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  • Search: subject:"Penalty function"
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Year of publication
Subject
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Theorie 26 Theory 26 Penalty function 22 penalty function 22 Mathematical programming 16 Mathematische Optimierung 15 Stochastic process 10 Stochastischer Prozess 10 Risiko 9 Risk 9 Risk model 9 Finanzmathematik 8 Mathematical finance 8 Risikomodell 8 Punishment 7 Strafe 7 Estimation theory 5 Exact penalty function 5 Schätztheorie 5 Compound Poisson risk model 4 Gerber–Shiu discounted penalty function 4 Nonlinear programming 4 Absolute ruin 3 Actuarial mathematics 3 Bootstrap method 3 Copula 3 DSGE models 3 Estimation 3 Gerber-Shiu expected discounted penalty function 3 Global convergence 3 Impact assessment 3 Restricted dissimilarity function 3 Schock 3 Semi-infinite programming 3 Shock 3 Simulation 3 VAR model 3 VAR-Modell 3 Versicherungsmathematik 3 Wirkungsanalyse 3
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Online availability
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Undetermined 62 Free 16 CC license 1
Type of publication
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Article 78 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 38 Aufsatz in Zeitschrift 38 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Congress Report 1
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Language
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Undetermined 45 English 44 German 1
Author
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Kolasa, Marcin 3 Lin, Jin-Guan 3 Liu, Qian 3 Park, Chuljin 3 Traxler, Christian 3 Westermaier, Franz 3 Wohlschlegel, Ansgar 3 Zhang, Zhimin 3 Badescu, Andrei L. 2 Bao, Zhenhua 2 Brzoza-Brzezina, Michał 2 Chen, Jia 2 Cheung, Eric C. K. 2 Cheung, Eric C.K. 2 Damjanovic, Tatiana 2 Dumrongrittikul, Taya 2 Gao, Jiti 2 Heilpern, Stanislaw 2 Huang, Chao 2 Li, Bo 2 Li, Shuanming 2 Liu, He 2 Loxton, Ryan 2 Makarski, Krzysztof 2 Meng, Zhiqing 2 Schmidli, Hanspeter 2 Shen, Rui 2 Tsai, Shing Chih 2 Ulph, David 2 Wang, Changyu 2 Wang, Kaibo 2 Xu, Xinsheng 2 Yang, Hailiang 2 Yang, Xinmin 2 Yeh, Arthur B. 2 Yu, Wenguang 2 ANTCZAK, TADEUSZ 1 Ahmad, Izhar 1 Alam, Masud 1 Ali, M. 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 3 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Narodowy Bank Polski 1 Saïd Business School, Oxford University 1 School of Economics and Finance, University of St. Andrews 1 University of Bonn, Germany 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of Global Optimization 8 Insurance: Mathematics and Economics 6 Insurance 5 Computational Optimization and Applications 4 Economic modelling 3 International journal of production research 3 Monash Econometrics and Business Statistics Working Papers 3 Computational Economics 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 European Journal of Operational Research 2 European journal of operational research : EJOR 2 Psychometrika 2 Scandinavian actuarial journal 2 Statistics & Probability Letters 2 Applied economics 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Astin bulletin : the journal of the International Actuarial Association 1 Bulletin of the Czech Econometric Society 1 CESifo Working Paper 1 CESifo working papers 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion Paper Serie A 1 Discussion Paper Series, Department of Economics 1 Dynare Working Papers 1 Economic Modelling 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European Journal of Industrial Engineering 1 Informatica Economica 1 International Journal of Applied Management Science 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of applied management science 1 International journal of business excellence 1 International journal of forecasting 1 Journal of Multivariate Analysis 1 Journal of Risk and Financial Management 1 Journal of econometrics 1 Journal of mathematical finance 1 Journal of public economics 1 Journal of risk and financial management : JRFM 1
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Source
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RePEc 47 ECONIS (ZBW) 40 EconStor 2 BASE 1
Showing 1 - 10 of 90
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A novel behavioral penalty function for interval goal programming with post-optimality analysis
Cherif, Mohamed Sadok - 2024
not sufficiently addressed in the penalty function types developed in the GP literature. In real-world scenarios involving …
Persistent link: https://www.econbiz.de/10015418005
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Probabilistic branch and bound considering stochastic constraints
Huang, Hao; Tsai, Shing Chih; Park, Chuljin - In: European journal of operational research : EJOR 321 (2025) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10015094943
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Accurate preference-based method to obtain the deterministically optimal and satisfactory fairness-efficiency trade-off
Yao, Liming; Su, Zerui; Lu, Hao-Jun - In: Omega : the international journal of management science 131 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015406590
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Output, employment, and price effects of U.S. narrative tax changes : a factor-augmented vector autoregression approach
Alam, Masud - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1421-1471
Persistent link: https://www.econbiz.de/10015141955
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Dissolving constraints for Riemannian optimization
Xiao, Nachuan; Liu, Xin; Toh, Kim-Chuan - In: Mathematics of operations research 49 (2024) 1, pp. 366-397
Persistent link: https://www.econbiz.de/10014527949
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Metamodel-based simulation optimization considering a single stochastic constraint
Tsai, Shing Chih; Park, Chuljin; Chang, Min Han - In: Computers & operations research : and their … 155 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014339106
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Penalty function method for a variational inequality on Hadamard manifolds
Kumari, Babli; Ahmad, Izhar - In: Opsearch : journal of the Operational Research Society … 60 (2023) 1, pp. 527-538
Persistent link: https://www.econbiz.de/10014280746
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Solving nonsmooth and discontinuous optimal power flow problems via interior-point lp-penalty approach
Pinheiro, Ricardo B. N. M.; Balbo, Antonio R.; Cabana, … - In: Computers & operations research : and their … 138 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013040933
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Solving the problem of maximizing diversity in public sector teams
Talmor, Irit - In: Socio-economic planning sciences : the international … 81 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013255795
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Bunching on the Autobahn? : speeding responses to a "notched" penalty scheme
Traxler, Christian; Westermaier, Franz; Wohlschlegel, Ansgar - 2017
This paper studies drivers' responses to a "notched" penalty scheme in which speeding penalties are stepwise and discontinuously increasing in speed. We present survey evidence suggesting that drivers in Germany are well aware of the notched penalty structure. Based on a simple analytical...
Persistent link: https://www.econbiz.de/10011771691
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