Narrow search
Showing 1 - 5 of 5
Cover Image
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://ebvufind01.dmz1.zbw.eu/10015047732
Cover Image
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Ken Seng Tan; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao - In: European journal of operational research : EJOR 282 (2020) 1, pp. 345-362
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012157700
Cover Image
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei, Wei; Zhu, Dan - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1132-1144
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013206929
Cover Image
Selling to the “Newsvendor” with a forecast update: Analysis of a dual purchase contract
Özer, Özalp; Uncu, Onur; Wei, Wei - In: European journal of operational research : EJOR 182 (2007) 3, pp. 1150-1176
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007727882
Cover Image
Targeting Kollo skewness with random orthogonal matrix simulation
Alexander, Carol; Meng, Xiaochun; Wei, Wei - In: European journal of operational research : EJOR 299 (2022) 1, pp. 362-376
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013206991