Wang, Wei; Xu, Huifu Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. (English) Zbl 07760921 Comput. Manag. Sci. 20, Paper No. 45, 51 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{W. Wang} and \textit{H. Xu}, Comput. Manag. Sci. 20, Paper No. 45, 51 p. (2023; Zbl 07760921) Full Text: DOI
He, Yue; Kawai, Reiichiro Moment and polynomial bounds for ruin-related quantities in risk theory. (English) Zbl 1507.91044 Eur. J. Oper. Res. 302, No. 3, 1255-1271 (2022). MSC: 91B05 90C22 PDFBibTeX XMLCite \textit{Y. He} and \textit{R. Kawai}, Eur. J. Oper. Res. 302, No. 3, 1255--1271 (2022; Zbl 1507.91044) Full Text: DOI
Roos, Ernst; Brekelmans, Ruud; van Eekelen, Wouter; den Hertog, Dick; van Leeuwaarden, Johan S. H. Tight tail probability bounds for distribution-free decision making. (English) Zbl 1495.60009 Eur. J. Oper. Res. 299, No. 3, 931-944 (2022). MSC: 60E15 90B05 90C17 91G05 PDFBibTeX XMLCite \textit{E. Roos} et al., Eur. J. Oper. Res. 299, No. 3, 931--944 (2022; Zbl 1495.60009) Full Text: DOI arXiv
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. Moment problem and its applications to risk assessment. (English) Zbl 1414.91236 N. Am. Actuar. J. 21, No. 2, 242-266 (2017). MSC: 91B30 90C22 PDFBibTeX XMLCite \textit{R. Tian} et al., N. Am. Actuar. J. 21, No. 2, 242--266 (2017; Zbl 1414.91236) Full Text: DOI
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDFBibTeX XMLCite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI
De Marco, Stefano; Henry-Labordère, Pierre Linking vanillas and VIX options: a constrained martingale optimal transport problem. (English) Zbl 1386.91138 SIAM J. Financ. Math. 6, 1171-1194 (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 49N15 90C05 90C34 90C46 PDFBibTeX XMLCite \textit{S. De Marco} and \textit{P. Henry-Labordère}, SIAM J. Financ. Math. 6, 1171--1194 (2015; Zbl 1386.91138) Full Text: DOI Link
Wong, Man Hong; Zhang, Shuzhong On distributional robust probability functions and their computations. (English) Zbl 1339.60013 Eur. J. Oper. Res. 233, No. 1, 23-33 (2014). MSC: 60E05 90C22 91B30 PDFBibTeX XMLCite \textit{M. H. Wong} and \textit{S. Zhang}, Eur. J. Oper. Res. 233, No. 1, 23--33 (2014; Zbl 1339.60013) Full Text: DOI
Wong, Man Hong; Zhang, Shuzhong Computing best bounds for nonlinear risk measures with partial information. (English) Zbl 1284.91278 Insur. Math. Econ. 52, No. 2, 204-212 (2013). MSC: 91B30 60E05 62P05 90C22 PDFBibTeX XMLCite \textit{M. H. Wong} and \textit{S. Zhang}, Insur. Math. Econ. 52, No. 2, 204--212 (2013; Zbl 1284.91278) Full Text: DOI
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. Worst case risk measurement: back to the future? (English) Zbl 1228.91037 Insur. Math. Econ. 49, No. 3, 380-392 (2011). MSC: 91B30 62P05 90C08 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 49, No. 3, 380--392 (2011; Zbl 1228.91037) Full Text: DOI
Afanasyeva, Larisa; Bulinskaya, Ekaterina Stochastic models of transport flows. (English) Zbl 1233.90093 Commun. Stat., Theory Methods 40, No. 16, 2830-2846 (2011). MSC: 90B20 60F05 PDFBibTeX XMLCite \textit{L. Afanasyeva} and \textit{E. Bulinskaya}, Commun. Stat., Theory Methods 40, No. 16, 2830--2846 (2011; Zbl 1233.90093) Full Text: DOI
Ramaekers, Katrien A simulation optimisation approach for inventory management decision support based on incomplete information. (English) Zbl 1162.90317 4OR 7, No. 1, 93-96 (2009). MSC: 90B05 68U20 PDFBibTeX XMLCite \textit{K. Ramaekers}, 4OR 7, No. 1, 93--96 (2009; Zbl 1162.90317) Full Text: DOI Link
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio Optimal reinsurance with general risk measures. (English) Zbl 1162.91394 Insur. Math. Econ. 44, No. 3, 374-384 (2009). MSC: 91B30 91B28 90C48 PDFBibTeX XMLCite \textit{A. Balbás} et al., Insur. Math. Econ. 44, No. 3, 374--384 (2009; Zbl 1162.91394) Full Text: DOI Link
Janssens, Gerrit K.; Ramaekers, Katrien M. On the use of bounds on the stop-loss premium for an inventory management decision problem. (English) Zbl 1141.90004 J. Interdiscip. Math. 11, No. 1, 115-126 (2008). MSC: 90B05 90B50 91B30 PDFBibTeX XMLCite \textit{G. K. Janssens} and \textit{K. M. Ramaekers}, J. Interdiscip. Math. 11, No. 1, 115--126 (2008; Zbl 1141.90004) Full Text: DOI Link
