Narrow search
Showing 1 - 10 of 5,084
Cover Image
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
Cover Image
VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
Juan, He; Xianglin, Jiang; Wang, Jian; Zhu, Daoli; Lei, Zhen - In: European journal of operational research : EJOR 223 (2012) 1, pp. 106-115
Persistent link: https://www.econbiz.de/10009614005
Cover Image
Burn-in by environmental shocks for two ordered subpopulations
Cha, Ji Hwan; Finkelstein, Maxim - In: European journal of operational research : EJOR 206 (2010) 1, pp. 111-117
Persistent link: https://www.econbiz.de/10003968456
Cover Image
Modeling age-based maintenance strategies with minimal repairs for systems subject to competing failure modes due to degradation and shocks
Huynh, K. T.; Castro, I. T.; Barros, Afonso de; … - In: European journal of operational research : EJOR 218 (2012) 1, pp. 140-151
Persistent link: https://www.econbiz.de/10009501055
Cover Image
New shock models based on the generalized Polya process
Cha, Ji Hwan; Finkelstein, Maxim - In: European journal of operational research : EJOR 251 (2016) 1, pp. 135-141
Persistent link: https://www.econbiz.de/10011446234
Cover Image
Insurance risk analysis of financial networks vulnerable to a shock
Tang, Qihe; Tong, Zhiwei; Xun, Li - In: European journal of operational research : EJOR 301 (2022) 2, pp. 756-771
Persistent link: https://www.econbiz.de/10013207676
Cover Image
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Cover Image
Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process
Cha, Ji Hwan; Finkelstein, Maxim; Levitin, Gregory - In: European journal of operational research : EJOR 266 (2018) 1, pp. 122-134
Persistent link: https://www.econbiz.de/10011811616
Cover Image
Heterogeneous standby systems with shocks-driven preventive replacements
Levitin, Gregory; Finkelstein, Maxim; Dai, Yuanshun - In: European journal of operational research : EJOR 266 (2018) 3, pp. 1189-1197
Persistent link: https://www.econbiz.de/10011812254
Cover Image
Numerical calculation of an asymmetric supply function equilibrium with capacity constraints
Holmberg, Pär - In: European journal of operational research : EJOR 199 (2009) 1, pp. 285-295
Persistent link: https://www.econbiz.de/10003864876