Drei große Reformenpakete und eine Reihe kleinerer Begleitmaßnahmen prägen das renten¬politische Erbe der rot-grünen Bundesregierung. Einerseits greifen sie Trends in der Reformpolitik seit Beginn der 90er Jahre auf. So verstärkt die Rentenstrukturreform 2001 beispielsweise die...

Insurance companies and banks regularly have to face stress tests performed by regulatory instances. To model their investment decision problems that includes stress scenarios, we propose the worst-case portfolio approach. Thus, the resulting optimal portfolios are already stress test prone by...

In this working paper we go on with the study of a mapping in Rn associated to a quadratic optimization problem with one equality linear constraint. After showing some general properties related to homogeneity and the inverse mapping, we present some results regarding how the mapping behaves...

The lasso and its variants have attracted much attention recently because of its ability of simultaneous estimation and variable selection. When some prior knowledge exists in applications, the performance of estimation and variable selection can be further improved by incorporating the prior...

Renewable energy sources (RES) are mainly used in the electrical sector. Electricity is not a storable commodity. Hence it is necessary to produce the requested quantity and distribute it through the system in such a way as to ensure that electricity supply and demand are always evenly balanced....

Constrained optimization is an important research topic that assists in quality planning and decision making. To solve such problems, one of the important aspects is to improve upon any constraint violation, and thus bring infeasible individuals to the feasible region. To achieve this goal,...

A considerable number of differential evolution variants have been proposed in the last few decades. However, no variant was able to consistently perform over a wide range of test problems. In this paper, propose two novel differential evolution based algorithms are proposed for solving...

In this paper, we investigate the performance measures of newsvendor model in an environment of customer balking, which occurs when customers are reluctant to buy a product if its available inventory falls below a threshold level. We derive the explicit expression of several performance measures...