A value-at-risk approach to optimisation of warranty policy
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Publication:723930
DOI10.1016/J.EJOR.2017.11.062zbMATH Open1403.90421OpenAlexW2774204632MaRDI QIDQ723930FDOQ723930
Publication date: 25 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/65039/1/UoK_Luo_Wu.pdf
Applications of statistics in engineering and industry; control charts (62P30) Management decision making, including multiple objectives (90B50) Stochastic programming (90C15)
Cites Work
- Coherent measures of risk
- Title not available (Why is that?)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
- Cost analysis on renewable full-service warranties for multi-component systems
- Cost analysis for multi-component system with failure interaction under renewing free-replacement warranty
- Multi-objective portfolio optimization considering the dependence structure of asset returns
- Warranty pricing with consumer learning
- Optimal production run length and warranty period for an imperfect production system under selling price dependent on warranty period
- Replacement decisions with multiple stochastic values and depreciation
- Joint optimisation of price, warranty and recovery planning in remanufacturing of used products under linear and non-linear demand, return and cost functions
- Dynamic optimisation of price, warranty length and production rate
- Computing tails of compound distributions using direct numerical integration
- Density approximations and VaR computation for compound Poisson-lognormal distributions
Cited In (9)
- A comprehensive analysis of warranty claims and optimal policies
- Random maintenance policies for sustaining the reliability of the product through 2D-warranty
- Determination of the optimal warranty policy and period from the manufacturer’s/seller’s perspective
- A two-phase preventive maintenance policy considering imperfect repair and postponed replacement
- Pricing service maintenance contracts using predictive analytics
- An unpunctual preventive maintenance policy under two-dimensional warranty
- Critical value-based Asian option pricing model for uncertain financial markets
- Empirical risk assessment of maintenance costs under full-service contracts
- A finite-horizon condition-based maintenance policy for a two-unit system with dependent degradation processes
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