Enterprise Risk Management Models

DOI10.1007/978-3-642-11474-8zbMath1203.90003OpenAlexW4299962129MaRDI QIDQ3577137

Desheng (Dash) Wu, David L. Olson

Publication date: 4 August 2010

Full work available at URL: https://zenodo.org/record/3994591

zbMATH Keywords

portfolio selectionvalue at riskchance constrained programmingsupply chain riskbusiness scorecard analysisrisk management process

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Applications of mathematical programming (90C90) Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items (7)

A simple insurance model: optimal coverage and deductible ⋮ Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson ⋮ Background risk models and stepwise portfolio construction ⋮ Multicriteria investment problem with Savage's risk criteria: theoretical aspects of stability and case study ⋮ Supply chain outsourcing risk using an integrated stochastic-fuzzy optimization approach ⋮ Optimal excess-of-loss reinsurance and investment polices under the CEV model ⋮ Guest editorial

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