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Comparison of combined stochastic risk processes and its applications

Title
Comparison of combined stochastic risk processes and its applications
Authors
Cha J.H.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2011
Journal Title
European Journal of Operational Research
ISSN
0377-2217JCR Link
Citation
vol. 215, no. 2, pp. 404 - 410
Indexed
SCIE; SCOPUS WOS scopus
Abstract
In this article we compare combined stochastic risk processes and consider its applications to various fields of relevance. Initially, the problem is formulated in terms of optimal transportation under fatal risks which may cause the failure of the transportation. Various transportation policies are considered and the problem of determining optimal policy maximizing the probability of success of transportation is suggested. Then the suggested problem is reformulated in the context of reliability modelling under more general settings and the main results are derived. Applications of the results to many different areas are discussed. © 2011 Elsevier B.V. All rights reserved.
DOI
10.1016/j.ejor.2011.05.058
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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