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Results: 345
Number of items: 345
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2
  • Open Access
    van Beek, M. (2020). Multidisciplinary essays on finance. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Serra, P., & Mandjes, M. (2020). Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation. Computational Statistics and Data Analysis, 144, Article 106886. https://doi.org/10.1016/j.csda.2019.106886
  • Open Access
    Heemskerk, J. M. A. (2020). Overdispersion in service systems. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4
  • Open Access
    Storm, P. J., Bhulai, S., Kager, W., & Mandjes, M. (2020). Roundabout model with on-ramp queues: Exact results and scaling approximations. Physical Review E, 101(1), Article 012311. https://doi.org/10.1103/PhysRevE.101.012311
  • Abhishek, A., Boon, M. A. A., Mandjes, M., & Núñez-Queija, R. (2019). Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning. European Journal of Operational Research, 273(3), 1026-1035. https://doi.org/10.1016/j.ejor.2018.09.049
  • Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2019). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87-97. https://doi.org/10.1016/j.insmatheco.2018.10.001
  • Jansen, H. M., Mandjes, M., De Turck, K., & Wittevrongel, S. (2019). Diffusion limits for networks of Markov-modulated infinite-server queues. Performance Evaluation, 135, 18. Article 102039. https://doi.org/10.1016/j.peva.2019.102039
  • Malsagov, A., & Mandjes, M. (2019). Approximations for reflected fractional Brownian motion. Physical Review E, 100(3), Article 032120. https://doi.org/10.1103/PhysRevE.100.032120
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