The following pages link to Measuring risk for income streams (Q2574064):
Displaying 20 items.
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Bounds in multistage linear stochastic programming (Q467481) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Multivariate value at risk and related topics (Q1931628) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- The value of flexible selling: power production with storage for spinning reserve provision (Q2329489) (← links)
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Dynamic risk measures under model uncertainty (Q2511475) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
- Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques (Q4960550) (← links)
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)
- ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (Q5411987) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
