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The optimal extraction rate versus the expected real return of a sovereign wealth fund

Aase, Knut K.; Bjerksund, Petter - 2019

Persistent link: https://www.econbiz.de/10012178808

A constraint-free approach to optimal reinsurance

Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 62-79

Persistent link: https://www.econbiz.de/10012194932

Optimal order quantity by maximising expected utility for the newsboy model

Ota, Mahadev; Srinivasan, S.; Nandakumar, C. D. - In: International journal of procurement management 12 (2019) 4, pp. 410-424

Persistent link: https://www.econbiz.de/10012138469

Pre-decision side-bet sequences

Kaivanto, Kim; Peel, David - 2017

Persistent link: https://www.econbiz.de/10012170190

Risk sharing with expected and dual utilities

Boonen, Tim J. - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 391-415

Persistent link: https://www.econbiz.de/10011729571

Optimal proportional reinsurance from the point of view of cedent and reinsurer

D'Ortona, Nicolino Ettore; Marcarelli, Gabriella - In: Scandinavian actuarial journal (2017) 4, pp. 366-375

Persistent link: https://www.econbiz.de/10011772179

Optimal retention level for infinite time horizons under MADM

Karageyik, Başak Bulut; Şahin, Şule - In: Risks : open access journal 5 (2017) 1, pp. 1-24

In this paper, we approximate the aggregate claims process by using the translated gamma process under the classical risk model assumptions, and we investigate the ultimate ruin probability. We consider optimal reinsurance under the minimum ultimate ruin probability, as well as the maximum...

Persistent link: https://www.econbiz.de/10011636516

Directed expected utility networks

Leonelli, Manuele; Smith, Jim Q. - In: Decision analysis : a journal of the Institute for … 14 (2017) 2, pp. 108-125

Persistent link: https://www.econbiz.de/10011706912

Sensitivity of the discount rate to the expected payoff in project valuation

Johnstone, David - In: Decision analysis : a journal of the Institute for … 14 (2017) 2, pp. 126-136

Persistent link: https://www.econbiz.de/10011706914

On the interpretation of decision theory

Okasha, Samir - In: Economics & philosophy 32 (2016) 3, pp. 409-433

Persistent link: https://www.econbiz.de/10011710151