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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049946
Description: In this paper, we investigate the asymptotic behaviors of the loss reservings computed by individual data method and its aggregate data versions by Chain-Ladder (CL) and Bornhuetter–Ferguson (BF) algo ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/360105
Description: The main purpose of this paper is to assess and demonstrate the advantage of claims reserving models based on individual data in forecasting future liabilities over traditional models on aggregate dat ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1049827
Description: This article presents a new credibility estimation of the probability distributions of risks under Bayes settings in a completely nonparametric framework. In contrast to the Ferguson's Bayesian nonpar ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: book
Identifier: http://hdl.handle.net/1959.14/334546
Description: 416 page(s)
Date: 2014
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/1190115
Description: This chapter surveys the literature on scheduling problems with random attributes, including processing times, due dates, and patterns of machine breakdowns, for which the approaches for deterministic ... More
Authors: Wu, Xianyi | Zhou, Xian
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/268803
Description: Bandit processes and the Gittins index have provided powerful and elegant theory and tools for the optimization of allocating limited resources to competitive demands. In this paper we extend the Gitt ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/268809
Description: The focus of this study is to analyze position-based learning effects in single-machine stochastic scheduling problems The optimal permutation policies for the stochastic scheduling problems with and ... More
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/93260
Description: We investigate the problem of scheduling a set of jobs to minimize the expected makespan or the variance of the makespan. The jobs are subject to deteriorations which are expressed as linear increment ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/209655
Description: Change-point hazard models have been extensively investigated by many authors, but the literature on change-point problems with survival data subject to censoring is rather small. In an earlier exampl ... More
Reviewed: Reviewed
Date: 2009
Subject Keyword: 140300 Econometrics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/209664
Description: 26 page(s)
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/209640
Description: We study stochastic scheduling on m parallel identical machines with random processing times. The cost involved in the problem is discounted to the present value and the objective is to minimize the e ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146757
Description: This paper considers the problem of scheduling a set of jobs on a single machine subject to stochastic breakdowns with incomplete information on the probability distributions involved in the decision ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/145657
Description: In classical Bühlmann credibility models, claims are assumed to be independent between different risks. In many practical situations, however, this assumption may be violated because there are situati ... More
Reviewed: Reviewed
Authors: Wu, Xianyi | Zhou, Xian
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/75091
Description: This paper is concerned with the problems in scheduling a set of jobs associated with random due dates on a single machine so as to minimize the expected maximum lateness in stochastic environment. Th ... More
Reviewed: Reviewed