Boaz Golany - Academia.edu (original) (raw)

Risk Management and Insurance by Boaz Golany

Research paper thumbnail of Actuarial Uses of Grouped Data: An Information Theoretic Approach to Incorporating Secondary Data

Transactions of the Society of Actuaries, 1996

S. Cox, B. Golany. F. Phillips, and Yun Song are also authors. -Transactions of the Society of ... more S. Cox, B. Golany. F. Phillips, and Yun Song are also authors.

-Transactions of the Society of Actuaries

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Papers by Boaz Golany

Research paper thumbnail of A multi-product dynamic supply chain inventory model with supplier selection, joint replenishment, and transportation cost

Annals of Operations Research, 2022

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Research paper thumbnail of Efficiency Analysis of Medical Care Resources in the U.S. Army Health Services Command

: Data Envelopment Analysis is a relatively new method for measuring and evaluating the efficienc... more : Data Envelopment Analysis is a relatively new method for measuring and evaluating the efficiency of not-for-profit entities with multiple outputs and multiple inputs. Without requiring a priori weights and without requiring explicit specification of interdependencies that may be present between variables it (a) provides and overall measure of performance efficiency from observational data and (b) identifies sources and estimates amounts of inefficiency that may be present in each such source. This paper reports on results from studies of DEA for its possible use in evaluating the performance of 24 Army Health Care Facilities. These DEA results are reviewed and compared with results from alternate methods (often used for efficiency analysis) such as statistical regressions and standards imposed by HCFA.

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Research paper thumbnail of The GPSSR (Goal Programming Sea Shore Rotation) System to Support Management of Policy and Execution of the U.S. Navy's Sea-Shore Rotation Program

: Goal Programming Sea Shore Rotation; This paper is an exposition of the (GPSSR) system to suppo... more : Goal Programming Sea Shore Rotation; This paper is an exposition of the (GPSSR) system to support management of policy and execution of the U.S. Navy's Enlisted Personnel Sea Shore Rotation Program. Its components include (1) a new model of constrained network goal programming type; (2) newly developed algorithms for use with models of this class; (3) computer software and informatics developed to implement these algorithms, plus the software and informatics for other modules of the system including (4) decision support tools for report generation and monitoring capabilities. Originator supplied keywords include: Goal programming; Sea shore to rotation; Valve arc method; Constrained networks.

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Research paper thumbnail of The Land of Milk, Honey and Ideas: What Makes Israel a Hotbed for Entrepreneurship and Innovation?

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Research paper thumbnail of Extremal Principle Solutions of Games in Characteristic Function Form: Core, Chebychev and Shapley Value Generalizations

Advanced Studies in Theoretical and Applied Econometrics, 1988

In 1966, W. Lucas [1] exhibited a 10 person game with no von Neumann-Morgenstern solution. D. Sch... more In 1966, W. Lucas [1] exhibited a 10 person game with no von Neumann-Morgenstern solution. D. Schmeidler [2] then originated the nucleolus, proved it exists for every game, is unique and is contained in the kernel and the bargaining set (thereby establishing the first elementary proof of their existence). Charnes’ idea of defining solutions by use of uni- or poly-extremal principles involving comparison of coalitional worths and payoffs thereto was specialized by Charnes and Kortanek [3] to non-Archimedean linear programs characterizing and generalizing the nucleolus and to the class of convex nucleus solutions given by minimizing a convex function of the coalitional excesses subject to simple conditions like the payoff vector being a division of the grand coalition value or an imputation.

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Research paper thumbnail of Securing Gates of a Protected Area: A Hybrid Game and Queueing Theory Modeling Approach

Decision Analysis, 2019

The prevention of malicious attacks on secured areas, such as airports and government installatio... more The prevention of malicious attacks on secured areas, such as airports and government installations, is a major concern everywhere as terror organizations increase their global reach. Typically, traffic in and out of such protected areas happens through well-defined gates. An attacker who wants to penetrate the area has to do it through one of the gates, and the defender who protects the area tries to prevent it by inspecting the incoming traffic. The trade-off faced by the defender is that increased inspections adversely affect the vast majority of innocent people passing through the gates by causing longer queues and discomfort. We combine game theory considerations with queueing theory analysis to address such situations. We formulate and analytically solve a defender–attacker game that takes place at multiple gates of a secured area. The gates are modeled as M/M/N queueing systems, where the “N”s are chosen strategically by the defender and may vary among the gates. Our analysis...

