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Stochastically induced critical depensation and risk of stock collapse
Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla Furunes - In: Marine resource economics 30 (2015) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10011313703
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Optimal exploitation of renewable resources under uncertainty and the extinction of species
Mitra, Tapan; Roy, Santanu - In: Economic theory : official journal of the Society for … 28 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003315288
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Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander; Tekaya, Wajdi; Costa, Joari Paulo da; … - In: European journal of operational research : EJOR 224 (2013) 2, pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
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Dynamic ordering decisions with approximate learning of supply yield uncertainty
Gel, Esma S.; Salman, F. Sibel - In: International journal of production economics 243 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013197598
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Fix-and-Relax-Coordination for a multi-period location-allocation problem under uncertainty
Albareda-Sambola, Maria; Alonso-Ayuso, Antonio; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2878-2892
Persistent link: https://www.econbiz.de/10010210845
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Robust pricing in insurance and energy markets
Escobar Luna-Barrera, Debora Daniela - 2019
scenarios. Insurance companies carry the risk of losses in exchange for a premium, which depends on the loss distribution …. Another example where risk is exchanged for a fixed price is swap contracts. Electricity futures can be seen as swaps where …: the average value-at-risk and power distortion principle. In the second part of this thesis, we bring together insurance …
Persistent link: https://www.econbiz.de/10012392510
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Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng; Shapiro, Alexander - In: European journal of operational research : EJOR 286 (2020) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
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A risk-averse stochastic program for integrated system design and preventive maintenance planning
Bei, Xiaoqiang; Zhu, Xiaoyan; Coit, David W. - In: European journal of operational research : EJOR 276 (2019) 2, pp. 536-548
Persistent link: https://www.econbiz.de/10012003593