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Constructing scalar-valued objective functions : proceedings of the Third International Conference on Econometric Decision Models: Constructing Scalar Valued Objective Functions, U...

Tanguiane, Andranick S. (ed.); … - 1997

Persistent link: https://www.econbiz.de/10013278134

Characterizing envy-free, strategy proof, and monotonic mechanisms in queueing problem

Chun, Youngsub; Yengin, Duygu - 2018

Persistent link: https://www.econbiz.de/10011886306

On linear transformations of intersections

Kushnir, Alexey; Liu, Shuo - 2017

For any linear transformation and two convex closed sets, we provide necessary and sufficient conditions for when the transformation of the intersection of the sets coincides with the intersection of their images. We also identify analogous conditions for non-convex sets, general...

Persistent link: https://www.econbiz.de/10011729080

Robust-efficient credibility models with heavy-tailed claims : a mixed linear models perspective

Dornheim, Harald; Brazauskas, Vytaras - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 72-84

Persistent link: https://www.econbiz.de/10008839759

Robust-Efficient Credibility Models with Heavy-Tailed Claims : A Mixed Linear Models Perspective

Dornheim, Harald - 2014

successfully adopted to credibility theory in the actuarial literature. The objective of this work is to develop robust and … ratemaking. In this paper, we consider classical credibility models that can be embedded within the framework of mixed linear … efficient methods for credibility when heavy-tailed claims are approximately log-location-scale distributed. To accomplish that …

Persistent link: https://www.econbiz.de/10013054067

Credibilistic Programming : An Introduction to Models and Applications

Li, Xiang - 2013

Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …