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Stochastic data envelopment analysis : a quantile regression approach to estimate the production frontier

Jradi, Samah; Ruggiero, John - In: European journal of operational research : EJOR 278 (2019) 2, pp. 385-393

Persistent link: https://www.econbiz.de/10012102540

Pension funds with longevity risk : an optimal portfolio insurance approach

Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; … - In: Insurance : mathematics and economics 119 (2024), pp. 268-297

Persistent link: https://www.econbiz.de/10015357881

Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging

Cairns, Andrew - 2011

Persistent link: https://www.econbiz.de/10009536153

Computational framework for longevity risk management

D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 111-137

Persistent link: https://www.econbiz.de/10010251207

Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging

Cairns, Andrew - In: Insurance 49 (2011) 3, pp. 438-453

Persistent link: https://www.econbiz.de/10009404687

Managing longevity risk

Li, Hong - 2015

Persistent link: https://www.econbiz.de/10011373370

Optimal Fishing Mortalities with Age-Structured Bioeconomic Model - A Case of NEA Mackerel

Ni, Yuanming - 2016

probability of actually hitting the mean values. Simulations are conducted with different fixed fishing mortality levels under 6 … scenarios. It seems that a constant fishing mortality around 0.06 is optimal. In the end, a comparison is made between …

Persistent link: https://www.econbiz.de/10012989613

Optimal dynamic longevity hedge with basis risk

Ken Seng Tan; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337

Persistent link: https://www.econbiz.de/10013259312

Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method

Preciado Arreola, José Luis; Johnson, Andrew L.; Chen, … - In: European journal of operational research : EJOR 287 (2020) 2, pp. 699-711

Persistent link: https://www.econbiz.de/10012293942

CVaR regression based on the relation between CVaR and mixed-quantile quadrangles

Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22

for the analysis is established with the quadrangle theory of risk functions. We derived relationships between elements of …

Persistent link: https://www.econbiz.de/10012025262