| Publication | Date of Publication | Type |
|---|
Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions
Applied Mathematics and Computation | 2016-01-04 | Paper |
Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing
Journal of the Operations Research Society of Japan | 2014-01-03 | Paper |
Pricing collateralized debt obligations with Markov-modulated Poisson processes
Quantitative Finance | 2013-12-13 | Paper |
Dynamic analysis of a multivariate reward process defined on the UMCP with application to optimal preventive maintenance policy problems in manufacturing
Probability in the Engineering and Informational Sciences | 2013-08-22 | Paper |
ANALYSIS OF BRAND CHARACTERISTICS OF MUSIC ARTISTS IN THE POP CD MARKET : CASE OF JAPAN
Journal of the Operations Research Society of Japan | 2012-01-05 | Paper |
Credit risk model with contagious default dependencies affected by macro-economic condition
European Journal of Operational Research | 2011-08-10 | Paper |
Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options
Methodology and Computing in Applied Probability | 2011-03-14 | Paper |
Correlated multivariate shock models associated with a renewal sequence and its application to analysis of browsing behavior of internet users
Journal of the Operations Research Society of Japan | 2011-03-09 | Paper |
Danger of exclusive reliance on ergodic analysis for a class of preventive maintenance policies
Journal of the Operations Research Society of Japan | 2010-07-28 | Paper |
Development of computational algorithms for evaluating option prices associated with square-root volatility processes
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
Dynamic analysis of a reward process defined on a cyclic renewal process with applications to preventive maintenance problems
Journal of the Operations Research Society of Japan | 2009-11-30 | Paper |
Dynamic analysis of a unified multivariate counting process and its asymptotic behavior
International Journal of Mathematics and Mathematical Sciences | 2009-11-10 | Paper |
Optimal threshold analysis of segmentation methods for identifying target customers
European Journal of Operational Research | 2007-11-23 | Paper |
NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management)
Journal of the Operations Research Society of Japan | 2007-10-30 | Paper |
Dynamic Performance Evaluation of Communication/Computer Systems with Highly Reliable Components
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
STOCHASTIC ANALYSIS OF NUMBER OF CORPORATIONS IN A MARKET DERIVED FROM STRATEGIC POLICIES OF INDIVIDUAL CORPORATIONS FOR MARKET ENTRY AND RETREAT
Journal of the Operations Research Society of Japan | 2006-07-14 | Paper |
Stochastic models for performance analysis of database recovery control
IEEE Transactions on Computers | 2003-10-15 | Paper |
Optimal repair of degrading computers under asymmetric information and incentive incompati\-bility.
Computers & Operations Research | 2003-09-07 | Paper |
ON A GENERALIZED M/G/1 QUEUE WITH SERVICE DEGRADATION/ENFORCEMENT
Journal of the Operations Research Society of Japan | 2002-07-11 | Paper |
scientific article; zbMATH DE number 1766717 (Why is no real title available?)
Journal of the Operations Research Society of Japan | 2002-07-11 | Paper |
| scientific article; zbMATH DE number 1420963 (Why is no real title available?) | 2001-06-13 | Paper |
Optimal internal pricing and capacity planning for service facility with finite buffer
European Journal of Operational Research | 2001-01-25 | Paper |
| scientific article; zbMATH DE number 1420946 (Why is no real title available?) | 2000-11-12 | Paper |
| scientific article; zbMATH DE number 1490108 (Why is no real title available?) | 2000-08-13 | Paper |
Optimal allocation and backup of computer resources under asymmetric information and incentive incompatibility
European Journal of Operational Research | 1999-02-22 | Paper |
Tandem queues with bulk arrivals, infinitely many servers and correlated service times
Journal of Applied Probability | 1998-01-07 | Paper |
NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS
Journal of the Operations Research Society of Japan | 1997-11-18 | Paper |
Analysis of Markov renewal shock models
Journal of Applied Probability | 1996-03-12 | Paper |
A Closed Queueing Network Model to Evaluate the Impact of Recovery Operations on the Performance of Database Servers
The Journal of the Operational Research Society | 1996-03-07 | Paper |
Aspects of Lagrangian probability distributions
Journal of Applied Probability | 1995-01-29 | Paper |
| scientific article; zbMATH DE number 431640 (Why is no real title available?) | 1994-03-14 | Paper |
THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART II: ALGORITHM
Journal of the Operations Research Society of Japan | 1993-01-16 | Paper |
Structural properties of optimal tool replacement policy in a machining center
Operations Research Letters | 1993-01-16 | Paper |
Analysis of multivariate Markov modulated Poisson processes
Operations Research Letters | 1993-01-16 | Paper |
Numerical analysis of gracefully degrading fault-tolerant computer systems: Semi-Markov and Laguerre transform approach
Computers & Operations Research | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 19240 (Why is no real title available?) | 1992-06-26 | Paper |
A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
Journal of Applied Probability | 1992-06-25 | Paper |
Replacement process decomposition for discounted Markov renewal programming
Annals of Operations Research | 1991-01-01 | Paper |
APPLICATION OF THE REPLACEMENT PROCESS APPROACH FOR COMPUTING THE ERGODIC PROBABILITY VECTOR OF LARGE SCALE ROW-CONTINUOUS MARKOV CHAINS
Journal of the Operations Research Society of Japan | 1990-01-01 | Paper |
