationship of location-independent riskier order to the usual stochastic order ⋮ Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables ⋮ Loss bounds for a finite-capacity queue based on interval-wise traffic observation ⋮ Stochastic comparison and monotonicity of inactive record values ⋮ On representations of 2-increasing binary aggregation functions ⋮ Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization ⋮ Optimal reinsurance and investment with unobservable claim size and intensity ⋮ Stochastic comparisons of multivariate frailty models ⋮ Multivariate dependence of spacings of generalized order statistics ⋮ On rankings and top choices in random utility models with dependent utilities ⋮ Risk neutral and risk averse power optimization in electricity networks with dispersed generation ⋮ Characterizations of exponentiality within the HNBUE class and related tests ⋮ On the discrete-time compound renewal risk model with dependence ⋮ To split or not to split: Capital allocation with convex risk measures ⋮ A note on convolutions of compound geometric distributions ⋮ The simplex dispersion ordering and its application to the evaluation of human corneal endothelia ⋮ Visibility in the Boolean model ⋮ Optimal allocation of policy limits and deductibles under distortion risk measures ⋮ A general multidimensional Hermite-Hadamard type inequality ⋮ Stochastic comparisons of multivariate mixture models ⋮ Mean residual life order of convolutions of heterogeneous exponential random variables ⋮ Risk preference modeling with conditional average: An application to portfolio optimization ⋮ Inequality measures and equitable locations ⋮ Retail service for mixed retail and e-tail channels ⋮ Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data ⋮ Hessian orders and multinormal distributions ⋮ Association of progressively type-II censored order statistics ⋮ On the construction of optimal payoffs ⋮ Idempotent version of the Fréchet contingency array problem ⋮ On hazard rate ordering of the sums of heterogeneous geometric random variables ⋮ Uniform estimate for maximum of randomly weighted sums with applications to ruin theory ⋮ A coupling proof of convex ordering for compound distributions ⋮ On sums of two counter-monotonic risks ⋮ On the increasing convex order of generalized aggregation of dependent random variables ⋮ Ruin-based risk measures in discrete-time risk models ⋮ Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities ⋮ Optimal stopping behavior of equity-linked investment products with regime switching

This page was built for publication: