: A continuous review two-echelon inventory system with a central warehouse and a number of non-identical retailers is considered. The retailers face independent Poisson demand and...
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
We consider a market with two suppliers and a set of buyers in search of procurement contracts with one of the suppliers. In particular, each buyer needs to process a certain volu...