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Korteweg-de Vries Institute for Mathematics Korteweg-de Vries Institute for Mathematics

Prof. dr. ir. E.M.M. (Erik) Winands

Faculty of Science
KDV
Visiting address
  • Science Park 107
Postal address
  • Postbus 94248
    1090 GE Amsterdam
Contact details
  • 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

    2020

    2019

    2017

    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

    2012

    2011

    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

    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)

    2025

    2024

    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

    • Delsing, G. A. (2022). Ruin theory for portfolio risk modeling in banking and insurance. [Thesis, fully internal, Universiteit van Amsterdam]. [details]

    2020

    • van Beek, M. (2020). Multidisciplinary essays on finance. [Thesis, externally prepared, Universiteit van Amsterdam]. [details]

    2007

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  • Ancillary activities
    • Actuarieel Instituut
      Lid van de Raad van Advies
    • Rabobank
      Head Capital Adequacy & Scenario Analysis
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