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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Operations research letters"
~subject:"Markov chain"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Markov chain
Theorie
Stochastic process
500
Stochastischer Prozess
500
Theory
295
Portfolio selection
97
Portfolio-Management
97
Option pricing theory
96
Optionspreistheorie
96
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Li, Xiaohu
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Härdle, Wolfgang
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Liang, Zongxia
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Shapiro, Alexander
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Siu, Tak Kuen
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Avanzi, Benjamin
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Guan, Guohui
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Guan, Yongpei
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Meyer-Gohde, Alexander
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Shen, Yang
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Bibinger, Markus
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Cha, Ji Hwan
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Hautsch, Nikolaus
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Horst, Ulrich
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Leclère, Vincent
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Li, Zhongfei
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Pellerey, Franco
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Reiß, Markus
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Cai, Jun
2
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2
Chi, Yichun
2
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SFB 649 discussion paper
Insurance / Mathematics & economics
Operations research letters
European journal of operational research : EJOR
469
Computers & operations research : and their applications to problems of world concern ; an international journal
148
Finance and stochastics
133
International journal of production research
133
International journal of theoretical and applied finance
132
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126
Journal of econometrics
110
Mathematics of operations research
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
International journal of production economics
76
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76
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71
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64
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63
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62
Econometric reviews
59
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Mathematical methods of operations research
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
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Economics letters
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Computational economics
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Annals of operations research
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Economic modelling
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Discussion papers of interdisciplinary research project 373
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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SpringerLink / Bücher
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IMA journal of management mathematics
39
Applied mathematical finance
37
Energy economics
37
Scandinavian actuarial journal
37
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
309
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309
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1
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
2
Answer to an open problem about stochastic comparison of parallel systems with geometric components
Affouf, Mahmoud
;
Wang, Jiantian
- In:
Operations research letters
51
(
2023
)
2
,
pp. 176-178
Persistent link: https://www.econbiz.de/10014311848
Saved in:
3
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
4
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
5
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
Saved in:
6
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
7
Stochastic joint replenishment problem under a fill rate constraint with controllable lead times and shared cost allocation
Castellano, Davide
;
Santillo, Liberatina C.
- In:
Operations research letters
51
(
2023
)
4
,
pp. 385-392
Persistent link: https://www.econbiz.de/10014426570
Saved in:
8
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
9
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
10
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
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