Nakai, Tōru Properties of a job search problem on a partially observable Markov chain in a dynamic economy. (English) Zbl 1161.90418 Comput. Math. Appl. 51, No. 2, 189-198 (2006). MSC: 90B50 90B40 PDFBibTeX XMLCite \textit{T. Nakai}, Comput. Math. Appl. 51, No. 2, 189--198 (2006; Zbl 1161.90418) Full Text: DOI
Kliger, Doron; Levikson, Benny Pricing no claims discount systems. (English) Zbl 1055.91052 Insur. Math. Econ. 31, No. 2, 191-204 (2002). MSC: 91B30 90C40 91B24 91A80 PDFBibTeX XMLCite \textit{D. Kliger} and \textit{B. Levikson}, Insur. Math. Econ. 31, No. 2, 191--204 (2002; Zbl 1055.91052) Full Text: DOI
Heijnen, B.; Janssens, G. K. Bounds for the mean system size in \(M/G/1/K\)-queues. (English) Zbl 0851.60092 J. Comput. Appl. Math. 64, No. 1-2, 149-161 (1995). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{B. Heijnen} and \textit{G. K. Janssens}, J. Comput. Appl. Math. 64, No. 1--2, 149--161 (1995; Zbl 0851.60092) Full Text: DOI
Nakai, T. A partially observable decision problem under a shifted likelihood ratio ordering. (English) Zbl 0840.90128 Math. Comput. Modelling 22, No. 10-12, 237-246 (1995). MSC: 90C40 PDFBibTeX XMLCite \textit{T. Nakai}, Math. Comput. Modelling 22, No. 10--12, 237--246 (1995; Zbl 0840.90128) Full Text: DOI
Paulsen, Jostein; Gjessing, Håkon Properties of functions of the excess of loss retention limit with applications. (English) Zbl 0814.62068 Insur. Math. Econ. 15, No. 1, 1-21 (1994). MSC: 62P05 90C90 PDFBibTeX XMLCite \textit{J. Paulsen} and \textit{H. Gjessing}, Insur. Math. Econ. 15, No. 1, 1--21 (1994; Zbl 0814.62068) Full Text: DOI
Nakai, Toru A stochastic ordering and related sequential decision problems. (English) Zbl 0707.90096 J. Inf. Optim. Sci. 11, No. 1, 49-65 (1990). Reviewer: J.Preater MSC: 90C40 62L15 90B25 90C90 91B40 60G40 PDFBibTeX XMLCite \textit{T. Nakai}, J. Inf. Optim. Sci. 11, No. 1, 49--65 (1990; Zbl 0707.90096) Full Text: DOI
Teugels, J. L. The average virtual waiting time as a measure of performance. (English) Zbl 0707.60089 Queueing Syst. 6, No. 3, 327-334 (1990). Reviewer: S.Asmussen MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{J. L. Teugels}, Queueing Syst. 6, No. 3, 327--334 (1990; Zbl 0707.60089) Full Text: DOI
Shiu, Elias S. W. Immunization of multiple liabilities. (English) Zbl 0666.62101 Insur. Math. Econ. 7, No. 4, 219-224 (1988). MSC: 62P05 91B28 90C90 PDFBibTeX XMLCite \textit{E. S. W. Shiu}, Insur. Math. Econ. 7, No. 4, 219--224 (1988; Zbl 0666.62101) Full Text: DOI
de Vylder, F. Duality theory for bounds on integrals with applications to stop-loss premiums. (English) Zbl 0522.62087 Scand. Actuarial J. 1983, 129-147 (1983). MSC: 62P05 90C25 PDFBibTeX XMLCite \textit{F. de Vylder}, Scand. Actuarial J. 1983, 129--147 (1983; Zbl 0522.62087) Full Text: DOI
de Vylder, F. Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. (English) Zbl 0519.90066 Insur. Math. Econ. 2, 139-145 (1983). MSC: 90C25 65C99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 139--145 (1983; Zbl 0519.90066) Full Text: DOI
de Vylder, F.; Goovaerts, M. Maximization of the variance of a stop-loss reinsured risk. (English) Zbl 0513.62102 Insur. Math. Econ. 2, 75-80 (1983). MSC: 62P05 90C15 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 75--80 (1983; Zbl 0513.62102) Full Text: DOI
de Vylder, F. Maximization, under equality constraints, of a functional of a probability distribution. (English) Zbl 0501.90071 Insur. Math. Econ. 2, 1-16 (1983). MSC: 90C15 65C99 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 1--16 (1983; Zbl 0501.90071) Full Text: DOI
Goovaerts, M. J.; Haezendonck, J.; de Vylder, F. Numerical best bounds on stop-loss premiums. (English) Zbl 0498.62089 Insur. Math. Econ. 1, 287-302 (1982). MSC: 62P05 90C05 90C90 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 1, 287--302 (1982; Zbl 0498.62089) Full Text: DOI
de Vylder, F. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0488.49030 Insur. Math. Econ. 1, 109-130 (1982). MSC: 49Q20 49J27 52A20 26B25 90C55 90C25 49J45 28B99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 1, 109--130 (1982; Zbl 0488.49030) Full Text: DOI