Kijima Masaaki

Masaaki Kijima

Information about the author Masaaki Kijima will soon be added to the site.
Found 20 papers in total
The pricing of options with stochastic boundaries in a Gaussian economy
The pricing of options with stochastic boundaries in a Gaussian economy
2007
This article considers the pricing of options with stochastic boundaries in a Gaussian...
A (T,S) inventory/production system with limited production capacity and uncertain demands
A (T,S) inventory/production system with limited production capacity and uncertain demands
1999
We consider a single-item, single-location, ( T,S ) inventory/production model with...
A point process model for the reliability of a maintained system subject to general repair
A point process model for the reliability of a maintained system subject to general repair
1996
A model for the general repair of a system subject to stochastic failure is introduced...
Stochastic orders and their applications in financial optimization
Stochastic orders and their applications in financial optimization
1999
Stochastic orders and inequalities are very useful tools in various areas of economics...
Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains
Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains
1998
A continuous-time Markov chain on the non-negative integers is called skip-free to the...
A point process model for the reliability of a maintained system subject to general repair
A point process model for the reliability of a maintained system subject to general repair
1996
A model for the general repair of a system subject to stochastic failure is introduced...
Replacement policies of a shock model with imperfect preventive maintenance
Replacement policies of a shock model with imperfect preventive maintenance
1992
This paper applies a sequential preventive maintenance (PM) policy to a cumulative...
Approximate valuation of average options
Approximate valuation of average options
1993
This paper concerns the valuation of average options of European type where an...
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
1993
In this paper, the authors first define risk in an axiomatic way and a class of...
On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
1992
Let be a transient Markov chain which, when restricted to the state space , is...
Single machine scheduling problem when the machine capacity varies stochastically
Single machine scheduling problem when the machine capacity varies stochastically
1992
The authors consider single machine scheduling problems when the machine capacity...
Theory and algorithms of the Laguerre transform, Part II: Algorithm
Theory and algorithms of the Laguerre transform, Part II: Algorithm
1991
The Laguerre transform developed by Keilson, Nunn and Sumita provides an algorithmic...
A cumulative damage shock model with imperfect preventive maintenance
A cumulative damage shock model with imperfect preventive maintenance
1991
In this article the authors consider a cumulative damage shock model under a periodic...
Stochastic minimization of the makespan in flow shops with identical machines and buffers of arbitrary size
Stochastic minimization of the makespan in flow shops with identical machines and buffers of arbitrary size
1990
Stochastic permutation flow shops of m identical machines and n jobs are considered....
Further results for dynamic scheduling of multiclass G/G/1 queues
Further results for dynamic scheduling of multiclass G/G/1 queues
1989
The authors consider discrete-time dynamic scheduling problems of the following three...
Uniform monotonicity of Markov processes and its related properties
Uniform monotonicity of Markov processes and its related properties
1989
A real valued discrete time Markov process { X n } is defined to be uniformly monotone...
Some results for repairable systems with general repair
Some results for repairable systems with general repair
1989
This paper develops general repair models for a repairable system by using the idea of...
The Laguerre transform of product of functions
The Laguerre transform of product of functions
1989
The Laguerre transform developed by Keilson, Nunn and Sumita provides an algorithmic...
On passage and conditional passage times for Markov chains in continuous time
On passage and conditional passage times for Markov chains in continuous time
1988
Let X ( t ) be a temporally homogeneous irreducible Markov chain in continuous time...
Theory and algorithms of the Laguerre transform, Part I: Theory
Theory and algorithms of the Laguerre transform, Part I: Theory
1988
The Laguerre transform, introduced by Keilson and Nunn and Sumita, provides an...
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