Johannes A. M. van der Weide

According to our database1, Johannes A. M. van der Weide authored at least 12 papers between 2004 and 2016.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2016
An approximation method for computing the expected value of max-affine expressions.
Eur. J. Control, 2016

2015
A stochastic alternating renewal process model for unavailability analysis of standby safety equipment.
Reliab. Eng. Syst. Saf., 2015

2013
A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method.
Proceedings of the International Conference on Computational Science, 2013

2012
The probability distribution of maintenance cost of a system affected by the gamma process of degradation: Finite time solution.
Reliab. Eng. Syst. Saf., 2012

2011
Stochastic analysis of shock process and modeling of condition-based maintenance.
Reliab. Eng. Syst. Saf., 2011

2010
Discounted cost model for condition-based maintenance optimization.
Reliab. Eng. Syst. Saf., 2010

An approximation approach for model predictive control of stochastic max-plus linear systems.
Proceedings of the 10th International Workshop on Discrete Event Systems, 2010

2009
Sampling inspection for the evaluation of time-dependent reliability of deteriorating systems under imperfect defect detection.
Reliab. Eng. Syst. Saf., 2009

Double-sided Parisian option pricing.
Finance Stochastics, 2009

2008
Applications to continuous-time processes of computational techniques for discrete-time renewal processes.
Reliab. Eng. Syst. Saf., 2008

2007
Gamma processes and peaks-over-threshold distributions for time-dependent reliability.
Reliab. Eng. Syst. Saf., 2007

2004
Parisian Options - The Implied Barrier Concept.
Proceedings of the Computational Science, 2004


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