Interim Report for the Quality Assessment of Research



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6. Overview of the Results
Programme results: Outcome numbers








2001

2002

2003

2004

Total

1. Academic Publications



















In Journals


A

B

Other

-

1

1



-

1

2



1

3

2



-

2

1



1

7

6



Book Chapters

B

Other

-

2


-

2


1

2


-

1


1

7


Total




4

5

9

4

22

2. Books / Monographs

A

B

Other

-

-

-



-

-

2



-

-

1



1
1

1

-

4



3. Ph.D. Thesis




-

1

1

-

2

4. Professional Publications and Products




2

-

1

-

3



Key Publications
1. Heidergott, B.F. & Hordijk, A. (2003). Taylor series expansions for stationary Markov chains. Advances in Applied Probability, 23(4), 1046-1070.

2. Kort, A. de, Heidergott, B., & Ayhan, H. (2003). A probabilistic approach for determining railway infrastructure capacity. European Journal of Operational Research, 148, 644-661.

3. Ridder, A., Gajrat, A. & Hordijk, A. (2003). Large-deviations analysis for a controllable tandem queue. Annals of Probability, 13, 1423-1448.

4. Laan, D.van der (2004). The Structure and Performance of Optimal Routing Sequences, PhD thesis, University of Leiden..

5. Tijms, H.C. (2003). A First Course in Stochastic Models. Chichester/New York: Wiley.
2001:
Academic Publications
In Journals
Ridder, A.A.N. & Mandjes, M.R.H. (2001). A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation. ACM Transactions on Modelling & Computer Simulation, 11.

Ridder, A.A.N. & Mandjes, M.R.H. (2001). A large deviations approach to the transient of the Erlang loss model. Performance Evaluation, 43, 181-198.


Book Chapters
Boots, N.K. & Shahabuddin, P. (2001). Simulating ruin probabilities in insurance risk processes with subexponential claims. In Peters, B.A., Smith, J.S., Medeiros, D.J. & Rohrer, M.W. (Ed.), Proceedings Winter Simulation Conference.

Nobel, R.D. & Bekker, R.M. (2001). Optimal control for two queues with one switching server. In Nadarajan, R. & Kandasamy, P.R. (Ed.), Mathematical and Computational Models. (pp. 21-35). New Delhi/India: Allied Publishers Limited.


Professional Publications
Boots, N.K. & Mandjes, M.R.H. (2001). Fast simulation of a queue fed by a superposition of many (heavytailed) sources. TI working paper (Int. r. no. 2001-050/4). Econometrie (ECTRIE), 28 pp.

Boots, N.K. & Mandjes, M.R.H. (2001). The shape of the loss curve and the impact of long-range dependence on network. TI working paper (Int. r. no. 2001-051/4). Econometrie (ECTRIE), 27 pp.


2002:
Dissertation
Boots, N.K. (05-02-2002). Rare event simulation in models with heavy-tailed random variables. Vrije Universiteit. (Amsterdam: Tinbergen Instituut). ((Co-)promot.: prof. dr. H. C. Tijms & dr. A. A. N. Ridder).
Academic Publications
In Journals
Boots, N.K. & Mandjes, M.R.H. (2002). Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources. Probability in Engineering and Information Sciences, 16, 205-232.

Ridder, A.A.N. & Mandjes, M.R.H. (2002). A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation. ACM Transactions on Modelling & Computer Simulation, 12, 1-26.

Tijms, H.C. & Vuuren, D.J. van (2002). Markov Processes on a Semi-Infinite Strip and the Geometric Tail Algorithm. Annals of Operations Research, 113, 133-140.
Book Chapters
Boots, N.K. & Shahabuddin, P. (2001). Simulating ruin probabilities in insurance risk processes with subexponential claims. In Peters, B.A, Smith, J.S., Medeiros, D.J. & Rohrer, M.W. (Ed.), Proceedings of the 2001 Winter Simulation Conference. (pp. 468-476). Pisataway NJ/USA: IEEE Press.

