Search results
Results: 346
Number of items: 346
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Schiphorst, B., Mandjes, M., Spreij, P., & Winands, E. (2024). A structural credit risk model with default contagion. In M. Corazza, F. Gannon, F. Legros, C. Pizzi, & V. Touzé (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF2024 (pp. 280-285). Springer. https://doi.org/10.1007/978-3-031-64273-9_46, https://doi.org/10.1007/978-3-031-64273-9_46 -
Kella, O., & Mandjes, M. (2023). From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. Journal of Applied Probability, 60(1), 68-84. https://doi.org/10.1017/jpr.2022.24
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Zhou, H., Dorsman, J. L., Mandjes, M., & Snelder, M. (2023). On the use of common random numbers in activity-based travel demand modeling for scenario comparison. Transportation Planning and Technology, 46(3), 359-379. https://doi.org/10.1080/03081060.2023.2182784
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Inoue, Y., Ravner, L., & Mandjes, M. (2023). Estimating Customer Impatience in a Service System With Unobserved Balking. Stochastic Systems, 13(2), 181-210. https://doi.org/10.1287/stsy.2022.0101 -
Kuiper, A., Mandjes, M., de Mast, J., & Brokkelkamp, R. (2023). A flexible and optimal approach for appointment scheduling in healthcare. Decision Sciences, 54(1), 85-100. https://doi.org/10.1111/deci.12517 -
Dionigi, P., Garlaschelli, D., Subhra Hazra, R., den Hollander, F., & Mandjes, M. (2023). Central limit theorem for the principal eigenvalue and eigenvector of Chung-Lu random graphs. Journal of Physics: Complexity, 4(1), Article 015008. https://doi.org/10.1088/2632-072X/ACB8F7 -
Storm, P. J., Kager, W., Mandjes, M., & Borst, S. (2023). Stability of a stochastic ring network. Performance Evaluation, 162, Article 102355. https://doi.org/10.1016/j.peva.2023.102355 -
Chan, K. M. D., & Mandjes, M. R. H. (2023). A Versatile Stochastic Dissemination Model. Methodology and Computing in Applied Probability, 25(3), Article 69. https://doi.org/10.1007/s11009-023-10041-2
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