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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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Combining probabilistic forecasts of COVID-19 mortality in the United States
Taylor, James W.; Taylor, Kathryn S. - In: European journal of operational research : EJOR 304 (2023) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10013454170
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A comparative analysis of the UK and Italian small businesses using generalised extreme value models
Andreeva, Galina; Calabrese, Raffaella; Osmetti, Silvia … - In: European journal of operational research : EJOR 249 (2016) 2, pp. 506-516
Persistent link: https://www.econbiz.de/10011436723
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Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Baltas, I.; Dopierała, Łukasz; Kołodziejczyk, Krzysztof - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1162-1174
Persistent link: https://www.econbiz.de/10013206931
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Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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Randomization and the valuation of guaranteed minimum death benefits
Deelstra, Griselda; Hieber, Peter - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1218-1236
Persistent link: https://www.econbiz.de/10014435008
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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
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Structural models for fog computing based internet of things architectures with insurance and risk management applications
Zhang, Xiaoyu; Xu, Maochao; Su, Jianxi; Zhao, Peng - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1273-1291
Persistent link: https://www.econbiz.de/10013492878
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Channel coordination under fairness concerns and nonlinear demand
Demirag, Ozgun Caliskan; Chen, Youhua; Li, Jianbin - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1321-1326
Persistent link: https://www.econbiz.de/10008702276
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Fair optimization of fortnightly physician schedules with flexible shifts
Stolletz, Raik; Brunner, Jens O. - In: European journal of operational research : EJOR 219 (2012) 3, pp. 622-629
Persistent link: https://www.econbiz.de/10009526645