Risk analysis of a pay to delay capacity reservation contract
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Publication:5481689
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
- scientific article; zbMATH DE number 3843492 (Why is no real title available?)
- Dual Stochastic Dominance and Related Mean-Risk Models
- Inventory Control with an Exponential Utility Criterion
- Manufacturer's pricing strategy and return policy for a single-period commodity
- Portfolio selection and asset pricing
- Shortfall as a risk measure: properties, optimization and applications
- Some remarks on the value-at-risk and the conditional value-at-risk
- The Risk-Averse (and Prudent) Newsboy
- Worst-case conditional value-at-risk with application to robust portfolio management
Cited in
(7)- Supply chain risk analysis with mean-variance models: a technical review
- Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis
- Impact of risk attitude on optimal decisions in supply contracts with options
- Benefit and risk analysis of consignment contracts
- Analyzing the performance of deferred reservations
- 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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