Prof. dr. ir. E.M.M. (Erik) Winands
Faculty of Science
KDV
Visiting address
- Science Park 107
Postal address
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Postbus 94248
1090 GE Amsterdam
Contact details
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Publications
2024
- Schiphorst, B., Mandjes, M., Spreij, P., & Winands, E. (2024). A Structural Credit Risk Model with Default Contagion. In M. Corazza, F. Gannon, F. Legros, C. Pizzi, & V. Touzé (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF2024 (pp. 280-285). Springer. https://doi.org/10.1007/978-3-031-64273-9_46
2022
- Boon, M. A. A., & Winands, E. M. M. (2022). Open problems for critically loaded k-limited polling systems. Queueing Systems, 100(3-4), 281-283. https://doi.org/10.1007/s11134-022-09770-x [details]
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). Article e1 (EAI Endorsed Transactions on Collaborative Computing; Vol. 2, No. 10). 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]
- van Beek, M., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2015). Regime switching affine processes and applications in finance. In Prodeedings Stochastic & Computational Finance 2015 — From Academia to Industry
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). Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. http://www.afmathconf.ugent.be/FormerEditions/Proceedings2014.pdf [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]
2011
- Boon, M. A. A., Van der Mei, R. D., & Winands, E. M. M. (2011). Queueing networks with a single shared server: Light and heavy traffic. Performance Evaluation Review, 39(2), 44-46. https://doi.org/10.1145/2034832.2034843
- Boon, M. A. A., Winands, E. M. M., Adan, I. J. B. F., & Van Wijk, A. C. C. (2011). Closed-form waiting time approximations for polling systems. Performance Evaluation, 68(3), 290-306. https://doi.org/10.1016/j.peva.2010.12.004
- Boon, M. A. A., van der Mei, R. D., & Winands, E. M. M. (2011). Applications of polling systems. Surveys in Operations Research and Management Science, 16(2), 67-82. https://doi.org/10.1016/j.sorms.2011.01.001
- Boon, M., Boxma, O. J., & Winands, E. M. M. (2011). On open problems in polling systems. Queueing Systems, 68(3), 365-374. https://doi.org/10.1007/s11134-011-9247-9
- Dorsman, J. L., van der Mei, R. D., & Winands, E. M. M. (2011). A new method for deriving waiting-time approximations in polling systems with renewal arrivals. Stochastic Models, 27(2), 318-332. https://doi.org/10.1080/15326349.2011.567933
- Winands, E. M. M. (2011). Branching-type polling systems with large setups. OR Spectrum, 33(1), 77-97. https://doi.org/10.1007/s00291-009-0174-7
- Winands, E. M. M., Adan, I. J. B. F., & Van Houtum, G. J. (2011). The stochastic economic lot scheduling problem: A survey. European Journal of Operational Research, 210(1), 1-9. https://doi.org/10.1016/j.ejor.2010.06.011
2010
- Gong, Y., Winands, EMM., & de Koster, R. (2010). A real-time picking and sorting system in e-commerce distribution centers. In K. Ellis, K. Gue, M. B. M. De Koster, R. Meller, B. Montreuil, & M. Ogle (Eds.), Progress in Material Handling Research: 2010 (pp. 161-174)
2009
- Van Leeuwaarden, J. S. H., Squillante, M. S., & Winands, E. M. M. (2009). Quasi-birth-and-death processes, lattice path counting, and hypergeometric functions. Journal of Applied Probability, 46(2), 507-520. https://doi.org/10.1239/jap/1245676103
- Winands, E. M. M., Adan, I. J. B. F., van Houtum, G. J., & Down, D. G. (2009). A state-dependent polling model with k-limited service. Probability in the Engineering and Informational Sciences, 23(2), 385-408. https://doi.org/10.1017/S0269964809000217 [details]
- Winands, E. M. M., De Kok, A. G., & Timpe, C. (2009). Case study of a batch-production and inventory system. Interfaces, 39(6), 552-554. https://doi.org/10.1287/inte.1090.0431
2008
- van der Mei, R. D., & Winands, E. M. M. (2008). A note on polling models with renewal arrivals and nonzero switch-over times. Operations Research Letters, 36(4), 500-505. https://doi.org/10.1016/j.orl.2008.01.008
- van der Mei, R. D., & Winands, E. M. M. (2008). Heavy traffic analysis of polling models by mean value analysis. Performance Evaluation, 65(6-7), 400-416. https://doi.org/10.1016/j.peva.2007.12.002
2007
- Van Vuuren, M., & Winands, E. M. M. (2007). Iterative approximation of k-limited polling systems. Queueing Systems, 55(3), 161-178. https://doi.org/10.1007/s11134-007-9010-4
- Wierman, A., Winands, E. M. M., & Boxma, O. J. (2007). Scheduling in polling systems. Performance Evaluation, 64(9-12), 1009-1028. https://doi.org/10.1016/j.peva.2007.06.015
- Winands, E. M. M. (2007). On polling systems with large setups. Operations Research Letters, 35(5), 584-590. https://doi.org/10.1016/j.orl.2006.10.004
- Winands, E. M. M., Adan, I. J. B. F., & van Houtum, G. J. J. A. N. (2007). MVA for polling systems: an efficient approach. In Proceedings of the 6th International Conference on Analysis of Manufacturing Systems (AMS 2007), May 11-16, 2007, Lunteren, the Netherlands (pp. 147-153). Universiteitsdrukkerij Technische Universiteit Eindhoven.
