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Robust execution strategies for project scheduling with unreliable resources and stochastic durations
Fu, Na; Lau, Hoong Chuin; Varakantham, Pradeep - In: Journal of scheduling 18 (2015) 6, pp. 607-622
Persistent link: https://www.econbiz.de/10011391842
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Technology selection : the impact of economic risk on decision making
King, Andrew S.; Elliott, Nicholas G.; James, Mark A.; … - In: Aquaculture economics & management : official journal … 22 (2018) 4, pp. 383-409
Persistent link: https://www.econbiz.de/10011997303
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Stochastic framework for carbon price risk estimation of real estate : a Markov switching GARCH simulation approach
Oertel, Cay; Kovaleva, Ekaterina; Gleißner, Werner; … - In: Journal of property investment & finance 40 (2022) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10013370717
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Market and model risks : a feasible joint estimate methodology
González Sánchez, Mariano; Ibáñez Jiménez, Eva M.; … - In: Risk management : an international journal 24 (2022) 3, pp. 187-213
Persistent link: https://www.econbiz.de/10013387552
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Uncertainty representation and risk management for direct segmented marketing
Pachamanova, Dessislava A.; Lo, Victor S.; Gülpınar, … - In: Journal of marketing management : JMM ; journal of the … 36 (2020) 1/2, pp. 149-175
Persistent link: https://www.econbiz.de/10012178695
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A robust bi-objective uncertain green supply chain network management
Golpîra, Hêriş - In: Serbian journal of management : an international … 11 (2016) 2, pp. 211-222
minimizes the cost of the supply chain while the second objective function minimizes CO2 emission. Conditional Value at Risk … (CVaR) approach is adapted to deal with demand uncertainty and the stochastic CO2 emission level. Finally, the model outputs …
Persistent link: https://www.econbiz.de/10011637189
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Optimisation of supply chain networks under uncertainty : conditional value at risk approach
Babazadeh, Reza; Sabbaghnia, Ali - In: International journal of management and decision making … 17 (2018) 4, pp. 488-508
Persistent link: https://www.econbiz.de/10011971650
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Actuarial applications and estimation of extended CreditRisk+
Hirz, Jonas; Schmock, Uwe; Shevchenko, Pavel V. - In: Risks : open access journal 5 (2017) 2, pp. 1-29
. Furthermore, the model allows exact (without Monte Carlo simulation error) calculation of risk measures and their sensitivities … risk model CreditRisk+. This allows exact risk aggregation via an efficient numerically stable Panjer recursion algorithm … with respect to model parameters for P&L distributions such as value-at-risk and expected shortfall. Numerous examples …
Persistent link: https://www.econbiz.de/10011643397
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Stochastic Risk Networks : Modeling, Analysis and Efficient Monte Carlo
Blanchet, Jose; Li, Juan; Shi, Yixi - 2017
) the correlation among the risk factors, 2) the contractual obligations, which are assumed to follow popular contracts in …
Persistent link: https://www.econbiz.de/10014172366
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Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home; Lian, Yu-Min; Liao, Szu-Lang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013449359