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|a UAMI
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|a Fichtinger, Johannes,
|e author.
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|a The single-period inventory model with spectral risk measures /
|c Johannes Fichtiger.
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|a Frankfurt am Main :
|b Peter Lang,
|c [2011]
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| 300 |
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|a 1 online resource (viii, 124 pages) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a Forschungsergebnisse der Wirtschaftsuniversität Wien ;
|v Band 49
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|a Print version record.
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|a Includes bibliographical references.
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|a Cover -- 1 Introduction and Foundations -- 1.1 The Newsvendor Model -- 1.1.1 The inventory problem -- 1.1.2 The inventory & -- pricing problem -- 1.2 Terminology, definitions used and conventions -- 1.3 Structure of the work -- 2 Risk Measurement and Optimization -- 2.1 Early approaches to risk measures -- 2.1.1 Expected utility theory -- 2.1.2 Symmetric and downside risk measures -- 2.1.3 Value-at-Risk (VaR) -- 2.1.4 Artzner's axioms of coherency: How to measure risk -- 2.1.5 VaR in view of Artzner's axioms -- 2.2 Conditional Value-at-Risk (CVaR) -- 2.2.1 Definition of conditional Value-at-Risk -- 2.2.2 Optimization of CVaR -- 2.3 Spectral measures of risk -- 2.3.1 Definition of spectral measures of risk -- 2.3.2 Discussion on how to model the risk spectrum -- 2.3.3 Optimization of general spectral measures of risk -- 3 Inventory Problem with Risk Measures -- 3.1 A review of inventory control with risk preferences -- 3.2 Basic inventory control problem -- 3.2.1 Optimal policy and structural properties for the basic inventory problem -- 3.2.2 Specific examples of risk spectra in the basic inventory problem -- 3.2.3 Numerical study of the basic inventory control problem -- 3.3 Inventory control with shortage penalty cost -- 3.3.1 Optimal policy and structural properties for the inventory problem with shortage penalty costs -- 3.3.2 Specific examples of risk spectra in the inventory problem with shortage penalty cost -- 3.3.3 Numerical study of the inventory control problem with shortage penalty cost -- 3.4 Applications in supply chain management -- 4 Inventory & -- Pricing Problem with Risk Measures -- 4.1 The basic inventory & -- pricing problem -- 4.1.1 Necessary properties of the demand (error) distribution and risk spectra preserving them -- 4.1.2 Results for the joint optimal inventory & -- pricing problem.
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|a 4.1.3 Results for the pricing-only problem -- 4.1.4 Numerical study of the basic inventory & -- pricing problem -- 4.1.5 Analysis of the mean-CVaR risk spectrum -- 4.2 The inventory & -- pricing problem with shortage penalty cost -- 4.2.1 Joint optimality and unimodality -- 4.2.2 Joint optimal controls -- 4.2.3 Joint optimal performance measures -- 5 Conclusion -- References -- A Proofs.
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|a JSTOR
|b Books at JSTOR Open Access
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|a JSTOR
|b Books at JSTOR All Purchased
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| 650 |
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|a Inventory control
|x Mathematical models.
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| 650 |
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|a Risk management
|x Mathematical models.
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| 650 |
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6 |
|a Gestion des stocks
|x Modèles mathématiques.
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| 650 |
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|a Gestion du risque
|x Modèles mathématiques.
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Purchasing & Buying.
|2 bisacsh
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| 650 |
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7 |
|a Inventory control
|x Mathematical models
|2 fast
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| 650 |
|
7 |
|a Risk management
|x Mathematical models
|2 fast
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| 655 |
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|a Electronic books.
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| 776 |
0 |
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|i Print version:
|a Fichtinger, Johannes.
|t Single-period inventory model with spectral risk measures.
|d Frankfurt am Main : Peter Lang, ©2011
|z 9783631615737
|w (DLC) 2012493852
|w (OCoLC)768169074
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| 830 |
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0 |
|a Forschungsergebnisse der Wirtschaftsuniversität Wien ;
|v Bd. 49.
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| 856 |
4 |
0 |
|u https://jstor.uam.elogim.com/stable/10.2307/j.ctvc16nvg
|z Texto completo
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL30686210
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| 994 |
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|a 92
|b IZTAP
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