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  • Search: subject:"Uncertainty set"
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Year of publication
Subject
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Decision under uncertainty 2 Entscheidung unter Unsicherheit 2 Risiko 2 Risk 2 Robust statistics 2 Robustes Verfahren 2 Theorie 2 Theory 2 (j 1 (p 1 CIR model 1 Cauchy problem 1 CoES 1 DC pension plan 1 DMP-inverse 1 Distortion risk measure 1 Gerber–Shiu function 1 HARA 1 HJB equation 1 Hamilton–Jacobi–Bellman equation 1 Laguerre series 1 M-CEV model 1 Measurement 1 Messung 1 Min-max problem 1 Poisson process 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Reinsurance 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk management 1 Risk measure 1 Risk model 1 Robust stop-loss reinsurance 1 Rückversicherung 1 Tourenplanung 1 Transportzeit 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Cai, Jun 1 Campos, Rafael 1 Coelho, Leandro C. 1 Hu, Xiang 1 Li, Jingchao 1 Liu, Fangda 1 Munari, Pedro 1 Yao, Jing 1 Yin, Mingren 1
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Published in...
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CIRRELT 1 European journal of operational research : EJOR 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks
Yao, Jing (contributor); Hu, Xiang (contributor);  … - 2024
Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...
Persistent link: https://www.econbiz.de/10015325017
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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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Compact formulations for the robust vehicle routing problem with time windows under demand and travel time uncertainty
Campos, Rafael; Munari, Pedro; Coelho, Leandro C. - 2022
Persistent link: https://www.econbiz.de/10013450749
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