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  • Search: subject:"mixed-integer nonlinear stochastic programming"
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Credit risk 1 Kreditrisiko 1 Portfolio selection 1 Portfolio-Management 1 Revenue management 1 Revenue-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Willingness to pay 1 Zahlungsbereitschaftsanalyse 1 conditional value at risk 1 credit risk 1 marginal risk 1 mixed-integer nonlinear stochastic programming 1 pricing 1 revenue management 1 value at risk 1 willingness to pay 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chun, So Yeon 1 Lejeune, Miguel A. 1
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Management science : journal of the Institute for Operations Research and the Management Sciences 1
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Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon; Lejeune, Miguel A. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3735-3753
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