Similar Search Results

The natural Banach space for version independent risk measures

Pichler, Alois - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 405-415

Persistent link: https://www.econbiz.de/10010195914

Risk measures in optimization problems via empirical estimates

Kaňková, Vlasta - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 162-177

Persistent link: https://www.econbiz.de/10010341116

Nonlinear stochastic programming : with a case study in continuous switching

Pichler, Alois; Tomasgard, Asgeir - In: European journal of operational research : EJOR 252 (2016) 2, pp. 487-501

Persistent link: https://www.econbiz.de/10011457699

Risk measures and their application to staffing nonstationary service systems

Pender, Jamol - In: European journal of operational research : EJOR 254 (2016) 1, pp. 113-126

Persistent link: https://www.econbiz.de/10011503223

Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits

Feng, Runhuan; Volkmer, Hans W. - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 653-681

Persistent link: https://www.econbiz.de/10010407941

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior

Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015

The computation of various risk metrics is essential to the quantitative risk management of variable annuity guaranteed benefits. The current market practice of Monte Carlo simulation often requires intensive computations, which can be very costly for insurance companies to implement and take so...

Persistent link: https://www.econbiz.de/10010464782