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Foreword BOOK CHAPTER published 2004 in Operational Risk Control with Basel II |
Preface BOOK CHAPTER published 2004 in Operational Risk Control with Basel II |
A sampling procedure to estimate risk probabilities in access-control security systems JOURNAL ARTICLE published April 2000 in European Journal of Operational Research |
Monotone optimal control for a class of Markov decision processes JOURNAL ARTICLE published March 2012 in European Journal of Operational Research |
Tail dependence in small samples: from theory to practice JOURNAL ARTICLE published 2018 in Journal of Operational Risk |
Risk management decision making based on random sums incorporating thinned renewal processes in random time JOURNAL ARTICLE published May 2001 in Operational Research |
Optimal control of discrete-time systems with applications JOURNAL ARTICLE published February 1986 in European Journal of Operational Research |
Inequalities for the ruin probability in a controlled discrete-time risk process JOURNAL ARTICLE published August 2010 in European Journal of Operational Research |
Market discipline, contrary opinion and scoreboard solutions BOOK CHAPTER published 2004 in Operational Risk Control with Basel II |
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 |
Control Environment and Systemic Risk BOOK CHAPTER published 7 December 2022 in Operational Risk Management in Banks and Idiosyncratic Loss Theory: A Leadership Perspective |
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 |
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization JOURNAL ARTICLE published August 2013 in European Journal of Operational Research |
Engineering applications of discrete time optimal control JOURNAL ARTICLE published April 1990 in European Journal of Operational Research |
Joint optimization of 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) |
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 |
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 |
Aggregation and disaggregation in Markov decision models for inventory control JOURNAL ARTICLE published May 1985 in European Journal of Operational Research |
The challenge of terrorism and insurer of last resort BOOK CHAPTER published 2004 in Operational Risk Control with Basel II |
Traffic flow model at fixed control signals with discrete service time distribution JOURNAL ARTICLE published 4 April 2016 in Croatian Operational Research Review |