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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
Insurance / Mathematics & economics
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1
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
2
Column generation approaches to ship scheduling with flexible cargo sizes
Brønmo, Geir
;
Nygreen, Bjørn
;
Lysgaard, Jens
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003895107
Saved in:
3
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
4
Simplified stochastic calculus with applications in economics and finance
Černý, Aleš
;
Ruf, Johannes
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 547-560
Persistent link: https://www.econbiz.de/10012513216
Saved in:
5
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
Saved in:
6
Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 376-387
Persistent link: https://www.econbiz.de/10012495444
Saved in:
7
A robust approach based on conditional value-at-risk measure to statistical learning problems
Takeda, Akiko
;
Kanamori, Takafumi
- In:
European journal of operational research : EJOR
198
(
2009
)
1
,
pp. 287-296
Persistent link: https://www.econbiz.de/10003853605
Saved in:
8
Extending pricing rules with general risk functions
Balbás de la Corte, Alejandro
;
Balbás, Raquel
; …
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10003973521
Saved in:
9
Efficient risk simulations for linear asset portfolios in the t-copula model
Sak, Halis
;
Hörmann, Wolfgang
;
Leydold, Josef
- In:
European journal of operational research : EJOR
202
(
2010
)
3
,
pp. 802-809
Persistent link: https://www.econbiz.de/10003981022
Saved in:
10
Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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