Dr. ir. E.M.M. (Erik) Winands
Faculteit der Natuurwetenschappen, Wiskunde en Informatica
Korteweg-de Vries Instituut
Bezoekadres
- Science Park 107
Postadres
- Postbus 94248
1090 GE Amsterdam
Contactgegevens
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Publicaties
2022
Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2022). On capital allocation for a risk measure derived from ruin theory. Insurance: Mathematics and Economics, 104, 76-98. https://doi.org/10.1016/j.insmatheco.2022.02.001 [details]
2020
- Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4 [details]
- van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2 [details]
2019
- Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2019). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87-97. https://doi.org/10.1016/j.insmatheco.2018.10.001 [details]
2017
- Boon, M. A. A., van der Mei, R. D., & Winands, E. M. M. (2017). Heavy traffic analysis of roving server networks. Stochastic Models, 33(2), 171-209. https://doi.org/10.1080/15326349.2016.1226142 [details]
2016
- Boon, M. A. A., & Winands, E. M. M. (2016). Critically loaded k-limited polling systems. In W. Knottenbelt, K. Wolter, A. Busic, M. Gribaudo, & P. Reinecke (Eds.), VALUETOOLS '15: Proceedings of the 9th EAI International Conference on Performance Evaluation Methodologies and Tools : Berlin, Germany, December 14-16, 2015 (pp. 95-102). [e1] (EAI Endorsed Transactions on Collaborative Computing; Vol. 2, No. 10). Brussels: ICST (Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering). https://doi.org/10.4108/eai.14-12-2015.2262578 [details]
2015
- Bekker, R., Vis, P., Dorsman, J. L., van der Mei, R. D., & Winands, E. M. M. (2015). The impact of scheduling policies on the waiting-time distributions in polling systems. Queueing Systems, 79(2), 145-172. https://doi.org/10.1007/s11134-014-9416-8 [details]
2014
- Badila, E. S., Boxma, O. J., Resing, J. A. C., & Winands, E. M. M. (2014). Queues and risk models with simultaneous arrivals. Advances in Applied Probability, 46(3), 812-831. https://doi.org/10.1239/aap/1409319561 [details]
- Boon, M. A. A., & Winands, E. M. M. (2014). Heavy-traffic Analysis of K-limited Polling. Probability in the Engineering and Informational Sciences, 28(4), 451-471. https://doi.org/10.1017/S0269964814000096 [details]
- van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Brussel, België: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. [details]
2013
- Bekker, R., Dorsman, J. L., van der Mei, R. D., Vis, P., & Winands, E. M. M. (2013). Scheduling in polling systems in heavy traffic. Performance Evaluation Review, 41(2), 41-43. https://doi.org/10.1145/2518025.2518032 [details]
- Boon, M. A. A., van der Mei, R. D., & Winands, E. M. M. (2013). Waiting times in queueing networks with a single shared server. Queueing Systems, 74(4), 403-429. https://doi.org/10.1007/s11134-012-9334-6 [details]
2012
- Adan, I. J. B. F., & Winands, E. M. M. (2012). Editorial: polling systems. Annals of Operations Research, 198(1), 1-3. https://doi.org/10.1007/s10479-012-1159-5 [details]
- Boon, M. A. A., Adan, I. J. B. F., Winands, E. M. M., & Down, D. G. (2012). Delays at signalized intersections with exhaustive traffic control. Probability in the Engineering and Informational Sciences, 26(3), 337-373. https://doi.org/10.1017/S0269964812000058 [details]
- Dorsman, J. L., van der Mei, R. D., & Winands, E. M. M. (2012). Polling systems with batch service. OR Spectrum, 34(3), 743-761. https://doi.org/10.1007/s00291-011-0275-y [details]
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Nevenwerkzaamheden
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Rabobank
Head Capital Adequacy & Scenario Analysis
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Rabobank
Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2022). On capital allocation for a risk measure derived from ruin theory. Insurance: Mathematics and Economics, 104, 76-98.