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Bäuerle, Nicole
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2
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2
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Mathematical methods of operations research
8
Insurance / Mathematics & economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Optimal scheduling in heterogeneous two-station queueing networks
Bäuerle, Nicole
;
Brüstl, Gabi
;
Rieder, Ulrich
- In:
Mathematical methods of operations research
48
(
1998
)
3
,
pp. 337-348
Persistent link: https://www.econbiz.de/10006628009
Saved in:
2
PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10008221958
Saved in:
3
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 591-612
Persistent link: https://www.econbiz.de/10008274829
Saved in:
4
Stochastic control problems with delay
Bauer, Harald
;
Rieder, Ulrich
- In:
Mathematical methods of operations research
62
(
2005
)
3
,
pp. 411-428
Persistent link: https://www.econbiz.de/10006605763
Saved in:
5
Optimal control of arrivals in tandem queues of constant service time
Luh, Hsing
;
Rieder, Ulrich
- In:
Mathematical methods of operations research
53
(
2001
)
3
,
pp. 481-492
Persistent link: https://www.econbiz.de/10006619763
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6
Monotonicity and Bounds for Convex Stochastic Control Models
Rieder, Ulrich
;
Zagst, Rudi
- In:
Zeitschrift für Operations-Research : ZOR ; …
39
(
1994
)
2
,
pp. 187-208
Persistent link: https://www.econbiz.de/10006638021
Saved in:
7
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich
;
Winter, Jens
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 567
Persistent link: https://www.econbiz.de/10008328430
Saved in:
8
Stochastic orders and risk measures: Consistency and bounds
Bäuerle, Nicole
;
Müller, Alfred
- In:
Insurance / Mathematics & economics
38
(
2006
)
1
,
pp. 132-148
Persistent link: https://www.econbiz.de/10006872189
Saved in:
9
Risk management in credit risk portfolios with correlated assets
Bäuerle, Nicole
- In:
Insurance / Mathematics & economics
30
(
2002
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10006896013
Saved in:
10
Benchmark and mean-variance problems for insurers
Bäuerle, Nicole
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 159
Persistent link: https://www.econbiz.de/10006606449
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