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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Rückversicherung
Theorie
Stochastic process
544
Stochastischer Prozess
544
Theory
310
Portfolio selection
101
Portfolio-Management
101
Option pricing theory
88
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88
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81
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81
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65
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Liang, Zongxia
7
Härdle, Wolfgang
6
Hainaut, Donatien
5
Li, Zhongfei
5
Wong, Hoi Ying
5
Guan, Guohui
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4
Meyer-Gohde, Alexander
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Tzeng, Larry Y.
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Yang, Hailiang
4
Zhuo, Jin
4
Avanzi, Benjamin
3
Belomestny, Denis
3
Bibinger, Markus
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Hu, Yijun
3
Huang, Rachel J.
3
Lu, Yi
3
Post, Thierry
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Post, Thomas
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Reiß, Markus
3
Shevchenko, Pavel V.
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Siu, Tak Kuen
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Söhl, Jakob
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Trufin, Julien
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Wang, Rongming
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Wei, Wei
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Weng, Chengguo
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Young, Virginia R.
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Zeng, Yan
3
Zhao, Lin
3
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Bayraktar, Erhan
2
Brachetta, M.
2
Cai, Jun
2
Ceci, C.
2
Chen, An
2
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SFB 649 discussion paper
Insurance / Mathematics & economics
International journal of production economics
Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
451
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
131
International journal of theoretical and applied finance
120
Operations research
118
Journal of econometrics
107
Operations research letters
103
Mathematics of operations research
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
72
INFORMS journal on computing : JOC
63
Journal of economic theory
59
Quantitative finance
58
Econometric reviews
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
53
Economics letters
53
Mathematical methods of operations research
53
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Scandinavian actuarial journal
46
Computational economics
45
Discussion papers of interdisciplinary research project 373
45
Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
41
SpringerLink / Bücher
40
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
CREATES research paper
36
NBER Working Paper
36
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ECONIS (ZBW)
365
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1
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
2
Survival and the ergodicity of corporate profitability
Mundt, Philipp
;
Alfarano, Simone
;
Milaković, Mishael
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3726-3734
Persistent link: https://www.econbiz.de/10013368933
Saved in:
3
Effects of stochastic and heterogeneous worker learning on the performance of a two-workstation production system
Ranasinghe, Thilini
;
Senanayake, Chanaka D.
;
Grosse, Eric H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460493
Saved in:
4
Optimal pricing for dual-channel retailing with stochastic attraction demand model
Minh Tam Tran
;
Rekik, Yacine
;
Hadj-Hamou, Khaled
- In:
International journal of production economics
268
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014460627
Saved in:
5
Dynamic project expediting : a stochastic shortest-path approach
Bertazzi, Luca
;
Mogre, Riccardo
;
Trichakis, Nikolaos
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3748-3768
Persistent link: https://www.econbiz.de/10014551986
Saved in:
6
On the egalitarian-utilitarian spectrum in stochastic capacitated resource allocation problems
Li, Linda
;
Firouz, Mohammad
;
Ahmed, Abdulaziz
;
Delen, Dursun
- In:
International journal of production economics
262
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014328963
Saved in:
7
Fluid approximations for revenue management under high-variance demand
Bai, Yicheng
;
El Housni, Omar
;
Jin, Billy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4016-4026
Persistent link: https://www.econbiz.de/10014338332
Saved in:
8
Modeling repair demand in existence of a nonstationary installed base
Hekimoğlu, Mustafa
;
Karlı, Deniz
- In:
International journal of production economics
263
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014437370
Saved in:
9
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
10
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
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