| Session Code:
W4-R1 |
| Wednesday, Room
1, 4:30-6:00 |
| Risk and
Insurance |
| Chair:
Liu, Guoxin |
|
Harmantzis, Fotios C.; Marinelli, Carlo;
Rachev, Svetlozar T. |
|
Comparative Study of some Univariate Models for Value-at-risk |
|
Wang, Mingji;
|
|
Aggregate Life Insurance Model with Force of Interest Function |
|
Geng,
Xianmin |
| The Ruin
Probability of the Classical Risk Model with Risk Investment |
|
Liu, Guoxin |
|
Piecewise Deterministic Markov Processes and their Application to Risk
Theory |
|
| Session
Code: W4-R2 |
| Wednesday, Room
2, 4:30-6:00 |
Matrix Analytic Methods II
|
|
Organizer
and
Chair:
Squillante, Mark S. |
|
Nigel G. Bean, Malgorzata M. O'Reilly,
Peter G. Taylor |
|
Hitting
Probabilities and Hitting Times for Stochastic Fluid Flows |
|
Nigel G. Bean |
| Markovian
Binary Trees |
|
Jungong Xue, Attahiru Alfa |
|
Tail Probability of Queue
Length in a Non-preemptive MAP/PH/1 Queue |
|
David Gamarnik, Mark Squillante |
|
Stability and Performance of Stochastic Online
Bin Packing |
|
| Session
Code: W4-R3 |
| Wednesday,
Room 3, 4:30-6:00 |
Call Center
|
|
Chair:
Wang,
Jinting |
|
Wang,
Jinting; Srinivasan, Raj |
|
Performance Analysis of Call Centers with Interactive Voice Response
Units and Abandonment |
|
Shen,
Haipeng; Brown, Lawrence D.; Zhao, Linda H. |
|
Statistical Analysis of A Telephone Call Center: A Queueing-Science
Perspective |
|
Kawanishi,
Ken'ichi |
|
Numerical Investigation of the Influence of Deadline on the Performance
of a Queueing System with Impatient Customers |
|
Pot, Auke;
Franx, Geert Jan; Koole, Ger |
|
Approximating the performance of call centers using hyper-exponential
distributions |
|
| Session
Code: W4-R4 |
| Wednesday,
Room 4, 4:30-6:00 |
Supply Chain Management IV
|
|
Chair: Zipkin,
Paul |
|
Huang, Wei;
Kulkarni, Vidyadhar; Swaminathan, Jayshankar |
|
Warranty Outsourcing Among Competing Vendors |
|
Ning, Weiyi;
Ou, Jihong; Ye, Hengqing |
| Optimal
Control of Make-To-Stock Queues with Common Demand Arrival |
|
Liu,
Xiaoming Rose; Liu, Liming |
| Dynamic
Leadtime Quotation for Assemble-to-Order Supplier |
|
Song,
Jing-Sheng; Zipkin, Paul |
| Supply
Streams |
|
|
Session Code: W4-R5 |
|
Wednesday, Room 5, 4:30-6:00 |
Improving Simulation Efficiency
|
|
Chair: G¨ırkan,
G¨ıl |
|
Hung, Ying-Chao;
Michailidis, George |
|
Developing Efficient Simulation Methodology for Complex Queueing
Networks |
|
Shen, Limin;
Niu, Jingchun; Tian, Naishuo |
| The
Research on Flexible Queuing Simulation System |
|
Birbil,S. Ilker, G¨ırkan,
G¨ıl, Listes, Ovidiu
|
| Solving Stochastic
Mathematical Programs with Equilibrium Constraints Using Simulation |
|
|
Session Code: W4-R6 |
|
Wednesday, Room 6, 4:30-6:00 |
|
Queuing models |
|
Chair:
Nakagawa, Kenji |
|
Nakagawa, Kenji |
|
On the Series Expansion for
the Stationary Probabilities of a Queue |
|
Hwang, Gang UK; Sohraby, Khosrow |
|
Queue Response for Multiple
Discrete Autoregressive Sources of Order 1 |
|
Bhulai,
Sandjai |
|
On
the Value Function of the M/Cox(r)/1 Queue |
|
Avi-Itzhak,
Benjamin;
Levy,
Hanoch;
Raz,
David . |
|
Quantifying Fairness in Queueing Systems |
|