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Efficient estimation of large portfolio loss probabilities in t-copula models
Chan, Joshua C. C.; Kroese, Dirk P. - In: European journal of operational research : EJOR 205 (2010) 2, pp. 361-367
Persistent link: https://www.econbiz.de/10003961239
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Quasi-stationary distributions for discrete-state models
Doorn, Erik A. van; Pollett, Philip K. - In: European journal of operational research : EJOR 230 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009766821
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On distributional robust probability functions and their computations
Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10010224942
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Default probability estimation via pair copula constructions
Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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Generalized moment-independent importance measures based on Minkowski distance
Zhai, Qingqing; Yang, Jun; Xie, Min; Zhao, Yu - In: European journal of operational research : EJOR 239 (2014) 2, pp. 449-455
Persistent link: https://www.econbiz.de/10010407842
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Optimal resource distribution between protection and redundancy considering the time and uncertainties of attacks
Mo, Huadong; Xie, Min; Levitin, Gregory - In: European journal of operational research : EJOR 243 (2015) 1, pp. 200-210
Persistent link: https://www.econbiz.de/10010492973
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Design of progressively censored group sampling plans for Weibull distributions : an optimization problem
Fernández, Arturo J.; Pérez-González, Carlos J.; … - In: European journal of operational research : EJOR 211 (2011) 3, pp. 525-532
Persistent link: https://www.econbiz.de/10008933379
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Tight tail probability bounds for distribution-free decision making
Roos, Ernst; Brekelmans, Ruud; Eekelen, Wouter van; … - In: European journal of operational research : EJOR 299 (2022) 3, pp. 931-944
Persistent link: https://www.econbiz.de/10013207188
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Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech - In: European journal of operational research : EJOR 292 (2021) 3, pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
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The effect of measurement errors on the performance of the exponentially weighted moving average control charts for the ratio of two normally distributed variables
Nguyen, Huu-Du; Kim Phuc Tran; Kim Duc Tran - In: European journal of operational research : EJOR 293 (2021) 1, pp. 203-218
Persistent link: https://www.econbiz.de/10012502468