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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Operational research : an international journal"
~subject:"Mathematical programming"
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Search: subject_exact:"Stochastisches Modell"
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Mathematical programming
Stochastic process
431
Stochastischer Prozess
431
Theorie
244
Theory
244
Portfolio selection
109
Portfolio-Management
109
Option pricing theory
106
Optionspreistheorie
106
Volatility
78
Volatilität
78
Risk
57
Risiko
54
Mortality
40
Sterblichkeit
40
Control theory
38
Kontrolltheorie
38
Risikomodell
38
Risk model
38
Lebensversicherung
37
Life insurance
37
Markov chain
34
Markov-Kette
34
Mathematische Optimierung
34
Finanzmathematik
33
Mathematical finance
33
Reinsurance
32
Rückversicherung
32
Analysis
27
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Risikomanagement
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Risk management
27
Zins
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Probability theory
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Young, Virginia R.
3
Heunis, Andrew J.
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Liang, Xiaoqing
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SFB 649 discussion paper
Annals of finance
Insurance / Mathematics & economics
Operational research : an international journal
European journal of operational research : EJOR
280
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
78
Operations research letters
68
Mathematics of operations research
62
International journal of production research
59
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
31
Omega : the international journal of management science
30
Annals of operations research
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
19
Mathematical methods of operations research
18
IMA journal of management mathematics
16
Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Computational economics
14
Computational management science
13
International journal of theoretical and applied finance
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
12
Journal of the Operational Research Society
12
EURO journal on transportation and logistics
11
Opsearch : journal of the Operational Research Society of India
11
Quantitative finance
11
European journal of industrial engineering : EJIE
10
Journal of the Operational Research Society : OR
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
CIRRELT
9
Finance and stochastics
9
Manufacturing & service operations management : M & SOM
9
Socio-economic planning sciences : the international journal of public sector decision-making
9
SpringerLink / Bücher
9
Working papers / TSE : WP
9
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
9
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ECONIS (ZBW)
34
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1
Enhanced indexation via chance constraints
Beraldi, Patrizia
;
Bruni, Maria Elena
- In:
Operational research : an international journal
22
(
2022
)
2
,
pp. 1553-1573
Persistent link: https://www.econbiz.de/10013174848
Saved in:
2
Overnight charging scheduling of battery electric buses with uncertain charging time
Zheng, Feifeng
;
Wang, Zhaojie
;
Liu, Ming
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 4865-4903
Persistent link: https://www.econbiz.de/10013445590
Saved in:
3
Optimal location and operation of waste-to-energy plants when future waste composition is uncertain
Pluskal, Jaroslav
;
Šomplák, Radovan
;
Hrabec, Dušan
; …
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5765-5790
Persistent link: https://www.econbiz.de/10013445642
Saved in:
4
A bi-objective stochastic programming model for the household waste collection and transportation problem : case of the city of Sousse
Jammeli, Haifa
;
Argoubi, Majdi
;
Masri, Hatem
- In:
Operational research : an international journal
21
(
2021
)
3
,
pp. 1613-1639
Persistent link: https://www.econbiz.de/10012621679
Saved in:
5
A compromise solution method for the multiobjective minimum risk problem
Bellahcene, Fatima
;
Marthon, Philippe
- In:
Operational research : an international journal
21
(
2021
)
3
,
pp. 1913-1926
Persistent link: https://www.econbiz.de/10012621724
Saved in:
6
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
7
An effective hybrid goal programming approach for multi-objective straight assembly line balancing problem with stochastic parameters
Mardani-Fard, Heydar Ali
;
Hadi-Vencheh, Abdollah
; …
- In:
Operational research : an international journal
20
(
2020
)
4
,
pp. 1939-1976
Persistent link: https://www.econbiz.de/10012306629
Saved in:
8
On the optimal solution of budgeted influence maximization problem in social networks
Güney, Evren
- In:
Operational research : an international journal
19
(
2019
)
3
,
pp. 817-831
Persistent link: https://www.econbiz.de/10012127702
Saved in:
9
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
10
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
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