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Foreword

BOOK CHAPTER published 2004 in Operational Risk Control with Basel II

Authors: Patrick M. Liedtke

Preface

BOOK CHAPTER published 2004 in Operational Risk Control with Basel II

Authors: Dimitris N. Chorafas

A sampling procedure to estimate risk probabilities in access-control security systems

JOURNAL ARTICLE published April 2000 in European Journal of Operational Research

Authors: Sheldon H. Jacobson | John E. Kobza | Marvin K. Nakayama

Monotone optimal control for a class of Markov decision processes

JOURNAL ARTICLE published March 2012 in European Journal of Operational Research

Authors: Weifen Zhuang | Michael Z.F. Li

Tail dependence in small samples: from theory to practice

JOURNAL ARTICLE published 2018 in Journal of Operational Risk

Authors: Sophie Lavaud

Risk management decision making based on random sums incorporating thinned renewal processes in random time

JOURNAL ARTICLE published May 2001 in Operational Research

Authors: T. Artikis | A. Voudouri | D. Jerwood

Optimal control of discrete-time systems with applications

JOURNAL ARTICLE published February 1986 in European Journal of Operational Research

Authors: S. Tzafestas

Inequalities for the ruin probability in a controlled discrete-time risk process

JOURNAL ARTICLE published August 2010 in European Journal of Operational Research

Authors: M. Diasparra | R. Romera

Market discipline, contrary opinion and scoreboard solutions

BOOK CHAPTER published 2004 in Operational Risk Control with Basel II

Authors: Dimitris N. Chorafas

Lead-time quotations in unobservable make-to-order systems with strategic customers: Risk aversion, load control and profit maximization

JOURNAL ARTICLE published February 2021 in European Journal of Operational Research

Authors: Myron Benioudakis | Apostolos Burnetas | George Ioannou

Control Environment and Systemic Risk

BOOK CHAPTER published 7 December 2022 in Operational Risk Management in Banks and Idiosyncratic Loss Theory: A Leadership Perspective

Authors: Sophia Beckett Velez

A policy gradient method for semi-Markov decision processes with application to call admission control

JOURNAL ARTICLE published May 2007 in European Journal of Operational Research

Authors: Sumeetpal S. Singh | Vladislav B. Tadić | Arnaud Doucet

Active allocation of systematic risk and control of risk sensitivity in portfolio optimization

JOURNAL ARTICLE published August 2013 in European Journal of Operational Research

Authors: Yingjie Li | Shushang Zhu | Donghui Li | Duan Li

Engineering applications of discrete time optimal control

JOURNAL ARTICLE published April 1990 in European Journal of Operational Research

Authors: Hans F. Ravn | RenéVictor Valqui Vidal

Joint optimization of X¯ control chart and preventive maintenance policies: A discrete-time Markov chain approach

JOURNAL ARTICLE published September 2013 in European Journal of Operational Research

Research funded by Ministry of Education of the People's Republic of China (11YJC630228) | Fundamental Research Funds for the Central Universities (13wkpy15)

Authors: Yisha Xiang

Variance reduction for Markov chain processes using state space evaluation for control variates

JOURNAL ARTICLE published December 2001 in Journal of the Operational Research Society

Authors: F A Dahl

Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control

JOURNAL ARTICLE published March 2008 in European Journal of Operational Research

Authors: Yonggan Zhao | William T. Ziemba

Aggregation and disaggregation in Markov decision models for inventory control

JOURNAL ARTICLE published May 1985 in European Journal of Operational Research

Authors: L.M.M. Veugen | J. van der Wal | J. Wessels

The challenge of terrorism and insurer of last resort

BOOK CHAPTER published 2004 in Operational Risk Control with Basel II

Authors: Dimitris N. Chorafas

Traffic flow model at fixed control signals with discrete service time distribution

JOURNAL ARTICLE published 4 April 2016 in Croatian Operational Research Review

Authors: Lucky I. Igbinosun | Sunday E. Omosigho