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Decision dependent stochastic processes
Kirschenmann, Thomas; Popova, Elmira; Damien, Paul; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 731-742
Persistent link: https://www.econbiz.de/10010360425
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On the distribution of the surplus prior to ruin
Dickson, David C. M. - In: Insurance / Mathematics & economics 11 (1992) 3, pp. 191-207
Persistent link: https://www.econbiz.de/10001134247
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Time preference and life-cycle : the logic of long-term high vs. short-term low risk
Ayres, Robert U. - In: European journal of operational research : EJOR 38 (1989) 3, pp. 329-349
Persistent link: https://www.econbiz.de/10001069773
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Risk-value models
Sarin, Rakesh - In: European journal of operational research : EJOR 70 (1993) 2, pp. 135-149
Persistent link: https://www.econbiz.de/10001146594
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Macro-economic version of a classical formula in risk theory
Boogaert, P. - In: Insurance / Mathematics & economics 9 (1990) 2, pp. 155-162
Persistent link: https://www.econbiz.de/10001104196
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Simulating risk solvency
Embrechts, Paul - In: Insurance / Mathematics & economics 9 (1990) 2, pp. 141-148
Persistent link: https://www.econbiz.de/10001104197
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Nonparametric estimators for the probability of ruin
Croux, Kristof - In: Insurance / Mathematics & economics 9 (1990) 2, pp. 127-130
Persistent link: https://www.econbiz.de/10001104198
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Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel; Leclère, Vincent - In: European journal of operational research : EJOR 249 (2016) 1, pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
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Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties
Wang, S.; Huang, Guo H. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 258-269
Persistent link: https://www.econbiz.de/10011435832
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A participatory budget model under uncertainty
Gomez, Javier; Ríos Insua, David; Alfaro, Cesar - In: European journal of operational research : EJOR 249 (2016) 1, pp. 351-358
Persistent link: https://www.econbiz.de/10011435866