Nobel, R.D. & Bekker, R. (2002). Optimal control for two finite-buffer queues with batch arrivals and one switching server. In Artalejo, J.R. & Krishnamoorthy, A. (Ed.), Advances in Stochatic Modelling. (345, 365). New Jersey, USA: Notable Publications Inc..


Books / Monographs
Tijms, H.C. (2002). Operationele Analyse, een inleiding in modellen en methoden. Utrecht: Epsilon Uitgaven, 483 pp.

Tijms, H.C. (2002). Spelen met kansen. Utrecht: Epsilon Uitgaven, 291 pp.


2003:
Dissertation
Uitert, M.J.G. van (24-11-2003). Generalized Processor Sharing Queues. Technische Universiteit Eindhoven, 218 pp. (Amsterdam: Ponsen & Looijen BV). ((Co-)promot.: S. C. prof.dr.ir. Borst & O. J. prof.dr.ir. Boxma).
Academic Publications
In Journals
Heidergott, B.F., Kort, A. de & Ayhan, H. (2003). A probabilistic approach for determining railway infrastructure capacity. European Journal of Operations Research, 148, 644-661.

Heidergott, B.F. & Hordijk, A. (2003). Taylor series expansions for stationary Markov chains. Advances in Applied Probability, 23(4), 1046-1070.

Ridder, A.A.N. (2003). Large-deviations analysis of the fluid approximation for a controllable tandem queue. Annals of Applied Probability, 13(4), 1423-1448.

Uitert, M.J.G. van, Borst, S.C., & Boxma, O.J.(2003). The asymptotic workload behavior of two coupled queues. Queueing Systems, 43, 81-102.

Uitert, M.J.G. van, Mandjes, M., & Borst, S.C. (2003). Generalized Processor Sharing with light-tailed and heavy-tailed input. IEEE/ACM Transactions on Networking, 11, 821-834.

Uitert, M.J.G. van, Mandjes, M., & Borst, S.C. (2003). Generalized Processor Sharing queues with heterogeneous traffic classes. Advances in Applied Probability, 35, 806-845.


Book Chapters
Heidergott, B.F. (2003). A paradigm for derivatives of positive systems. In Benvenuti, L, Santis, A. de & Farina, L. (Ed.), Positive Systems (Lecture Notes in Control and Information Sciences). (pp. 312-318). Berlin: Springer-Verlag.

Nobel, R.D. (2003). A Discrete-Time Retrial Queueing Model With One Server. In Arulmozhi, G. & Nadarajan, R. (Ed.), Mathematical and Computational Models. (pp. 3-15). New Delhi: Allied Publishers PVT. Limited.

Uitert, M.J.G. van, & Mandjes, M (2003). Sample-path large deviations for tandem queues with Gaussian inputs. In J. Charzinski, R. Lehnert and P. Tran-Gia (Eds.), Proceedings ITC-18 (pp. 521-530) Elsevier/North –Holland.
Books / Monographs
Tijms, H.C. (2003). A First Course in Stochastic Models. Chicester/New York: Wiley, 478 pp.
Professional Publications
Heidergott, B.F. & Vazquez-Abad, F. (2003). Gradient estimation for a class of systems with bulk services. Tinbergen Discussion Papers (Int. r. no. 03-057/4). Tinbergen Instituut (TI), 24 pp.
2004:
Academic Publications
In Journals
Heidergott, B.F. & Hordijk, A. (2004). Single-run gradient estimation via measure-valued differentiation. IEEE Transactions on Automatic Control, 49(10), 1843-1846.

Hordijk, A. & Laan, D.A. van der (2004). Periodic routing to parallel queues and billiard sequences. Mathematical Methods of Operations Research, 59(2), 173-192.

Laan, D.A. van der & Hordijk, A. (2004). The unbalance and bounds on the avarage waiting time for periodic routing to one queue. Mathematical Methods of Operations Research, 59(1), 1-23.
Book Chapters
Nobel, R.D. (2004). A discrete-time retrial queueing model with one server. In Bong Dae Choi, (Ed.), Proceedings of Fifth International Workshop on Retrial Queues. (pp. 39-51). Seoul, Korea: University of Korea.
Books / Monographs
Tijms, H.C. (2004). Operationele Analyse. 54. Utrecht: Epsilon Uitgeverij, 496 pp.

