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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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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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Games on fuzzy communication structures with Choquet players
Jiménez-Losada, Andrés; Fernández, Julio R.; … - In: European journal of operational research : EJOR 207 (2010) 2, pp. 836-847
Persistent link: https://www.econbiz.de/10008652667
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Tree, web and average web values for cycle-free directed graph games
Chmelnitskaja, Anna B.; Talman, Dolf - In: European journal of operational research : EJOR 235 (2014) 1, pp. 233-246
Persistent link: https://www.econbiz.de/10010361351
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Properties and comparison of risk capital allocation methods
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
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Pricing and sales-effort investment under bi-criteria in a supply chain of virtual products involving risk
Chernonog, Tatyana; Avindav, Tal; Ben-Zvi, Tal - In: European journal of operational research : EJOR 246 (2015) 2, pp. 471-475
Persistent link: https://www.econbiz.de/10011338125
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Security screening queues with impatient applicants : a new model with a case study
Pala, Ali; Zhuang, Jun - In: European journal of operational research : EJOR 265 (2018) 3, pp. 919-930
Persistent link: https://www.econbiz.de/10011778570
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Insurance with multiple insurers : a game-theoretic approach
Asimit, Vali; Boonen, Tim J. - In: European journal of operational research : EJOR 267 (2018) 2, pp. 778-790
Persistent link: https://www.econbiz.de/10011812749
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CSR investment for a two-sided platform : network externality and risk aversion
Wei, Wanying; Liu, Weihua; Tang, Ou; Dong, Chuanwen; … - In: European journal of operational research : EJOR 307 (2023) 2, pp. 694-712
Persistent link: https://www.econbiz.de/10014334900
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Adversarial risk analysis under partial information
Roponen, Juho; Ríos Insua, David; Salo, Ahti A. - In: European journal of operational research : EJOR 287 (2020) 1, pp. 306-316
Persistent link: https://www.econbiz.de/10012293799