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~subject:"Entscheidung unter Unsicherheit"
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Entscheidung unter Unsicherheit
Theorie
45
Theory
45
Mathematical programming
22
Mathematische Optimierung
22
Stochastic process
19
Stochastischer Prozess
19
Decision under uncertainty
11
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10
Risikomaß
10
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9
Klimawandel
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Electric power industry
7
Elektrizitätswirtschaft
7
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Portfolio-Management
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7
Disaster
6
Dynamic programming
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Dynamische Optimierung
6
Electricity price
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Risk management
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Strompreis
6
Elementarschadenversicherung
5
Natural disaster insurance
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Robust statistics
5
Robustes Verfahren
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4
Distributional robustness
4
Kontrolltheorie
4
Malawi
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4
Markov-Kette
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4
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English
11
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Pflug, Georg
11
Escobar, Debora Daniela
2
Wozabal, David
2
Ackooij, Wim van
1
Analui, Bita
1
Birghila, Corina
1
Ermol'ev, Jurij M.
1
Glanzer, Martin
1
Hung, Mao-Wei
1
Maier, Sebastian
1
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1
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European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
Computational Management Science : CMS
1
Computational management science
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Journal of banking & finance
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ECONIS (ZBW)
11
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1
The value of perfect information as a risk measure
Pflug, Georg
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 275-291)
.
2004
Persistent link: https://www.econbiz.de/10003488178
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2
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689
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3
The 1/N investment strategy is optimal under high model ambiguity
Pflug, Georg
;
Pichler, Alois
;
Wozabal, David
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 410-417
Persistent link: https://www.econbiz.de/10009511313
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4
On distributionally robust multiperiod stochastic optimization
Analui, Bita
;
Pflug, Georg
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Saved in:
5
Ambiguity in portfolio selection
Pflug, Georg
;
Wozabal, David
- In:
Quantitative fund management
,
(pp. 377-391)
.
2009
Persistent link: https://www.econbiz.de/10003797018
Saved in:
6
Incorporating model uncertainty into optimal insurance contract design
Pflug, Georg
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 68-74
Persistent link: https://www.econbiz.de/10011702048
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7
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
8
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina
;
Pflug, Georg
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012105357
Saved in:
9
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Saved in:
10
The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela
;
Pflug, Georg
- In:
Stochastic optimization: theory and applications
,
(pp. 771-794)
.
2020
Persistent link: https://www.econbiz.de/10012290841
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