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Research paper thumbnail of A two-resource allocation algorithm with an application to large-scale zero-sum defensive games

Computers & Operations Research, 2017

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Research paper thumbnail of On the Ranking of R&D Projects in a Hierarchical Organizational Structure subject to Global Resource Constraints

Technology Commercialization, 2002

The problem of evaluating a portfolio of R&D projects is not only to rank the projects but al... more The problem of evaluating a portfolio of R&D projects is not only to rank the projects but also to find the necessary resources to see the projects through development and eventual commercialization. We discuss ways of arranging a set of two-stage DEA calculations in a hierarchical organizational structure where headquarters allocates resources to departments and each department operates a portfolio of R&D projects. Assuming that projects are indivisible, we formulate a zero-one programming model for the allocation of resources to them. Finally, we construct a global DEA program covering the entire organizational hierarchy that combines rankings with a set of global resource constraints.

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Research paper thumbnail of A Multiperiod Analysis of Market Segments and Brand Efficiency in the Competitive Carbonated Beverage Industry

Data Envelopment Analysis: Theory, Methodology, and Applications, 1994

Measurement and evaluation of sales response, in a multiattribute sense, for a product in the usu... more Measurement and evaluation of sales response, in a multiattribute sense, for a product in the usual marketing environment of competing brands has been and continues to be an exceedingly complex and difficult task. It is made more so by the inability to obtain either comprehensive data or sample data that are free from noise factors, not all of which are recognized a priori or a posteriori. For example, even a casual review of the marketing literature would lead one to conclude that even in a heavily researched area such as the advertising—sales response curve there is little conclusive evidence as to the shape of these curves, and that all such investigations are limited by vitrue of ignoring interactions of marketing mix variables. These studies also, of course, treat only one response variable at a time.

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Research paper thumbnail of Optimal design modifications by geometric programming and constrained stochastic network models

International Journal of Systems Science, 1988

A new class of constrained stochastic network models is formulated in a manner that can be used t... more A new class of constrained stochastic network models is formulated in a manner that can be used to support a variety of analyses of optimal design modifications for special weapons systems under budgetary and other constraints. Alternative expressions in terms of geometric programming are also explored. These, however, are far more inconvenient to compute or manipulate especially as the model size increases. Component modifications to the B52G system are considered in a prototype example.

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Research paper thumbnail of Robust multi-echelon multi-period inventory control

European Journal of Operational Research, 2009

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Research paper thumbnail of Decision Support Nature plays with dice -terrorists do not: Allocating resources to counter strategic versus probabilistic risks

Probabilistic uncertainty is caused by ''chance'', whereas strategic uncertai... more Probabilistic uncertainty is caused by ''chance'', whereas strategic uncertainty is caused by an adverse interested party. Using linear impact functions, the problems of allocating a limited resource to defend sites that face either probabilistic risk or strategic risk are formulated as optimization problems that are solved explicitly. The resulting optimal policies differ -under probabilistic risk, the optimal policy is to focus the investment of resources on priority sites where they yield the highest impact, while under strategic risk, the best policy is to spread the resources so as to decrease the potential damage level of the most vulnerable site(s). Neither solution coincides with the commonly practiced proportionality allocation scheme.

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Research paper thumbnail of Plate-forme de negociation

L'invention concerne une plate-forme servant a supporter une negociation entre des parties af... more L'invention concerne une plate-forme servant a supporter une negociation entre des parties afin d'aboutir a un resultat. Cette plate-forme comprend une unite de programmes d'objectifs de parties qui definit des programmes d'objectifs respectifs a chaque partie par rapport audit resultat, un programme d'objectifs comprenant une pluralite de fonctions d'objectifs et de contraintes associees aux fonctions d'objectifs respectives, en associant un certain niveau d'importance a chacune desdites fonctions d'objectifs et en affectant a ces fonctions d'objectifs une ponderation d'importance respective a l'interieur de chaque niveau. Cette unite de programmes d'objectifs de parties comprend une unite d'entree de partie permettant a une partie de fournir des donnees relatives a un programme d'objectifs respectif, un unificateur de programmes d'objectifs associe a ladite unite de programmes d'objectifs de parties et concu pour ...

