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A computational study of the general lot-sizing and scheduling model under demand uncertainty via robust and stochastic approaches

Alem, Douglas; Curcio, Eduardo; Amorim, Pedro; … - In: Computers & operations research : and their … 90 (2018), pp. 125-141

Persistent link: https://www.econbiz.de/10011775297

Non-discriminatory trade policies in structural gravity models : evidence from Monte Carlo simulations

Sellner, Richard - 2017

theory, data on intra-national trade flows is required for identification. The bias of the three methods that do not utilize …

Persistent link: https://www.econbiz.de/10011764346

The capability index when some assumptions are not satisfied : analysis and empirical comparisons

Fernández, Pablo José Moya; Rosas, Juan Francisco Muñoz - In: Estudios de economía aplicada : revista promovida por … 34 (2016) 3, pp. 649-674

Persistent link: https://www.econbiz.de/10011580398

Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and the use of their convolutions

Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400

Persistent link: https://www.econbiz.de/10011583507

Appraising the financial sustainability of a pension system with signal processing

Rostan, Pierre; Belhachemi, Rachid; Rostan, Alexandra - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 3, pp. 801-816

Persistent link: https://www.econbiz.de/10011638288

Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction

Li, Mengheng; Koopman, Siem Jan - 2018

We consider unobserved components time series models where the components are stochastically evolving over time and are subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of the observed time series. We develop a simulated...

Persistent link: https://www.econbiz.de/10011809984