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language:"eng"
~isPartOf:"International journal of production research"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Control theory
28
Kontrolltheorie
28
Stochastic process
9
Reinsurance
7
Rückversicherung
7
Portfolio selection
6
Portfolio-Management
6
Production control
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6
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5
Dividende
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Mathematical programming
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stochastic control
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stochastic optimal control
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Han, Xia
2
Liang, Zhibin
2
Bäuerle, Nicole
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Gharbi, Ali
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Kenne, Jean-Pierre
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Leimcke, Gregor
1
Li, Shoude
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Li, Shukai
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Liang, Xiaoqing
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Palmowski, Zbigniew
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Pan, Xiaojun
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Polotski, Vladimir
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Strini, Josef Anton
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Tang, Wansheng
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Thonhauser, Stefan
1
Xu, Zuo Quan
1
Young, Virginia R.
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Yuen, Kam Chuen
1
Zhang, Jianxiong
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1
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International journal of production research
Scandinavian actuarial journal
Insurance / Mathematics & economics
31
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
19
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Mathematical methods of operations research
13
Risks : open access journal
13
Journal of economic dynamics & control
9
Journal of mathematical finance
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Operations research
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Computational economics
8
Mathematics and financial economics
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CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Dynamic games and applications : DGA
7
Operations research letters
7
Applied mathematical finance
6
CESifo working papers
6
International journal of production economics
6
Finance research letters
5
International journal of financial engineering
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Institute of Mathematical Economics Working Paper
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
OR spectrum : quantitative approaches in management
4
Annals of finance
3
SFB 649 discussion paper
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Advanced mathematical methods for finance
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American journal of agricultural economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Bonn Econ Discussion Papers / BGSE
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CESifo Working Paper Series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Time-inconsistent view on a dividend problem with penalty
Strini, Josef Anton
;
Thonhauser, Stefan
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 811-833
Persistent link: https://www.econbiz.de/10014383974
Saved in:
2
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo, Jin
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
Saved in:
3
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
4
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
5
A note on optimal expected utility of dividend payments with proportional reinsurance
Liang, Xiaoqing
;
Palmowski, Zbigniew
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 275-293
Persistent link: https://www.econbiz.de/10011881090
Saved in:
6
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
7
Set-up and production planning in hybrid manufacturing–remanufacturing systems with large returns
Polotski, Vladimir
;
Kenne, Jean-Pierre
;
Gharbi, Ali
- In:
International journal of production research
55
(
2017
)
13/14
,
pp. 3766-3787
Persistent link: https://www.econbiz.de/10011671348
Saved in:
8
Optimal control of a stochastic production-inventory system under deteriorating items and environmental constraints
Pan, Xiaojun
;
Li, Shoude
- In:
International journal of production research
53
(
2015
)
2
,
pp. 607-628
Persistent link: https://www.econbiz.de/10010495038
Saved in:
9
Joint dynamic pricing and inventory control policy for a stochastic inventory system with perishable products
Li, Shukai
;
Zhang, Jianxiong
;
Tang, Wansheng
- In:
International journal of production research
53
(
2015
)
10
,
pp. 2937-2950
Persistent link: https://www.econbiz.de/10011313259
Saved in:
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