A provisioning problem with stochastic payments
type: Item
instance of: scholarly article
title: A provisioning problem with stochastic payments
zbMATH Open document ID: 1253.91202
author: Bernardo K. Pagnoncelli
author: Steven Vanduffel
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6119462
zbMATH Keywords: risk management
zbMATH Keywords: solvency
zbMATH Keywords: comonotonicity
zbMATH Keywords: sample average approximation
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.01.065
OpenAlex ID: W2089339314
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DOI: 10.1016/J.EJOR.2012.01.065
description: scientific article; zbMATH DE number 6119462