Tijms, H.C. (2004). Understanding Probability. Cambridge, UK: Cambridge University Press, 390 pp.


Editorship 2001-2004
Henk Tijms, editor of Probability in the Engineering and Informational Sciences
Awards and nominations 2001-2004
Nam Kyoo Boots won the third prize in the Nicholson PhD student-prize competition of the American Society of Operations Research. Boots contribution was on Simulating tail probabilities in queues and insurance risk processes.

 

Dr. A.A.N. Ridder was awarded the Goodeve Medal by the Operational Research Society for the best article of 2000 entitled "An analytic model for capacity planning of prisons in the Netherlands" (co-authored by R. Dekker, P. Kloprogge and R. Korporaal).


Dr. B.Heidergott has initiated a joint STW (Stichting Technische Wetenschappen) project with TU Delft. Dr. Heidergott has established himself as a key researcher in this area. He has been stream chair “(max,+)-algebra” at the sixteenth triennial meeting of the International Federation of Operational Research Societies (IFORS), Edinburgh, UK, July 8-12, 2002, and has been invited to give tutorials on max-plus algebra at the International Federation of Operational Research Societies (IFORS), Edinburgh, UK, July 8-12, 2002, and at the workshop on Weighted Automata: Theory and Application, Dresden, Germany, March 4-8, 2002.
Prof.dr. H.C. Tijms got funds from NWO to organize in 2005 a joint Korea-Netherlands seminar on Queuing Theory and its Application to Telecommunication Systems.
7. Analysis, perspectives and expectations for the research programme
Another direction of research that has got a clear shape is the analysis and optimization of cyclic timetables for railway systems. The focus is on developing stochastic extensions of the max-algebra plus approach to the analysis of cyclic timetables. First fundamental results have been established in [1]. Continuing research is carried out by Dr. B. Heidergott together with the PhD. student H. Leahu. This research is in particular part of a joint STW (Stichting Technische Wetenschappen) project with TU Delft initiated by Dr. B. Heidergott. As part of this research a workshop on the analysis and modeling of railway systems will be held at TU Delft. Dr. B. Heidergott is involved in the organization of the workshop and will be one of the editors of the proceedings.

Also the research will be more directed to stochastic design and optimization problems in telecommunication systems. Those systems are all around nowadays and the world economics depend heavily upon them. In this research collaboration will be sought with leading research groups in Korea.



Accounting and decision making (1995-)
Programme Description
The general aim of this programme is to explain choices made by organisations in the design of their internal and external reporting systems. The programme consists of three sub-programmes: financial accounting, management accounting and auditing.
The Financial Accounting sub-programme focuses on external reporting systems and considers two questions: (1) how do informed users of financial statements, like analysts and investors, use corporate reporting information? and (2) what factors influence the long-term development of financial reporting practices in organisations?
The Management Accounting sub-programme looks at the organisations' internal reporting systems and tries to answer three different questions: (1) what information do organisations use to measure and assess performance of their units and managers?, (2) how is internal information used to inform the organisation's owners and other stakeholders?, and (3) what role does accounting information play in a strategic alliances between independent companies?
The Auditing sub-programme is concerned with finding out how auditors verify corporate accounts and how this leads to a final judgement about the quality of the financial reports. Due to the wide variety in subjects, the research methods applied are widely varied and include case studies, archival studies, longitudinal data analyses, surveys and (semi-)controlled experiments.
1. Leadership
Programme coordinator: Prof.dr. T.L.C.M Groot
2. Strategy and Policy
Since the start of ARCA in September 1998, our main efforts were devoted to building a research team. Eight dissertations are currently in preparation and will be defended in the coming two years. In the reporting period, the programme maintained its main three research areas Financial Accounting, Management Accounting and Auditing,

The research effort in Financial Accounting was until recently essentially a one-man programme focusing on the institutional structure of accounting from a historical and comparative perspective. The effort has won a degree of international recognition. Since early 2003, most of the relatively limited research resources have gone into a single major research project. On the basis of a contract with a quality publisher, this is scheduled to result in the publication of a monograph late in 2006 or early 2007, which is expected to be come a significant international reference work in the area. In 2004, a PhD-student was attracted and in September 2005 a second PhD-study was started, both dealing with aspects of accounting standard setting in a comparative European context.