- van Leeuwaarden, J. S. H., Squillante, M. S., & Winands, E. M. M. (2007). Explicit solutions for a general class of Markov processes. PAMM, 7(1), 1080707-1080708. https://doi.org/10.1002/pamm.200700857
- van der Mei, R. D., & Winands, E. M. M. (2007). Polling models with renewal arrivals: A new method to derive heavy-traffic asymptotics. Performance Evaluation, 64(9-12), 1029-1040. https://doi.org/10.1016/j.peva.2007.06.007
2006
- Adan, I. J. B. F., Van Leeuwaarden, J. S. H., & Winands, E. M. M. (2006). On the application of Rouché's theorem in queueing theory. Operations Research Letters, 34(3), 355-360. https://doi.org/10.1016/j.orl.2005.05.012
- Van Der Mei, R. D., & Winands, E. M. M. (2006). Mean value analysis for polling systems in heavy traffic. In Proceedings of VALUETOOLS: 1st International Conference on Performance Evaluation Methodologies and Tools (pp. 47). (ACM International Conference Proceeding Series; Vol. 180). ACM. https://doi.org/10.1145/1190095.1190155
- Van Leeuwaarden, J. S. H., & Winands, E. M. M. (2006). Quasi-birth-and-death processes with an explicit rate matrix. Stochastic Models, 22(1), 77-98. https://doi.org/10.1080/15326340500481747
- Winands, E. M. M., Adan, I. J. B. F., & Van Houtum, G. J. (2006). Mean value analysis for polling systems. Queueing Systems, 54(1), 35-44. https://doi.org/10.1007/s11134-006-7898-8
- Winands, E. M. M., Wieland, J., & Sanders, B. (2006). Dynamic half-rate connections in GSM. AEU - International Journal of Electronics and Communications, 60(7), 504-512. https://doi.org/10.1016/j.aeue.2005.10.013
2005
- Winands, E. M. M., Adan, I. J. B. F., & van Houtum, G. J. J. A. N. (2005). A two-queue model with alternating limited service and state-dependent setups. In C. T. Papadopoulos (Ed.), Analysis of Manufacturing Systems, Production Management (pp. 200-208). ZITI Publishing.
- Winands, E. M. M., Denteneer, T. J. J. D., Resing, J. A. C., & Rietman, R. (2005). A finite-source queuing model for the IEEE 802.11 DCF. European Transactions on Telecommunications, 16(1), 77-89. https://doi.org/10.1002/ett.1033
- Winands, E., De Kreuk, A., & Vissers, J. (2005). Master scheduling of medical specialists. In Health Operations Management: Patient Flow Logistics in Health Care (pp. 184-201). Routledge. https://doi.org/10.4324/9780203356791
2004
- Winands, E. M. M., Denteneer, T. J. J., Resing, J. A. C., & Rietman, R. (2004). A finite-source feedback queueing network as a model for the IEEE 802.11 distributed coordination function. In O. Casals, J. Garcia-Vidal, J. Barcelo, & L. Cerda (Eds.), Mobile and Wireless Systems beyond 3G : 5th European Wireless Conference (EW'04, Barcelona, Spain, February 24-27, 2004) (pp. 551-557)
2024
- Winands, E. (2024). Kwantitatief risicomanagement: Een wereld vol kansen. [details]
- Winands, E. M. M. (2024). Quantitative risk management. De Actuaris, 31(3), 44-45. https://www.actuarieelgenootschap.nl/kennisbank/quantitative-risk-management-1
2008
- Winands, E. M. M. (2008). Een onwaarschijnlijke avond met EURANDOM. STAtOR, 9(4), 29-30.
- Winands, E. M. M. (2008). Polling, productie en prioriteiten. STAtOR, 9(3), 14-17.
2022
2007
- Winands, E. M. M. (2007). Polling, production & priorities. Universiteitsdrukkerij Technische Universiteit Eindhoven. https://doi.org/10.6100/IR628838
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Ancillary activities
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Actuarieel Instituut
Lid van de Raad van Advies -
Rabobank
Head Capital Adequacy & Scenario Analysis
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Actuarieel Instituut
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.