The following pages link to (Q3528030):
Displaying 50 items.
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Multivariate value at risk and related topics (Q1931628) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- Weak laws of large numbers for sublinear expectation (Q2001546) (← links)
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- Hahn-Banach and sandwich theorems for equivariant vector lattice-valued operators and applications (Q2057284) (← links)
- Hahn-Banach-type theorems and subdifferentials for invariant and equivariant order continuous vector lattice-valued operators with applications to optimization (Q2067287) (← links)
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
- Star-shaped deviations (Q2084035) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Risk modelling and management: an overview (Q2227440) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- The strictest common relaxation of a family of risk measures (Q2276204) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Exhibiting abnormal returns under a risk averse strategy (Q2282734) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
- Solvency requirement for long term guarantee: risk measure versus probability of ruin (Q2323647) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Multi-stage stochastic optimization: the distance between stochastic scenario processes (Q2356157) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
