IDEAS home Printed from https://ideas.repec.org/r/inm/ormnsc/v19y1972i3p290-296.html
   My bibliography  Save this item

The Determination of Partial Moments

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Horowitz, I. & Thompson, P., 1995. "The sophisticated decision maker: All work and no pay?," Omega, Elsevier, vol. 23(1), pages 1-11, February.
  2. A H L Lau & H-S Lau & J-C Wang, 2007. "Some properties of buyback and other related schemes in a newsvendor-product supply chain with price-sensitive demand," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(4), pages 491-504, April.
  3. Hing-Ling Lau, Amy & Lau, Hon-Shiang & Willett, Keith D., 2000. "Demand uncertainty and returns policies for a seasonal product: An alternative model," International Journal of Production Economics, Elsevier, vol. 66(1), pages 1-12, June.
  4. Chanchal Kundu & Kshirod Sarkar, 2017. "Characterizations based on higher order and partial moments of inactivity time," Statistical Papers, Springer, vol. 58(3), pages 607-626, September.
  5. Maria Mercè Claramunt & Maite Màrmol, 2020. "Refundable deductible insurance," Working Papers hal-02909299, HAL.
  6. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2003. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans," Working Papers wp063, University of Michigan, Michigan Retirement Research Center.
  7. Ebru K. Bish & Ana Muriel & Stephan Biller, 2005. "Managing Flexible Capacity in a Make-to-Order Environment," Management Science, INFORMS, vol. 51(2), pages 167-180, February.
  8. Raimond Mauer & Steffen P. Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 47-78.
  9. Hong, Jengei & Ahn, Seryoong, 2022. "Penalty interest rates, LTV constraints, and screening laxity in mortgage markets," Journal of Banking & Finance, Elsevier, vol. 138(C).
  10. Ebru K. Bish & Rawee Suwandechochai & Douglas R. Bish, 2004. "Strategies for managing the flexible capacity in the airline industry," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(5), pages 654-685, August.
  11. Kalakbandi, Vinay Kumar, 2018. "Managing the misbehaving retailer under demand uncertainty and imperfect information," European Journal of Operational Research, Elsevier, vol. 269(3), pages 939-954.
  12. Liu, Zhenya & Lu, Shanglin & Wang, Shixuan, 2021. "Asymmetry, tail risk and time series momentum," International Review of Financial Analysis, Elsevier, vol. 78(C).
  13. Claude Lefèvre & Stéphane Loisel & Pierre Montesinos, 2020. "Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions," Post-Print hal-02611227, HAL.
  14. Chen, Liang-Hsuan & Chen, Ying-Che, 2010. "A multiple-item budget-constraint newsboy problem with a reservation policy," Omega, Elsevier, vol. 38(6), pages 431-439, December.
  15. Phong T. H. Ngo, 2006. "A Theory of Precautionary Regulatory Capital in Banking," International Review of Finance, International Review of Finance Ltd., vol. 6(3‐4), pages 99-128, September.
  16. Sean A. Anthonisz & Tālis J. Putniņš, 2017. "Asset Pricing with Downside Liquidity Risks," Management Science, INFORMS, vol. 63(8), pages 2549-2572, August.
  17. Saurabh Bansal & James S. Dyer, 2017. "Technical Note—Multivariate Partial-Expectation Results for Exact Solutions of Two-Stage Problems," Operations Research, INFORMS, vol. 65(6), pages 1526-1534, December.
  18. Eling, Martin & Gatzert, Nadine & Schmeiser, Hato, 2009. "Minimum standards for investment performance: A new perspective on non-life insurer solvency," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 113-122, August.
  19. Hua, Zhongsheng & Li, Sijie, 2008. "Impacts of demand uncertainty on retailer's dominance and manufacturer-retailer supply chain cooperation," Omega, Elsevier, vol. 36(5), pages 697-714, October.
  20. Sander Muns, 2019. "An iterative algorithm to bound partial moments," Computational Statistics, Springer, vol. 34(1), pages 89-122, March.
  21. Lau, Amy Hing Ling & Lau, Hon-Shiang, 2008. "An improved (Q, R) formulation when the stockout cost is incurred on a per-stockout basis," International Journal of Production Economics, Elsevier, vol. 111(2), pages 421-434, February.
  22. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2005. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities," NBER Working Papers 11271, National Bureau of Economic Research, Inc.
  23. Lau, Hon-Shiang & Lau, Amy Hing-Ling, 1997. "Reordering strategies for a newsboy-type product," European Journal of Operational Research, Elsevier, vol. 103(3), pages 557-572, December.
  24. Leo MacDonald & Jomon Aliyas Paul, 2024. "A risk analytics model for strategic workforce planning: readiness of enlisted military personnel," Annals of Operations Research, Springer, vol. 338(1), pages 513-533, July.
  25. Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose & Robert L. Winkler, 2017. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs," Operations Research, INFORMS, vol. 65(3), pages 712-728, June.
  26. Albrecht, Peter & Klett, Timo, 2004. "Referenzpunktbezogene risikoadjustierte Performancemaße : theoretische Grundlagen," Papers 04-10, Sonderforschungsbreich 504.
  27. Antje Mahayni & Oliver Lubos & Sascha Offermann, 2021. "Minimum return rate guarantees under default risk: optimal design of quantile guarantees," Review of Managerial Science, Springer, vol. 15(7), pages 1821-1848, October.
  28. Hing-Ling Lau, Amy & Lau, Hon-Shiang, 2001. "Some two-echelon style-goods inventory models with asymmetric market information," European Journal of Operational Research, Elsevier, vol. 134(1), pages 29-42, October.
  29. Paul, Jomon Aliyas & MacDonald, Leo, 2016. "Optimal location, capacity and timing of stockpiles for improved hurricane preparedness," International Journal of Production Economics, Elsevier, vol. 174(C), pages 11-28.
  30. Hing-Ling Lau, Amy & Lau, Hon-Shiang, 1998. "Decision models for single-period products with two ordering opportunities," International Journal of Production Economics, Elsevier, vol. 55(1), pages 57-70, June.
  31. Lau, Hon-Shiang & Lau, Amy Hing-Ling, 1999. "Manufacturer's pricing strategy and return policy for a single-period commodity," European Journal of Operational Research, Elsevier, vol. 116(2), pages 291-304, July.
  32. Lau, Amy Hing-Ling & Lau, Hon-Shiang, 2002. "A comparison of different methods for estimating the average inventory level in a (Q,R) system with backorders," International Journal of Production Economics, Elsevier, vol. 79(3), pages 303-316, October.
  33. Valeria Bignozzi & Luca Merlo & Lea Petrella, 2022. "Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles," Papers 2209.12855, arXiv.org.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.