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Cavazos-Cadena, Rolando
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Nowak, Andrzej S.
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Mathematical methods of operations research
European journal of operational research : EJOR
221
Insurance / Mathematics & economics
145
Journal of econometrics
120
Operations research letters
87
Economic modelling
81
Discussion paper / Tinbergen Institute
78
Mathematics of operations research
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International journal of production research
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Journal of economic dynamics & control
71
International journal of theoretical and applied finance
69
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64
Risks : open access journal
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Working paper
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Energy economics
56
Applied economics
53
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
47
Journal of economic theory
47
Computational economics
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of forecasting
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Quantitative finance
40
Applied economics letters
39
Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
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Dynamic games and applications : DGA
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Finance and stochastics
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Journal of empirical finance
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Macroeconomic dynamics
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International review of financial analysis
33
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
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2
An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
Saved in:
3
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
4
Time consistent dynamic risk measures
Boda, Kang
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
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5
Sample-path optimality and variance-maximization for Markov decision processes
Zhu, Q. X.
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 519-538
Persistent link: https://www.econbiz.de/10003489791
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6
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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7
Neighbourhood search for constructing Pareto sets
Dorini, G.
;
Pierro, F. di
;
Savic, D.
;
Piunovskij, Alexei B.
- In:
Mathematical methods of operations research
65
(
2007
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10003463942
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8
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 527-540
Persistent link: https://www.econbiz.de/10003909296
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9
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
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10
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich
;
Winter, Jens Thorsten
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 567-596
Persistent link: https://www.econbiz.de/10003909317
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