Analysis of effective service time with age dependent interruptions and its application to optimal rollback policy for database management
Queueing Systems | 1989-01-01 | Paper |
Modified Lindley process with replacement: dynamic behavior, asymptotic decomposition and applications
Journal of Applied Probability | 1989-01-01 | Paper |
Lumpability and time reversibility in the aggregation-disaggregation method for large markov chains
Communications in Statistics. Stochastic Models | 1989-01-01 | Paper |
Renewal characterization of Markov modulated Poisson processes
Journal of Applied Mathematics and Simulation | 1989-01-01 | Paper |
A statistical approach for determining release time of software system with modular structure
IEEE Transactions on Reliability | 1989-01-01 | Paper |
THE LAGUERRE TRANSFORM OF PRODUCT OF FUNCTIONS
Journal of the Operations Research Society of Japan | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4085395 (Why is no real title available?) | 1988-01-01 | Paper |
Approximations for the time spent in a dynamic job shop with applications to due-date assignment
International Journal of Production Research | 1988-01-01 | Paper |
THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART I:THEORY
Journal of the Operations Research Society of Japan | 1988-01-01 | Paper |
Analysis of query processing in distributed database systems with fully replicated files: A hierarchical approach
Performance Evaluation | 1988-01-01 | Paper |
An age-dependent counting process generated from a renewal process
Advances in Applied Probability | 1988-01-01 | Paper |
Analysis of channel and disk subsystems in computer systems
Queueing Systems | 1988-01-01 | Paper |
First passage times and lumpability of semi-Markov processes
Journal of Applied Probability | 1988-01-01 | Paper |
An alternative approach to the analysis of finite semi-markov and related processes
Communications in Statistics. Stochastic Models | 1987-01-01 | Paper |
Classes of probability density functions having Laplace transforms with negative zeros and poles
Advances in Applied Probability | 1987-01-01 | Paper |
Analysis of a counting process associated with a semi-Markov process: number of entries into a subset of state space
Advances in Applied Probability | 1987-01-01 | Paper |
On limiting behavior of ordinary and conditional first-passage times for a class of birth-death processes
Journal of Applied Probability | 1987-01-01 | Paper |
Convex ordering of sojourn times in single-server queues: extremal properties of FIFO and LIFO service disciplines
Journal of Applied Probability | 1987-01-01 | Paper |
ROW-CONTINUOUS FINITE MARKOV CHAINS : STRUCTURE AND ALGORITHMS
Journal of the Operations Research Society of Japan | 1987-01-01 | Paper |
A useful generalization of renewal theory: counting processes governed by non-negative Markovian increments
Journal of Applied Probability | 1986-01-01 | Paper |
ON G/G/1 QUEUES WITH LIFO-P SERVICE DISCIPLINE
Journal of the Operations Research Society of Japan | 1986-01-01 | Paper |
Evaluation of minimum and maximum of a correlated pair of random variables via the bivariate laguerre transform
Communications in Statistics. Stochastic Models | 1986-01-01 | Paper |
A general Laguerre transform and a related distance between probability measures
Journal of Mathematical Analysis and Applications | 1986-01-01 | Paper |
A general software availability/reliability model: numerical exploration via the matrix laguerre transform
Communications in Statistics. Stochastic Models | 1986-01-01 | Paper |
A class of correlated cumulative shock models
Advances in Applied Probability | 1985-01-01 | Paper |
On first passage time structure of random walks
Stochastic Processes and their Applications | 1985-01-01 | Paper |
On the busy-period distributions of <i>M</i>/<i>G</i>/1/<i>K</i> queues by state-dependent arrivals and FCFS/LCFS-P service disciplines
Journal of Applied Probability | 1985-01-01 | Paper |
The bivariate Laguerre transform and its applications: numerical exploration of bivariate processes
Advances in Applied Probability | 1985-01-01 | Paper |
The matrix Laguerre transform
Applied Mathematics and Computation | 1984-01-01 | Paper |
Distribution properties of the system failure time in a general shock model
Advances in Applied Probability | 1984-01-01 | Paper |
A central limit theorem for random sums of random variables
Operations Research Letters | 1984-01-01 | Paper |
On conditional passage time structure of birth-death processes
Journal of Applied Probability | 1984-01-01 | Paper |
The Laguerre Transform and a Family of Functions with Nonnegative Laguerre Coefficients
Mathematics of Operations Research | 1984-01-01 | Paper |
General shock models associated with correlated renewal sequences
Journal of Applied Probability | 1983-01-01 | Paper |
A decomposition of the beta distribution, related order and asymptotic behavior
Annals of the Institute of Statistical Mathematics | 1983-01-01 | Paper |
Extrapolation of the mean lifetime of a large population from its preliminary survival history
Naval Research Logistics Quarterly | 1983-01-01 | Paper |
The depletion time for <i>M/G</i>/1 systems and a related limit theorem
Advances in Applied Probability | 1983-01-01 | Paper |
Evaluation of the total time in system in a preempt/resume priority queue via a modified Lindley process
Advances in Applied Probability | 1983-01-01 | Paper |
Significance points for some tests of uniformity on the sphere<sup>†</sup>
Journal of Statistical Computation and Simulation | 1983-01-01 | Paper |
On sums of independent logistic and folded logistic variants<sup>†</sup>
Journal of Statistical Computation and Simulation | 1983-01-01 | Paper |
Uniform stochastic ordering and related inequalities
The Canadian Journal of Statistics | 1982-01-01 | Paper |
The bilateral Laguerre transform
Applied Mathematics and Computation | 1981-01-01 | Paper |
