Risk analysis of a pay to delay capacity reservation contract
From MaRDI portal
Publication:5481689
DOI10.1080/10556780600723310zbMATH Open1113.90015OpenAlexW1993990525MaRDI QIDQ5481689FDOQ5481689
Jun Wu, Shouyang Wang, Yoshitsugu Yamamoto, Wuyi Yue
Publication date: 10 August 2006
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780600723310
Recommendations
- Capacity Allocation and Pricing for Take-or-Pay Reservation Contracts
- A mathematical model for a capacity reservation contract
- Capacity reservation under supply uncertainty
- Sourcing decisions with capacity reservation contracts
- Risk-averse capacity control in revenue management
- Risk-sensitive capacity control in revenue management
- Risk adjusted discounted cash flows in capacity expansion models
- Risk-averse asymptotics for reservation prices
- Analyzing the performance of deferred reservations
Cites Work
- Dual Stochastic Dominance and Related Mean-Risk Models
- Manufacturer's pricing strategy and return policy for a single-period commodity
- Some remarks on the value-at-risk and the conditional value-at-risk
- Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
- The Risk-Averse (and Prudent) Newsboy
- Title not available (Why is that?)
- Shortfall as a risk measure: properties, optimization and applications
- Inventory Control with an Exponential Utility Criterion
- Portfolio selection and asset pricing
Cited In (6)
- Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis
- Analyzing the performance of deferred reservations
- Supply chain risk analysis with mean-variance models: a technical review
- Pricing and Cargo Canvassing with Risk-Sensitive Shipping Lines: A Mean-Risk Analysis
- Benefit and risk analysis of consignment contracts
- Effect of risk attitude on outsourcing leadership preferences with demand uncertainty
This page was built for publication: Risk analysis of a pay to delay capacity reservation contract
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5481689)