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Research paper thumbnail of On chance constrained, competitive and cooperative evaluational methods in some problems of dynamic management

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Measuring the Impact of National Advertising on Recruiting by Data Envelopment Analysis Methods

: Empirical Pareto-Efficient Production Function means to assess the impact of advertising in U.S... more : Empirical Pareto-Efficient Production Function means to assess the impact of advertising in U.S. Army Recruiting are developed utilizing Data Envelopment Analysis (DEA). Results show that service specific advertising is more effective in producing high quality army contracts. These results corroborate earlier findings by the authors based on DEA that address the joint vs. service specific advertising issue. DEA analyses need to be performed with various other service outputs and inputs to complete these developments. However, the already developed DEA applications provide an empirical, battalion- level basis for management decisions regarding the Service-Joint advertising issue and other resource trade-offs. The rate of change measure is easily incorporated into previously developed informatics utilized for DEA. True decision support can then be provided to the recruiting command through DEA on the impact of advertising of different types, and on the allocation of other resources....

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Research paper thumbnail of Onn-person game solutions and convex programs with essentially unconstrained duals1

Optimization, 1988

ABSTRACT

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Research paper thumbnail of A parcel locker network as a solution to the logistics last mile problem

International Journal of Production Research, 2017

We consider the problem of designing a parcel locker network as a solution to the Logistics Last ... more We consider the problem of designing a parcel locker network as a solution to the Logistics Last Mile Problem: Choosing the optimal number, locations, and sizes of parcel locekers facilities. The objective is to maximize the total profit, consisting of the revenue from customers who use the service, minus the facilities’ fixed and operational setup costs, the discounts in the delivery costs for customers who need to travel in order to collect their parcels, and the loss of potential customers who are not willing to travel for service. The problem is expressed as a 0–1 integer linear program. We show that it is equivalent to the well-known Uncapacitated Facility Location Problem. We then solve the modified problem, and apply it to an industrial-sized network.

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Research paper thumbnail of Ahp Rank Reversal, Normalization And Aggregation Rules

INFOR: Information Systems and Operational Research, 1994

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Research paper thumbnail of The effect of risk aversion on the outcomes of inspection games

Journal of the Operational Research Society, 2017

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Actuarial Uses of Grouped Data: An Information Theoretic Approach to Incorporating Secondary Data

Transactions of the Society of Actuaries, 1996

S. Cox, B. Golany. F. Phillips, and Yun Song are also authors. -Transactions of the Society of ... more S. Cox, B. Golany. F. Phillips, and Yun Song are also authors.

-Transactions of the Society of Actuaries

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A multi-product dynamic supply chain inventory model with supplier selection, joint replenishment, and transportation cost

Annals of Operations Research, 2022

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Efficiency Analysis of Medical Care Resources in the U.S. Army Health Services Command

: Data Envelopment Analysis is a relatively new method for measuring and evaluating the efficienc... more : Data Envelopment Analysis is a relatively new method for measuring and evaluating the efficiency of not-for-profit entities with multiple outputs and multiple inputs. Without requiring a priori weights and without requiring explicit specification of interdependencies that may be present between variables it (a) provides and overall measure of performance efficiency from observational data and (b) identifies sources and estimates amounts of inefficiency that may be present in each such source. This paper reports on results from studies of DEA for its possible use in evaluating the performance of 24 Army Health Care Facilities. These DEA results are reviewed and compared with results from alternate methods (often used for efficiency analysis) such as statistical regressions and standards imposed by HCFA.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of The GPSSR (Goal Programming Sea Shore Rotation) System to Support Management of Policy and Execution of the U.S. Navy's Sea-Shore Rotation Program

: Goal Programming Sea Shore Rotation; This paper is an exposition of the (GPSSR) system to suppo... more : Goal Programming Sea Shore Rotation; This paper is an exposition of the (GPSSR) system to support management of policy and execution of the U.S. Navy's Enlisted Personnel Sea Shore Rotation Program. Its components include (1) a new model of constrained network goal programming type; (2) newly developed algorithms for use with models of this class; (3) computer software and informatics developed to implement these algorithms, plus the software and informatics for other modules of the system including (4) decision support tools for report generation and monitoring capabilities. Originator supplied keywords include: Goal programming; Sea shore to rotation; Valve arc method; Constrained networks.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of The Land of Milk, Honey and Ideas: What Makes Israel a Hotbed for Entrepreneurship and Innovation?

