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An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2004

Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models.This review surveys … classic and modern designs for experiments with simulation models.Classic designs were developed for real, non …

Persistent link: https://www.econbiz.de/10011090819

Semivariance as real project portfolio optimisation criteria â€“ an oil and gas industry application

Sira, Enrique - In: International Journal of Global Energy Issues 26 (2006) 1/2, pp. 43-61

Quality in the capital allocation process is of utmost relevance in securing and sustaining economic performance and corporate goals. The correct characterisation of uncertainties across the opportunity set is critical in achieving optimal capital allocation decisions. Real projects are...

Persistent link: https://www.econbiz.de/10011130228

The uncertainty of systemic risk

Ilin, Thomas; Varga, Liz - In: Risk management : a journal of risk, crisis and disaster 17 (2015) 4, pp. 240-275

Persistent link: https://www.econbiz.de/10011439474

Valuing seasonal climate forecasts in a state-contingent manner

Crean, Jason; Parton, Kevin A.; Mullen, John Denis; … - In: The Australian journal of agricultural and resource … 59 (2015) 1, pp. 61-77

Persistent link: https://www.econbiz.de/10011296905

Combining a matheuristic with simulation for risk management of stochastic assets and liabilities

Bayliss, Christopher; Serra, Marti; Nieto, Armando; … - In: Risks : open access journal 8 (2020) 4/131, pp. 1-14

Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and … maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation …-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety …

Persistent link: https://www.econbiz.de/10012391566

Calibrating the equilibrium condition of a New Keynesian model with uncertainty

Kranz, Tobias - In: Review of economics 68 (2017) 2, pp. 117-151

Persistent link: https://www.econbiz.de/10011943970

Uncertainty and contract flexibility in automotive supply chains : a simulation model

Farooquie, Parveen; Suhail, Arif; Faisal, Mohd. Nishat - In: International journal of business performance and … 10 (2019) 3, pp. 215-235

Persistent link: https://www.econbiz.de/10012138552

Design and management of software development projects under rework uncertainty : a study using system dynamics

Khatun, Mst Taskia; Hiekata, Kazuo; Takahashi, Yutaka; … - In: Journal of decision systems 32 (2023) 2, pp. 265-288

Persistent link: https://www.econbiz.de/10014330752

Global risk assessment for development processes : from framework to simulation

Petronijevic, Jelena; Etienne, Alain; Siadat, Ali - In: International journal of production research 60 (2022) 24, pp. 7214-7238

Persistent link: https://www.econbiz.de/10013502373

Competitive dynamics in forecasting : the interaction of skill and uncertainty

Evgeniou, Theodoros; Fang, Lily Hua; Hogarth, Robin M.; … - In: Journal of behavioral decision making 26 (2013) 4, pp. 375-384

Persistent link: https://www.econbiz.de/10010196963