The Management Accounting programme reduced its focus to two themes: Performance Measurement and Interorganizational Cooperation. A previously defined theme Corporate Governance has been ended by the publication of the results of the EU-funded project Corporate Governance and Product Innovation. Most attention was devoted to increasing the quality of research by the use of more advanced research methods, such as Structural Equation Modelling techniques and Data Envelopment Analyses approaches. Also in more qualitative research projects we introduced Computer Assisted Qualitative Data Analysis Systems (CAQDAS, like Nudist4 and Atlas.ti). In the reporting period the two themes are strengthened by new projects that build on previously published results. These follow-up projects are also designed to use more archival data in stead of survey or case study data.

The Auditing programme is still an emerging field: research in The Netherlands in this area is very scarce. In the reporting period we started four dissertation projects: two on audit quality and two on the auditor’s capacity to detect intentional financial misstatements. The research is mainly based on statistical analysis of archival audit engagement data. During the reporting period we broadened our methodological basis by introducing controlled experiments of auditors’ decision making behavior.


3. Academic Reputation
- Professor Kees Camfferman won the best paper price, called the Basil Yamey Prize, for his paper “The apotheosis of holding company reporting: Unilever’s financial reporting innovations from the 1920s to the 1940s” best paper published in Accounting, Business and Financial History in the year 2003.

- In the same year, Dr. Henri Dekker received the best paper award from the journal Management Accounting Research for his paper “Value Chain analysis in interfirm relationships: a field study.”



- In 2004, Professor Tom Groot has been appointed Inaugural Don Trow Research Fellow at Victoria University in Wellington, New Zealand. A russian translation of his book “Cases in Management Accounting, Current Practices in European Companies” (Financial Times/Prentice Hall) is introduced in Russia in 2004.


4. Research Staff


Name and present title




2001

2002

2003

2004

Full Professors

Prof.dr. C. Camfferman

0.45

0.45

0.46

0.43




Prof.dr. R.J.M. Dassen

-

-

0.00

0.00




Prof.dr. T.L.C.M. Groot

0.45

0.45

0.46

0.43




Prof.mr. J.B. Huizink

0.00

0.00

0.00

0.00




Prof.dr. J. Klaassen

0.16

0.16

0.10

0.04




Prof.dr. R.G.A. Vergoossen

0.09

0.09

-

-

Associate professors

Dr. H.C. Dekker

0.35

0.35

0.27

0.26




Drs.mr. J.J. Nagelkerke

0.07

0.07

0.08

0.07

Assistant professors

Drs. W.M. van der Vooren

0.09

0.09

0.20

0.20




Drs. P.W. Boone

0.18

0.18

0.30

0.30




Drs. G.T. Budding

0.00

0.00

0.50

0.50




Drs. P.C.M. Claes

0.00

0.00

0.00

0.00




Dr. P. Smidt

0.11

0.11

-

-




Dr. E. Wiersma

0.70

0.70

0.15

0.13

Other tenured staff

Mr. H.M. Heijnen

-

0.00

-

-

Total tenured staff




2.65

2.65

2.52

2.36

Non tenured staff

Drs. C.M. van Nieuw Amerongen

-

-

0.10

0.10




Drs. D.M.P.J. Go-Feij

0.53

0.53

-

-




Prof.dr. F.W. Lindahl

-

-

-

0.17




Drs. L.M. Quadackers

-

-

-

0.23




Drs. E. de With

0.00

0.00

0.00

0.00

PhD students

Drs. I.H.C. Blij

0.56

0.56

-

-




Drs. P.C. Hildering

-

-

-

0.23




Drs. R. van der Maten

0.58

0.70

0.70

0.06




Drs. M. Schoute

0.70

0.70

0.06

0.40
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