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Extremal Principle Solutions of Games in Characteristic Function Form: Core, Chebychev and Shapley Value Generalizations

Advanced Studies in Theoretical and Applied Econometrics, 1988

In 1966, W. Lucas [1] exhibited a 10 person game with no von Neumann-Morgenstern solution. D. Sch... more In 1966, W. Lucas [1] exhibited a 10 person game with no von Neumann-Morgenstern solution. D. Schmeidler [2] then originated the nucleolus, proved it exists for every game, is unique and is contained in the kernel and the bargaining set (thereby establishing the first elementary proof of their existence). Charnes’ idea of defining solutions by use of uni- or poly-extremal principles involving comparison of coalitional worths and payoffs thereto was specialized by Charnes and Kortanek [3] to non-Archimedean linear programs characterizing and generalizing the nucleolus and to the class of convex nucleus solutions given by minimizing a convex function of the coalitional excesses subject to simple conditions like the payoff vector being a division of the grand coalition value or an imputation.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Securing Gates of a Protected Area: A Hybrid Game and Queueing Theory Modeling Approach

Decision Analysis, 2019

The prevention of malicious attacks on secured areas, such as airports and government installatio... more The prevention of malicious attacks on secured areas, such as airports and government installations, is a major concern everywhere as terror organizations increase their global reach. Typically, traffic in and out of such protected areas happens through well-defined gates. An attacker who wants to penetrate the area has to do it through one of the gates, and the defender who protects the area tries to prevent it by inspecting the incoming traffic. The trade-off faced by the defender is that increased inspections adversely affect the vast majority of innocent people passing through the gates by causing longer queues and discomfort. We combine game theory considerations with queueing theory analysis to address such situations. We formulate and analytically solve a defender–attacker game that takes place at multiple gates of a secured area. The gates are modeled as M/M/N queueing systems, where the “N”s are chosen strategically by the defender and may vary among the gates. Our analysis...

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A two-resource allocation algorithm with an application to large-scale zero-sum defensive games

Computers & Operations Research, 2017

Bookmarks Related papers MentionsView impact

Research paper thumbnail of On the Ranking of R&D Projects in a Hierarchical Organizational Structure subject to Global Resource Constraints

Technology Commercialization, 2002

The problem of evaluating a portfolio of R&D projects is not only to rank the projects but al... more The problem of evaluating a portfolio of R&D projects is not only to rank the projects but also to find the necessary resources to see the projects through development and eventual commercialization. We discuss ways of arranging a set of two-stage DEA calculations in a hierarchical organizational structure where headquarters allocates resources to departments and each department operates a portfolio of R&D projects. Assuming that projects are indivisible, we formulate a zero-one programming model for the allocation of resources to them. Finally, we construct a global DEA program covering the entire organizational hierarchy that combines rankings with a set of global resource constraints.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A Multiperiod Analysis of Market Segments and Brand Efficiency in the Competitive Carbonated Beverage Industry

Data Envelopment Analysis: Theory, Methodology, and Applications, 1994

Measurement and evaluation of sales response, in a multiattribute sense, for a product in the usu... more Measurement and evaluation of sales response, in a multiattribute sense, for a product in the usual marketing environment of competing brands has been and continues to be an exceedingly complex and difficult task. It is made more so by the inability to obtain either comprehensive data or sample data that are free from noise factors, not all of which are recognized a priori or a posteriori. For example, even a casual review of the marketing literature would lead one to conclude that even in a heavily researched area such as the advertising—sales response curve there is little conclusive evidence as to the shape of these curves, and that all such investigations are limited by vitrue of ignoring interactions of marketing mix variables. These studies also, of course, treat only one response variable at a time.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Optimal design modifications by geometric programming and constrained stochastic network models

International Journal of Systems Science, 1988

A new class of constrained stochastic network models is formulated in a manner that can be used t... more A new class of constrained stochastic network models is formulated in a manner that can be used to support a variety of analyses of optimal design modifications for special weapons systems under budgetary and other constraints. Alternative expressions in terms of geometric programming are also explored. These, however, are far more inconvenient to compute or manipulate especially as the model size increases. Component modifications to the B52G system are considered in a prototype example.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Robust multi-echelon multi-period inventory control

