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Modell zur Untersuchung von Investitionsentscheidungen unter Unsicherheit in Stromerzeugungstechnologien

Schemm, Ralf - 2011

Persistent link: https://www.econbiz.de/10009244243

Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence

Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181

Persistent link: https://www.econbiz.de/10011673473

An electricity market model with generation capacity expansion under uncertainty

Schröder, Andreas - 2012

Germany over the horizon 2010-2035. The target is to quantify how fuel and carbon price risk impacts investment incentives of … thermal power plants. Results point to findings which are in line with general theory: Accounting for stochasticity increases …

Persistent link: https://www.econbiz.de/10009666498

Optimal investment, consumption and proportional reinsurance under model uncertainty

Peng, Xingchun; Chen, Fenge; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 222-234

Persistent link: https://www.econbiz.de/10010469132

Alterssicherungssysteme im Rahmen stochastischer Modelle überlappender Generationen

Hauenschild, Nils - 1999

Persistent link: https://www.econbiz.de/10001369306

Resource depletion and capital accumulation under catastrophic risk : policy actions against stochastic thresholds and stock pollution

Nævdal, Eric; Vislie, Jon - 2013 - This version October 2, 2013

An intertemporal optimal strategy for accumulation of reversible capital and management of an exhaustible resource is analyzed for a global economy when resource depletion generates discharges that add to a stock pollutant that affects the likelihood for hitting a tipping point or threshold of...

Persistent link: https://www.econbiz.de/10010190244