Bounds for the ruin probability under a markovian modulated risk model

JOURNAL ARTICLE published January 1999 in Communications in Statistics. Stochastic Models

Authors: Yanhong Wu

Use of the Pert and Uniform Distributions with the Central Limit Theorem (CLT) to Decrease Variance in Complication Cost Estimation in Probabilistic Models

JOURNAL ARTICLE published November 2016 in Value in Health

Authors: DP Reynecke | JP Robson

Multifactor Stochastic Variance Models in Risk Management: Maximum Entropy Approach and Levy Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Alex Levin | Alexander Tchernitser

Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion

JOURNAL ARTICLE published March 2018 in Journal of the Operations Research Society of China

Research funded by National Natural Science Foundation of China (71601107,71671106) | State Key Program in the Major Research Plan of National Natural Science Foundation of China (91546202) | Shanghai Pujiang Program (15PJC051)

Authors: Liu-Meng Peng | Xiang-Yu Cui | Yun Shi

Stochastic models for risk estimation in volatile markets: a survey

JOURNAL ARTICLE published April 2010 in Annals of Operations Research

Authors: Stoyan V. Stoyanov | Borjana Racheva-Iotova | Svetlozar T. Rachev | Frank J. Fabozzi

The distribution of time for Clark's flow and risk assessment for the activities of pert network structure

JOURNAL ARTICLE published 2009 in Yugoslav Journal of Operations Research

Authors: Dusko Letic | Vesna Jevtic

The robustness of mean and variance approximations in risk analysis

JOURNAL ARTICLE published 7 April 1998 in Journal of the Operational Research Society

Authors: D Johnson

Testing the robustness of deterministic models of optimal dynamic pricing and lot-sizing for deteriorating items under stochastic conditions

JOURNAL ARTICLE published December 2019 in Central European Journal of Operations Research

Authors: Maryam Ghoreishi

Stochastic PERT networks as models of cognition: Derivation of the mean, variance, and distribution of reaction time using Order-of-Processing (OP) diagrams

JOURNAL ARTICLE published June 1983 in Journal of Mathematical Psychology

Authors: Donald L Fisher | William M Goldstein

Stochastic Visual Interactive Simulation Models

JOURNAL ARTICLE published 1 July 1989 in Journal of the Operational Research Society

Authors: Peter C Bell

The Variance Location Problem on a Network with Continuously distributed demand

JOURNAL ARTICLE published April 2000 in RAIRO - Operations Research

Authors: Ma Cruz López de los Mozos | Juan A. Mesa

Preface: Queues and related stochastic models

JOURNAL ARTICLE published March 2022 in Annals of Operations Research

Authors: Tuan Phung-Duc

Multivariate stochastic dominance for risk averters and risk seekers

JOURNAL ARTICLE published July 2016 in RAIRO - Operations Research

Authors: Xu Guo | Wing-Keung Wong

Maximum likelihood Bayesian averaging of airflow models in unsaturated fractured tuff using Occam and variance windows

JOURNAL ARTICLE published August 2010 in Stochastic Environmental Research and Risk Assessment

Authors: Eric Morales-Casique | Shlomo P. Neuman | Velimir V. Vesselinov

Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks

JOURNAL ARTICLE published June 2017 in Mathematical Methods of Operations Research

Research funded by the National Natural Science Foundation of China (No.11501125)

Authors: Jian Pan | Qingxian Xiao

Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility

JOURNAL ARTICLE published August 2018 in Mathematical Methods of Operations Research

Research funded by National Natural Science Foundation of China (11571189,11701087) | China Postdoctoral Science Foundation (2017M612787)

Authors: Zhongyang Sun | Junyi Guo

Statistical approximations for recourse constrained stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Julia L. Higle | Suvrajeet Sen

Extension of stochastic dominance theory to random variables

JOURNAL ARTICLE published October 1999 in RAIRO - Operations Research

Authors: Chi-Kwong Li | Wing-Keung Wong

Models and model value in stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: John R. Birge

On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims

JOURNAL ARTICLE published 26 October 2021 in Stochastic Models

Research funded by Natural Science Foundation of China (12071487,1808085MA16) | Natural Science Research Project of Universities of Anhui Province (KJ2019A0001) | Hunan Provincial Innovation Foundation for Postgraduate (CX20200146)

Authors: Bingzhen Geng | Zaiming Liu | Shijie Wang