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Approximating the finite-time ruin probability under interest force

Brekelmans, Ruud; De Waegenaere, Anja - In: Insurance: Mathematics and Economics 29 (2001) 2, pp. 217-229

Persistent link: https://www.econbiz.de/10005380717

Assessing the effects of using demand parameters estimates in inventory control and improving the performance using a correction function

Janssen, Elleke; Strijbosch, Leo; Brekelmans, Ruud - In: International Journal of Production Economics 118 (2009) 1, pp. 34-42

Inventory models need some specification of the distribution of demand in order to find the optimal order-up-to level or reorder point. This distribution is unknown in real life and there are several solutions to overcome this problem. One approach is to assume a distribution, estimate its...

Persistent link: https://www.econbiz.de/10005311885

Constrained optimization involving expensive function evaluations: A sequential approach

Brekelmans, Ruud; Driessen, Lonneke; Hamers, Herbert; … - In: European Journal of Operational Research 160 (2005) 1, pp. 121-138

Persistent link: https://www.econbiz.de/10005253267

Optimal strategies for flood prevention

Eijgenraam, Carel; Brekelmans, Ruud; Hertog, Dirk den; … - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1644-1656

Persistent link: https://www.econbiz.de/10011684798

Globalized robust optimization for nonlinear uncertain inequalities

Ben-Tal, Aharon; Brekelmans, Ruud; Hertog, Dirk den; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 350-366

Persistent link: https://www.econbiz.de/10011691253

Convex maximization via adjustable robust optimization

Selvi, Aras; Ben-Tal, Aharon; Brekelmans, Ruud; Hertog, … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2091-2105

Persistent link: https://www.econbiz.de/10013362679

Tight tail probability bounds for distribution-free decision making

Roos, Ernst; Brekelmans, Ruud; Eekelen, Wouter van; … - In: European journal of operational research : EJOR 299 (2022) 3, pp. 931-944

Persistent link: https://www.econbiz.de/10013207188

Robust mean-variance hedging of longevity risk

Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 459-475

Persistent link: https://www.econbiz.de/10011685211

Redistribution of longevity risk : the effect of heterogeneous mortality beliefs

Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk - In: Insurance / Mathematics & economics 72 (2017), pp. 175-188

Persistent link: https://www.econbiz.de/10011694430

Development cost capitalization during R&D races

De Waegenaere, Anja; Sansing, Richard C.; Wielhouwer, … - In: Contemporary accounting research : a journal of the … 34 (2017) 3, pp. 1522-1546

Persistent link: https://www.econbiz.de/10011773907