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Robust investment for insurers with correlation ambiguity

Cheng, Bingqian; Wang, Hao; Zhang, Lihong - In: The quarterly review of economics and finance 93 (2024), pp. 247-257

Persistent link: https://www.econbiz.de/10014494647

Robust job shop scheduling with machine unavailability due to random breakdowns and condition-based maintenance

Ali, Md Hasan; Saif, Ahmed; Ghasemi, Alireza - In: International journal of production research 62 (2024) 16, pp. 5654-5675

Persistent link: https://www.econbiz.de/10015053717

Robust learning of staged tree models : a case study in evaluating transport services

Leonelli, Manuele; Varando, Gherardo - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015101600

Robust lessons learned from bank failures during the Great Financial Crisis

Goenner, Cullen F. - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 449-498

Persistent link: https://www.econbiz.de/10014503105

Robust linear algebra

Bertsimas, Dimitris; Koukouvinos, Thodoris - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1174-1184

Persistent link: https://www.econbiz.de/10014456944

A robust LP-based approach for a dynamic surgical case scheduling problem with sterilisation constraints

Al Hasan, Hasan; Guéret, C.; Lemoine, D.; Rivreau, D. - In: International journal of production research 62 (2024) 16, pp. 5925-5944

Persistent link: https://www.econbiz.de/10015053736

Robust market interventions

Galeotti, Andrea; Golub, Benjamin; Goyal, Sanjeev; … - 2024

Persistent link: https://www.econbiz.de/10015101060

A robust model to estimate a firm's average economic return

Danielson, Morris G. - In: Journal of contemporary accounting & economics 20 (2024) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10015077561

Robust multivariate observation-driven filtering for a common stochastic trend : theory and application

Blasques, Francisco; Brummelen, Janneke van; Gorgi, Paolo; … - 2024

We introduce a nonlinear semi-parametric model that allows for the robust filtering of a common stochastic trend in a multivariate system of cointegrated time series. The observation-driven stochastic trend can be specified using flexible updating mechanisms. The model provides a general...

Persistent link: https://www.econbiz.de/10015073352

Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction

Li, Man; Huang, Ying; Huang, Ya; Zhou, Jieming - In: Mathematics and financial economics 18 (2024) 1, pp. 49-94

Persistent link: https://www.econbiz.de/10015045572