Finite time horizon
Parisian ruin over a finite-time horizon
... infinite-time horizon for Gaussian risk processes raises interesting theoretical questions for the asymptotic theory of Gaussian processes and related random ...over finite-time horizon ...
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INVESTIGATION OF THE GERBER-SHIU DISCOUNTED PENALTY FUNCTION ON FINITE TIME HORIZON
... the classical risk model have an exponential distri- bution with parameter µ. Let, in addition, λ be the parameter of a Poisson process, c = λEY (1 + θ) be a premium income rate with positive parameter θ, let x ≥ 0 be an ...
7
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis.
... a finite time horizon is still a major theoretical ...infinite time horizon (for a theoretical study of problems of this kind one may refer to ...
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Communications in Mobile Wireless Networks: A Finite Time-Horizon Viewpoint
... of time-vary ...one time instant, the existing results on interference analysis in static networks can be directly used in highly mobile networks ...different time instants have almost no ...
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Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price
... planning horizon (finite or ...rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate with the objective of maximizing ...
5
An Inventory Model for Non-Instantaneous Deteriorating Items under Conditions of Permissible Delay in Payments for n-Cycles
... unit time for non-instantaneous deteriorating goods over a finite time horizon with exponentially declining demand for ...the time of shortage, deadline of delay in ...
9
An Inventory Model for Weibull deteriorating items with price-dependent and stock dependent demand taking shortages under inflation and time discounting in fuzzy and bi-fuzzy Environment and
... and time value of money are vital in practical environment, especially in the developing countries with large scale ...and time value of money cannot be ignored in real ...linear time-dependent ...
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Two Product, Two Region Production, Inventory, and Transportation Problems
... Abstract: A deterministic production and transportation planning problem is considered over a finite time horizon for two products that can be produced in each of two regions. Each region uses its ...
6
A Two-Warehouse Model for Deteriorating Items with Holding Cost under Particle Swarm Optimization
... and time-value of money were incorporated into the ...planning horizon for items with linearly time-varying demand under inflationary ...a finite time-horizon deterministic ...
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Extremes on the discounted aggregate claims in a time dependent risk model
... Several papers provide the asymptotic tail probability of the discounted aggregate claim process over a finite time horizon under the assumption of independence between the claim amounts and the ...
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An inventory model for non-instantaneous deteriorating items with imperfect quality, delay in payments and time value money
... and time value of money issues will have main effects in financial ...and time value of the money cannot be ignored in global ...with time-dependent demand rate and interval valued lead-time ...
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An Optimal Replenishment Policy for Seasonal Items in Retailing
... replenishment time for a linearly increasing demand ...a finite time horizon to determine the optimal re- plenishment policy, which maximizes the retailer’s total ...
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Optimal Replenishment Policy for Special Display Goods with Ramp-type Demand Rate
... a finite time horizon (period of a season) to de- termine the optimal replenishment policy, which maxi- mizes the retailer’s total ...at time t j , along with the ...
6
An Optimal Ordering Policy for Special Display Goods with Seasonal Demand
... In this study, we have proposed an inventory model with a seasonal demand pattern over a finite time horizon (pe- riod of a season) to determine the optimal replenishment policy, which maximizes the ...
6
Optimal Consumption Under Deterministic Income
... We assume that the primal interest of the individual/household is to maximize the cumu- lated value of discounted consumption from a given time up to a finite time horizon. Or, in other words, ...
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The dividend problem with a finite horizon
... The paper is organised as follows. In Section 2, we introduce the dividend prob- lem with a finite time horizon in some further detail, and we provide a verification theorem. In Section 3, we ...
22
Opportunistic Beamforming for Finite Horizon Multicast
... Multicast Beamforming: Multicast beamforming provides a trade off between multicast gain and beamforming gain. Beam- forming to receivers with poor channel conditions improves the rate of these receivers (but at the same ...
9
An Algorithm of Receding Horizon Control for Two-Person Linear Quadratic Differential Games Using LMI Method
... receding horizon control (RHC) is presented using linear matrix inequality (LMI) techniques, for which nominal closed-loop stability is ...a finite horizon plus a t ime- varying terminal cost ...
5
Opportunistic Finite Horizon Multicasting of Erasure-coded Data
... completion time. We estimate completion time using a weighted Euclidean distance ...completion time algorithm (Weighted-CT) measures the distance between the different possible future states and the ...
14
Finite Horizon, Externalities, and Growth
... time. Carroll et al. (1997) analyze the effects of consumption externalities in an endogenous growth model populated with infinitely-lived dynasties. In their analysis, they show that the steady state growth rates ...
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