Journal: IMA Journal of Management Mathematics (Print)

Found 211 papers in total
The elixir of life: using a maintenance, repair and replacement model based on virtual and operating age in the water industry
The elixir of life: using a maintenance, repair and replacement model based on virtual and operating age in the water industry
2004,
Processing equipment in the water industry is subject to decay and requires...
Multivariate classification trees based on minimum features discrete support vector machines
Multivariate classification trees based on minimum features discrete support vector machines
2003,
A variant of support vector machines is proposed in which the empirical error is...
The central warehouse location problem revisited
The central warehouse location problem revisited
2003,
This paper is concerned with the optimal location of a central warehouse, given a...
Hedging entry and exit decisions: optimizing location under exchange rate uncertainty
Hedging entry and exit decisions: optimizing location under exchange rate uncertainty
2005,
The Cobb–Douglas production function with Abel's model is extended herein, and...
Modelling repairable system reliability with explanatory variables and repair and maintenance actions
Modelling repairable system reliability with explanatory variables and repair and maintenance actions
2004,
A closer look has been taken into repair and maintenance actions (RMAs) that affect...
Warranty servicing strategies to improve customer satisfaction
Warranty servicing strategies to improve customer satisfaction
2004,
Customer satisfaction with a purchased product depends on its performance under...
On defining on-line analytic processing formulations
On defining on-line analytic processing formulations
2005,
Recently there has been increasing interest in On Line Analytical Processing (OLAP) to...
A generalized discrete-time order replacement model
A generalized discrete-time order replacement model
2004,
In this article, we consider a discrete-time order replacement problem. More...
Marginal cost analysis of single-item maintenance policies with several decision variables
Marginal cost analysis of single-item maintenance policies with several decision variables
2004,
The marginal cost approach for the analysis of repair/replacement models was...
A list-sequential sampling scheme with applications in financial auditing
A list-sequential sampling scheme with applications in financial auditing
2003,
External auditors have the responsibility of estimating the level of error in accounts...
LP solvable models for portfolio optimization: A classification and computational comparison
LP solvable models for portfolio optimization: A classification and computational comparison
2003,
The Markowitz model of portfolio optimization quantifies the problem in a lucid form...
Analytic pricing solutions to term structure derivatives in a Markov chain market
Analytic pricing solutions to term structure derivatives in a Markov chain market
2004,
An interest rate process assumed as a function of a continuous-time finite-state...
Theory of optimal consumption and portfolio selection under a Capital-at-Risk (CaR) and a Value-at-Risk (VaR) constraint
Theory of optimal consumption and portfolio selection under a Capital-at-Risk (CaR) and a Value-at-Risk (VaR) constraint
2005,
The solution to the optimal portfolio selection and consumption rule subject to...
Prospecting for gems in credit card data
Prospecting for gems in credit card data
2001,
After a brief high-level discussion of the nature of data mining, this paper describes...
Technically optimal inspection policy with arithmetical adaption
Technically optimal inspection policy with arithmetical adaption
2003,
A process is considered whose quality deteriorates according to a constant failure...
How useful is commonality? Inventory and production decisions to maximize survival probability in start-ups
How useful is commonality? Inventory and production decisions to maximize survival probability in start-ups
2003,
This paper deals with component commonality in start-up manufacturing firms. We...
On the optimality of inventory models with deteriorating items for demand and on-hand inventory dependent production rate
On the optimality of inventory models with deteriorating items for demand and on-hand inventory dependent production rate
2004,
In this paper we present two flexible production lot size inventory models for...
Determining the optimal constrained multi-item (Q, r) inventory policy by maximising risk-adjusted profit
Determining the optimal constrained multi-item (Q, r) inventory policy by maximising risk-adjusted profit
2005,
The predominant approach to determining replenishment batch sizes for capital...
Signed graphs for portfolio analysis in risk management
Signed graphs for portfolio analysis in risk management
2002,
We introduce the notion of structural balance for signed graphs in the context of...
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
2002,
Markov models are commonly used in modelling many practical systems such as...
Assessing and managing credit risk in retail financial services
Assessing and managing credit risk in retail financial services
2001,
The paper reviews recent developments and future needs in modelling credit risk in the...
Modelling consumer credit risk
Modelling consumer credit risk
2001,
The consumer credit market is experiencing unprecedented change, increased...
Cash flow models for pricing mortgages
Cash flow models for pricing mortgages
2001,
A number of recent trends have led academics and practitioners to question the...
Segmentation into predictable classes
Segmentation into predictable classes
2002,
We describe a strategy for assigning objects into classes based on characteristics...
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