A provisioning problem with stochastic payments
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Publication:1926876
DOI10.1016/j.ejor.2012.01.065zbMath1253.91202OpenAlexW2089339314MaRDI QIDQ1926876
Bernardo K. Pagnoncelli, Steven Vanduffel
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.01.065
Statistical methods; risk measures (91G70) Stochastic programming (90C15) Financial applications of other theories (91G80)
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