SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT
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Publication:3601293
DOI10.1142/S0219622008003137zbMATH Open1178.90177OpenAlexW2163677461MaRDI QIDQ3601293FDOQ3601293
Gary A. Kochenberger, Haibo Wang, Marco Better, Fred Glover
Publication date: 10 February 2009
Published in: International Journal of Information Technology & Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219622008003137
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Cites Work
Cited In (12)
- Robust scenario-based value-at-risk optimization
- Optimal control and simulation for enterprise financial risk in industry environment
- Title not available (Why is that?)
- Simulation Techniques in Financial Risk Management
- Robust Simulation for Mega-Risks
- Systems simulation analysis and optimization of insurance business
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE
- Oil-importing optimal decision considering country risk with extreme events: a multi-objective programming approach
- Inequalities on the ruin probability for light-tailed distributions with some restrictions
- Evaluating risks using simulated annealing and building information modeling
- Optimization of risk processes
- A GAME THEORETIC OPTIMIZATION MODEL BETWEEN PROJECT RISK SET AND MEASURE SET
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