European Journal of Operational Research, 2009

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Decision Support Nature plays with dice -terrorists do not: Allocating resources to counter strategic versus probabilistic risks

Probabilistic uncertainty is caused by ''chance'', whereas strategic uncertai... more Probabilistic uncertainty is caused by ''chance'', whereas strategic uncertainty is caused by an adverse interested party. Using linear impact functions, the problems of allocating a limited resource to defend sites that face either probabilistic risk or strategic risk are formulated as optimization problems that are solved explicitly. The resulting optimal policies differ -under probabilistic risk, the optimal policy is to focus the investment of resources on priority sites where they yield the highest impact, while under strategic risk, the best policy is to spread the resources so as to decrease the potential damage level of the most vulnerable site(s). Neither solution coincides with the commonly practiced proportionality allocation scheme.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Plate-forme de negociation

L'invention concerne une plate-forme servant a supporter une negociation entre des parties af... more L'invention concerne une plate-forme servant a supporter une negociation entre des parties afin d'aboutir a un resultat. Cette plate-forme comprend une unite de programmes d'objectifs de parties qui definit des programmes d'objectifs respectifs a chaque partie par rapport audit resultat, un programme d'objectifs comprenant une pluralite de fonctions d'objectifs et de contraintes associees aux fonctions d'objectifs respectives, en associant un certain niveau d'importance a chacune desdites fonctions d'objectifs et en affectant a ces fonctions d'objectifs une ponderation d'importance respective a l'interieur de chaque niveau. Cette unite de programmes d'objectifs de parties comprend une unite d'entree de partie permettant a une partie de fournir des donnees relatives a un programme d'objectifs respectif, un unificateur de programmes d'objectifs associe a ladite unite de programmes d'objectifs de parties et concu pour ...

Bookmarks Related papers MentionsView impact

Research paper thumbnail of On chance constrained, competitive and cooperative evaluational methods in some problems of dynamic management

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Measuring the Impact of National Advertising on Recruiting by Data Envelopment Analysis Methods

: Empirical Pareto-Efficient Production Function means to assess the impact of advertising in U.S... more : Empirical Pareto-Efficient Production Function means to assess the impact of advertising in U.S. Army Recruiting are developed utilizing Data Envelopment Analysis (DEA). Results show that service specific advertising is more effective in producing high quality army contracts. These results corroborate earlier findings by the authors based on DEA that address the joint vs. service specific advertising issue. DEA analyses need to be performed with various other service outputs and inputs to complete these developments. However, the already developed DEA applications provide an empirical, battalion- level basis for management decisions regarding the Service-Joint advertising issue and other resource trade-offs. The rate of change measure is easily incorporated into previously developed informatics utilized for DEA. True decision support can then be provided to the recruiting command through DEA on the impact of advertising of different types, and on the allocation of other resources....

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Onn-person game solutions and convex programs with essentially unconstrained duals1

Optimization, 1988

ABSTRACT

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A parcel locker network as a solution to the logistics last mile problem

International Journal of Production Research, 2017

We consider the problem of designing a parcel locker network as a solution to the Logistics Last ... more We consider the problem of designing a parcel locker network as a solution to the Logistics Last Mile Problem: Choosing the optimal number, locations, and sizes of parcel locekers facilities. The objective is to maximize the total profit, consisting of the revenue from customers who use the service, minus the facilities’ fixed and operational setup costs, the discounts in the delivery costs for customers who need to travel in order to collect their parcels, and the loss of potential customers who are not willing to travel for service. The problem is expressed as a 0–1 integer linear program. We show that it is equivalent to the well-known Uncapacitated Facility Location Problem. We then solve the modified problem, and apply it to an industrial-sized network.

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Ahp Rank Reversal, Normalization And Aggregation Rules

INFOR: Information Systems and Operational Research, 1994

Bookmarks Related papers MentionsView impact

Research paper thumbnail of The effect of risk aversion on the outcomes of inspection games

Journal of the Operational Research Society, 2017

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Developments in Efficiency Analysis

Bookmarks Related papers MentionsView impact