Narrow search
Showing 1 - 4 of 4
Cover Image
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina; Pflug, Georg - In: Insurance / Mathematics & economics 88 (2019), pp. 30-43
Persistent link: https://www.econbiz.de/10012105357
Cover Image
On distributionally robust multiperiod stochastic optimization
Analui, Bita; Pflug, Georg - In: Computational Management Science : CMS 11 (2014) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Cover Image
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van; Escobar, Debora Daniela; Glanzer, Martin - In: Computational management science 17 (2020) 3, pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Cover Image
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689