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Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling
Ioannou, Anastasia; Fuzuli, Gulistiani; Brennan, Feargal; … - In: Energy economics 80 (2019), pp. 760-776
Persistent link: https://www.econbiz.de/10012173720
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Technology selection : the impact of economic risk on decision making
King, Andrew S.; Elliott, Nicholas G.; James, Mark A.; … - In: Aquaculture economics & management : official journal … 22 (2018) 4, pp. 383-409
Persistent link: https://www.econbiz.de/10011997303
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Actuarial applications and estimation of extended CreditRisk+
Hirz, Jonas; Schmock, Uwe; Shevchenko, Pavel V. - In: Risks : open access journal 5 (2017) 2, pp. 1-29
risk model CreditRisk+. This allows exact risk aggregation via an efficient numerically stable Panjer recursion algorithm …. Furthermore, the model allows exact (without Monte Carlo simulation error) calculation of risk measures and their sensitivities … with respect to model parameters for P&L distributions such as value-at-risk and expected shortfall. Numerous examples …
Persistent link: https://www.econbiz.de/10011643397
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Market and model risks : a feasible joint estimate methodology
González Sánchez, Mariano; Ibáñez Jiménez, Eva M.; … - In: Risk management : an international journal 24 (2022) 3, pp. 187-213
Persistent link: https://www.econbiz.de/10013387552
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Uncertainty representation and risk management for direct segmented marketing
Pachamanova, Dessislava A.; Lo, Victor S.; Gülpınar, … - In: Journal of marketing management : JMM ; journal of the … 36 (2020) 1/2, pp. 149-175
Persistent link: https://www.econbiz.de/10012178695
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A robust bi-objective uncertain green supply chain network management
Golpîra, Hêriş - In: Serbian journal of management : an international … 11 (2016) 2, pp. 211-222
minimizes the cost of the supply chain while the second objective function minimizes CO2 emission. Conditional Value at Risk … (CVaR) approach is adapted to deal with demand uncertainty and the stochastic CO2 emission level. Finally, the model outputs …
Persistent link: https://www.econbiz.de/10011637189
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On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
Escudero, Laureano F.; Monge, Juan Francisco; Romero … - In: Computers & operations research : and their … 100 (2018), pp. 270-286
Persistent link: https://www.econbiz.de/10011930621
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Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.; Li, Y. P.; Liu, J.; Huang, Charley Z. - In: Energy economics 61 (2017), pp. 313-329
Persistent link: https://www.econbiz.de/10011737833
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An almost robust model for minimizing disruption exposures in supply systems
Zhao, Kena; Ng, Tsan Sheng Adam; Tan, Chin Hon; Pang, … - In: European journal of operational research : EJOR 295 (2021) 2, pp. 547-559
Persistent link: https://www.econbiz.de/10013205967
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978