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Risk management approaches in engineering applications
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ECONIS (ZBW)
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1
Superquantile/CVaR risk measures : second-order theory
Rockafellar, Ralph Tyrrell
;
Royset, Johannes O.
- In:
Risk management approaches in engineering applications
,
(pp. 3-28)
.
2018
Persistent link: https://www.econbiz.de/10011869984
Saved in:
2
On the dual representation of coherent risk measures
Ang, Marcus
;
Sun, Jie
;
Yao, Qiang
- In:
Risk management approaches in engineering applications
,
(pp. 29-46)
.
2018
Persistent link: https://www.econbiz.de/10011869997
Saved in:
3
When is tail mean estimation more efficient than tail median? : answers and implications for quantitative risk management
Barnard, Roger W.
;
Pearce, Kent
;
Trindade, A. Alexandre
- In:
Risk management approaches in engineering applications
,
(pp. 47-65)
.
2018
Persistent link: https://www.econbiz.de/10011869998
Saved in:
4
CVaR distance between univariate probability distributions and approximation problems
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
Risk management approaches in engineering applications
,
(pp. 67-88)
.
2018
Persistent link: https://www.econbiz.de/10011869999
Saved in:
5
Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights
Rysz, Maciej
;
Mahdavi Pajouh, Foad
;
Krokhmal, Pavlo
; …
- In:
Risk management approaches in engineering applications
,
(pp. 89-108)
.
2018
Persistent link: https://www.econbiz.de/10011870000
Saved in:
6
Detecting robust cliques in graphs subject to uncertain edge failures
Yezerska, Oleksandra
;
Butenko, Sergiy
;
Boginski, Vladimir L.
- In:
Risk management approaches in engineering applications
,
(pp. 109-132)
.
2018
Persistent link: https://www.econbiz.de/10011870005
Saved in:
7
A fair division approach to humanitarian logistics inspired by conditional value-at-risk
Chapman, Amy Givler
;
Mitchell, John E.
- In:
Risk management approaches in engineering applications
,
(pp. 133-151)
.
2018
Persistent link: https://www.econbiz.de/10011870007
Saved in:
8
Photovoltaic power plant design considering multiple uncertainties and risk
Merzifonluoglu, Yasemin
;
Uzgoren, Eray
- In:
Risk management approaches in engineering applications
,
(pp. 153-184)
.
2018
Persistent link: https://www.econbiz.de/10011870008
Saved in:
9
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
Perera, Sandun
;
Buckley, Winston
;
Long, Hongwei
- In:
Risk management approaches in engineering applications
,
(pp. 213-238)
.
2018
Persistent link: https://www.econbiz.de/10011870013
Saved in:
10
Risk-based models for emergency shelter and exit design in buildings
Faturechi, Reza
;
Isaac, Shabtai
;
Miller-Hooks, Elise
; …
- In:
Risk management approaches in engineering applications
,
(pp. 185-212)
.
2018
Persistent link: https://www.econbiz.de/10011870012
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