Convex majorization with an application to the length of critical paths

Cited in

(53)

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Distributionally Robust Linear and Discrete Optimization with Marginals
Distributionally robust mixed integer linear programs: persistency models with applications
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Extremal probability bounds in combinatorial optimization
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Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Risk aggregation with dependence uncertainty
On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term
Robustness to dependency in portfolio optimization using overlapping marginals
Stochastic and fuzzy PERT
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Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
Stochastic 0-1 linear programming under limited distributional information
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties
Reducing model risk via positive and negative dependence assumptions
Seven proofs for the subadditivity of expected shortfall
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
Stochastisches PERT — Eine vergleichende Untersuchung über die Effizienz eines Verfahrens zur stochastischen Projektplanung
Comparison of multivariate risks and positive dependence
Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
Risk Measures for Portfolio Vectors and Allocation of Risks
A Note on Bounds for the Moments of a Stochastic Project Planniag Model Duration
Four theorems and a financial crisis
Two-stage distributionally robust optimization model for a pharmaceutical cold supply chain network design problem
Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
Bounds for random binary quadratic programs
On the impact of independence of risks on stop loss premiums
Persistence in discrete optimization under data uncertainty
On Stop-Loss Order and the Distortion Pricing Principle
Sharp Bounds on the Largest of some Linear Combinations of Random Variables with Given Marginal Distributions
Maximizing the expected range from dependent observations under mean-variance information
Robust optimization approximation for joint chance constrained optimization problem

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