Systemic risk and copula models

JOURNAL ARTICLE published June 2018 in Central European Journal of Operations Research

Authors: Georg Ch. Pflug | Alois Pichler

Running 7th edition UNIX programs on a VAX in compatibility mode

JOURNAL ARTICLE published January 1987 in ACM SIGOPS Operating Systems Review

Authors: G R Guenther

Extensions of Stochastic Dominance

BOOK CHAPTER published 31 January 2019 in Econometric Analysis of Stochastic Dominance

Stochastic Dominance and Expected Utility: Survey and Analysis

JOURNAL ARTICLE published April 1992 in Management Science

Authors: Haim Levy

Stochastic Dominance with Covariates

BOOK CHAPTER published 31 January 2019 in Econometric Analysis of Stochastic Dominance

Almost periodic solutions of affine stochastic evolution equations

JOURNAL ARTICLE published April 1992 in Stochastics and Stochastic Reports

Authors: Constantin Tudor

The stochastic soliton-like solutions of stochastic mKdV equations

JOURNAL ARTICLE published January 2005 in Czechoslovak Journal of Physics

Authors: Yong Chen | Biao Li

Birge and Qi Method for Three-Stage Stochastic Programs Using IPM

BOOK CHAPTER published 2002 in Lecture Notes in Computer Science

Authors: Georg Ch. Pflug | Ladislav Halada

Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs

JOURNAL ARTICLE published January 2019 in SIAM Journal on Optimization

Authors: Francesca Maggioni | Georg Ch. Pflug

Asymptotic evaluation of closed queueing networks with many stations

JOURNAL ARTICLE published January 1992 in Communications in Statistics. Stochastic Models

Authors: Alexander Birman | YAAKOV KOGAN

Improved solutions to dynamic and stochastic maritime pick-up and delivery problems using local search

JOURNAL ARTICLE published June 2017 in Annals of Operations Research

Authors: Gregorio Tirado | Lars Magnus Hvattum

Stochastic Expansions and Asymptotic Approximations

JOURNAL ARTICLE published September 1992 in Econometric Theory

Authors: Michael A. Magdalinos

Confidence level solutions for stochastic programming

JOURNAL ARTICLE published June 2008 in Automatica

Authors: Yu. Nesterov | J.-Ph. Vial

Asymptotic behavior of solutions of stochastic equations with periodic coefficients

BOOK CHAPTER published 31 December 1995 in Exploring Stochastic Laws

Designing competitive loyalty programs: a stochastic game-theoretic model to guide the choice of reward structure

JOURNAL ARTICLE published September 2019 in Annals of Operations Research

Authors: Amir Gandomi | Amirhossein Bazargan | Saeed Zolfaghari

Martingale solutions

BOOK CHAPTER published 3 December 1992 in Stochastic Equations in Infinite Dimensions

The asymptotic behaviour of branching stochastic processes

JOURNAL ARTICLE published 1957 in Czechoslovak Mathematical Journal

Authors: Miloslav Jiřina

The distortion principle for insurance pricing: properties, identification and robustness

JOURNAL ARTICLE published September 2020 in Annals of Operations Research

Authors: Debora Daniela Escobar | Georg Ch. Pflug

Electing a committee with dominance constraints

JOURNAL ARTICLE published November 2022 in Annals of Operations Research

Research funded by Russian Science Foundation (20-71-00029)

Authors: Egor Ianovski

Risk Efficiency Using Stochastic Dominance and Expected Gain-Confidence Limits

JOURNAL ARTICLE published September 1978 in The Journal of Finance

Authors: Lindon J. Robison | Peter J. Barry