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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 21 Mathematical programming 15 Mathematische Optimierung 14 Stochastic process 10 Stochastischer Prozess 10 Risiko 9 Risk 9 Risk model 9 Finanzmathematik 8 Mathematical finance 8 Risikomodell 8 Punishment 6 Strafe 6 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 63 Free 15
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 37 Aufsatz in Zeitschrift 37 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Congress Report 1 research-article 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 Agnihothram, G. 1 Ahmad, Izhar 1 Alam, Masud 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 / Mathematics & economics 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 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 MPRA Paper 1
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Source
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RePEc 47 ECONIS (ZBW) 39 EconStor 2 BASE 1 Other ZBW resources 1
Showing 41 - 50 of 90
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Penalty functions based upon a general class of restricted dissimilarity functions
Ricci, Roberto Ghiselli - In: European Journal of Operational Research 241 (2015) 3, pp. 806-814
relation between the concepts of restricted dissimilarity function and penalty function is presented. A specific model of …
Persistent link: https://www.econbiz.de/10011117510
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MDR method for nonbinary response variable
Bulinski, Alexander; Rakitko, Alexander - In: Journal of Multivariate Analysis 135 (2015) C, pp. 25-42
penalty function. The criterion of almost sure convergence to unknown error function for proposed estimates constructed by …
Persistent link: https://www.econbiz.de/10011189573
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Penalty functions based upon a general class of restricted dissimilarity functions
Ghiselli Ricci, Roberto - In: European journal of operational research : EJOR 241 (2015) 3, pp. 806-814
Persistent link: https://www.econbiz.de/10010487537
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Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter - In: Insurance / Mathematics & economics 61 (2015), pp. 271-275
Persistent link: https://www.econbiz.de/10010515872
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A penalty function approach to occasionally binding credit constraints
Brzoza-Brzezina, Michał; Kolasa, Marcin; Makarsk, Krzysztof - In: Economic modelling 51 (2015), pp. 315-327
Persistent link: https://www.econbiz.de/10011476027
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Functional index coefficient models with variable selection
Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284
Persistent link: https://www.econbiz.de/10011504526
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Penalty function with memory for discrete optimization via simulation with stochastic constraints
Park, Chuljin; Kim, Seong-Hee - In: Operations research 63 (2015) 5, pp. 1195-1212
Persistent link: https://www.econbiz.de/10011397825
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Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes
Heilpern, Stanislaw - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 251-257
copula. We study the Laplace transform of the discounted penalty function and we give the explicit expression of it for the …
Persistent link: https://www.econbiz.de/10011116650
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Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
Wang, Kaibo; Yeh, Arthur B.; Li, Bo - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 206-217
In recent years, some authors have incorporated the penalized likelihood estimation into designing multivariate control charts under the premise that in practice typically only a small set of variables actually contributes to changes in the process. The advantage of the penalized likelihood...
Persistent link: https://www.econbiz.de/10010785331
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Modification of the SCE-UA to Include Constraints by Embedding an Adaptive Penalty Function and Application: Application Approach
Kang, Taeuk; Lee, Sangho - In: Water Resources Management 28 (2014) 8, pp. 2145-2159
SWMM (storm water management model). An adaptive penalty function was used to impose constraints on the SCE-UA. Two …
Persistent link: https://www.econbiz.de/10010794811
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