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A new solution to the random assignment problem
Bogomolnaia, Anna, (2001)
Generalized solutions to continuous-time allocation processes
Artstein, Zvi, (1980)
Progressive Hedging Innovations for a Class of Stochastic Resource Allocation Problems
Watson, Jean-Paul, (2008)
Optimal insurance under multiple sources of risk with positive dependence
Lu, ZhiYi, (2012)
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi, (2016)
Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
Lu, ZhiYi, (2013)