Optimization under supplier portfolio risk considering breach of contract and market risks

DOI10.3233/RDA-180049zbMath1409.91281OpenAlexW2890121979MaRDI QIDQ3119668

Halis Sak, Sridhar Seshadri, Çağrı Haksöz, Qi Wu

Publication date: 12 March 2019

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-180049

zbMATH Keywords

importance samplingrisk managementsupply chain disruptionconditional Monte Carlo

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Portfolio theory (91G10)

This page was built for publication: Optimization under supplier portfolio risk considering breach of contract and market risks