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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Melenberg, Bertrand"
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Search: subject_exact:"Robuste Optimierung"
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Melenberg, Bertrand
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Management science : journal of the Institute for Operations Research and the Management Sciences
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Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
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Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon
;
Hertog, Dirk den
;
De Waegenaere, Anja
; …
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 341-357
Persistent link: https://www.econbiz.de/10009713913
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