Risk analysis of a pay to delay capacity reservation contract

DOI10.1080/10556780600723310zbMath1113.90015OpenAlexW1993990525MaRDI QIDQ5481689

Jun Wu, Yoshitsugu Yamamoto, Wuyi Yue, Shou-Yang Wang

Publication date: 10 August 2006

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780600723310

zbMATH Keywords

optimizationrisk analysisconditional value-at-risksupply chain contract

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Related Items (4)

Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis ⋮ Supply chain risk analysis with mean-variance models: a technical review ⋮ Effect of risk attitude on outsourcing leadership preferences with demand uncertainty ⋮ Pricing and Cargo Canvassing with Risk-Sensitive Shipping Lines: A Mean-Risk Analysis

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• Dual Stochastic Dominance and Related Mean-Risk Models
• The Risk-Averse (and Prudent) Newsboy
• Portfolio selection and asset pricing

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