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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Portfolio optimization with choice of a probability measure
Saito, Taiga; Takahashi, Akihiko - 2020 - Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334
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Uncertainty quantification and stochastic modelling with EXCEL
Cursi, Eduardo Souza de - 2022
Persistent link: https://www.econbiz.de/10012585514
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Uncertainty Quantification and Stochastic Modelling with EXCEL
Cursi, Eduardo Souza de - 2022 - 1st ed. 2022.
-- Chapter 7: Random Differential Equations -- Chapter 8: UQ in Game Theory -- Chapter 9: Optimization under uncertainty … nonlinear programming, Lagrange multipliers (for sensitivity), multi objective optimization, and Game Theory, as well as linear …
Persistent link: https://www.econbiz.de/10012814837
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On optimal growth under uncertainty : some examples
Gama-Velázquez, Adriana - In: Trends in mathematical economics : dialogues between …, (pp. 147-161). 2016
Persistent link: https://www.econbiz.de/10011800698
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Uncertainty in Facility Location Problems
Eiselt, Horst A. (ed.); Marianov, Vladimir (ed.) - 2023
fields: location theory and optimization. Written by leading researchers and practitioners in these fields, each chapter …
Persistent link: https://www.econbiz.de/10014369737
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Stochastic theory of a risk business
Seal, Hilary L. - 1969
Persistent link: https://www.econbiz.de/10000032793
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Markov-modulated, multi-threshold dual risk model
Shija, G.; Jacob, M. J. - In: International journal of computational economics and … 5 (2015) 2, pp. 183-198
Persistent link: https://www.econbiz.de/10011342896
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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
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Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154
Persistent link: https://www.econbiz.de/10010247347