Similar Search Results

Risk-return optimization with different risk-aggregation strategies

Uryasev, Stan; Theiler, Ursula A.; Serraino, Gaia - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 129-146

Persistent link: https://www.econbiz.de/10003953347

An evolutionary strategy for multiobjective reinsurance optimization

Román, Sebastián; Villegas, Andrés M.; Villegas, Juan G. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1661-1677

Persistent link: https://www.econbiz.de/10012229185

A primer on moral-hazard models

Prescott, Edward Simpson - In: Economic quarterly 85 (1999) 1, pp. 47-77

Persistent link: https://www.econbiz.de/10001417687

Contributions to credit portfolio modeling and optimization

Onwunta, Akwum - 2011

Persistent link: https://www.econbiz.de/10008935882

A machine learning-based approximation of strong branching

Marcos Alvarez, Alejandro; Louveaux, Quentin; Wehenkel, … - In: INFORMS journal on computing : JOC 29 (2017) 1, pp. 185-195

Persistent link: https://www.econbiz.de/10011648592

A Primer on Moral-Hazard Models

Prescott, Edward Simpson - 2012

Economists regularly consider moral hazard when they analyze topics like insurance contracts, labor compensation, and … financial regulation. The primer provided here describes moral hazard, its implications, and how to model it. The modeling … compute solutions to examples. The technique is illustrated with a bank regulation example …

Persistent link: https://www.econbiz.de/10013101944