Exponential smoothing forecasts: Taming the Bullwhip Effect when demand is seasonal

Autor: Maximiliano Udenio, Eleni Vatamidou, Jan C. Fransoo

Publikováno v: International Journal of Production Research, 61(6), 1796-1813. TAYLOR & FRANCIS LTD

In this paper, we study the influence of seasonal demands and forecasts on the performance of an Automatic Pipeline, Variable Inventory, Order-Based, Production Control System (APVIOBPCS) using linear control theory. In particular, we consider a syst

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0d6ed550516b382549f9ea7a78d8508
https://research.tilburguniversity.edu/en/publications/8fca6329-83b9-4a49-a2aa-e4e959d4f761

Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails

Autor: Eleni Vatamidou, Hansjörg Albrecher, Martin Bladt

Publikováno v: Methodology and Computing in Applied Probability, vol. 23, pp. 1237-1255

We consider the classical Cram\'er-Lundberg risk model with claim sizes that are mixtures of phase-type and subexponential variables. Exploiting a specific geometric compound representation, we propose control variate techniques to efficiently simula

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05a4848591bf2f00c215752f49b3e177
https://serval.unil.ch/notice/serval:BIB_9F421B24061F

Behavioral causes of the bullwhip effect: an analysis using linear control theory

Autor: Eleni Vatamidou, Maximiliano Udenio, JC Jan Fransoo, Nico Dellaert

Publikováno v: IISE Transactions, 49(10), 980-1000. Informa UK Limited

It has long been recognized that the bullwhip effect in real life depends on a behavioral component. However, non-experimental research typically considers only structural causes in its analysis. In this paper, we study the impact of behavioral biase

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c21bffa3f4749be42f990f3e5dc5da87
https://research.tue.nl/en/publications/3f872707-14ec-4b53-836a-81ee6e23bea0

Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis

Autor: Bert Zwart, Ijbf Ivo Adan, Eleni Vatamidou, Maria Vlasiou

Publikováno v: Insurance Mathematics & Economics, 53, 366-378. Elsevier
Vatamidou, E, Adan, I J B F, Vlasiou, M & Zwart, A P 2013, ' Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. ', Insurance Mathematics & Economics, vol. 53, pp. 366-378 . https://doi.org/10.1016/j.insmatheco.2013.07.002
Insurance: Mathematics and Economics, 53(2), 366-378. Elsevier
Insurance: Mathematics and Economics, 53, 366-378

Numerical evaluation of performance measures in heavy-tailed risk models is an important and challenging problem. In this paper, we construct very accurate approximations of such performance measures that provide small absolute and relative errors. M

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9b72052203d7d0b714b8615e13f6523
https://doi.org/10.1016/j.insmatheco.2013.07.002

Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times

Autor: Ivo Adan, Eleni Vatamidou, Bert Zwart, Maria Vlasiou

Publikováno v: University of Twente Research Information (Pure Portal)
Vatamidou, E, Adan, I, Vlasiou, M & Zwart, A P 2013, Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times. in Proceedings of IFIPWG 7.3 . pp. 53-55 . https://doi.org/10.1145/2518025.2518036
Proceedings of IFIPWG 7.3, 53-55
STARTPAGE=53;ENDPAGE=55;TITLE=Proceedings of IFIPWG 7.3
31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013), Vienna, Austria, September 24-26, 2013, 53-55
STARTPAGE=53;ENDPAGE=55;TITLE=31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013), Vienna, Austria, September 24-26, 2013
ISSUE=7;TITLE=International Conference on Levy Processes, 15-19 July 2013, Wrocław, Poland
ACM SIGMETRICS Performance Evaluation Review, 41(2), 53-55
Pure TUe

In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload distribution of the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e83cce4b5eccb23c7ab6e666b5e4f654
https://research.utwente.nl/en/publications/corrected-phasetype-approximations-for-the-workload-of-the-mapg1-queue-with-heavytailed-service-times(01dfdcc8-8472-44d8-a371-9c2be183cc63).html