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The real risk in pension forecasting
Slipsager, Søren Kærgaard - In: Scandinavian actuarial journal (2018) 3, pp. 205-273
Persistent link: https://www.econbiz.de/10011881088
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A real-time adjustment strategy for the operational level stochastic orienteering problem : a simulation-aided optimization approach
Bian, Zheyong; Liu, Xiang - In: Transportation research / E : an international journal 115 (2018), pp. 246-266
Persistent link: https://www.econbiz.de/10011884116
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A supply chain model for imperfect production system with stochastic lead time demand
Mallick, Rabin Kumar; Manna, Amalesh Kumar; Mondal, … - In: Journal of management analytics 5 (2018) 4, pp. 309-333
Persistent link: https://www.econbiz.de/10011976601
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A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun; Chen, Jing; Hawkes, Alan - In: Quantitative finance 18 (2018) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
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An asymptotically optimal set approach for simulation optimization
Hu, Liujia; Sigrún Andradóttir - In: INFORMS journal on computing : JOC 31 (2019) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10011999041
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Robust analysis in stochastic simulation : computation and performance guarantees
Ghosh, Soumyadip; Lam, Henry - In: Operations research 67 (2019) 1, pp. 232-249
Persistent link: https://www.econbiz.de/10012000817
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Gaussian Markov random fields for discrete optimization via simulation : framework and algorithms
Salemi, Peter L.; Song, Eunhye; Nelson, Barry L.; … - In: Operations research 67 (2019) 1, pp. 250-266
Persistent link: https://www.econbiz.de/10012000819
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Bank stress testing : a stochastic simulation framework to assess banks' financial fragility
Montesi, Giuseppe; Papiro, Giovanni - In: Risks : open access journal 6 (2018) 3, pp. 1-54
We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks’ capital …
Persistent link: https://www.econbiz.de/10011890804
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SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric - 2016 - This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
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Valuation of projects with minimum revenue guarantees : a Gaussian copula-based simulation approach
Hawas, Francisco; Cifuentes, Arturo - In: The engineering economist : a journal devoted to the … 62 (2017) 1, pp. 90-102
Persistent link: https://www.econbiz.de/10011685424