Mehralizade, Rouhollah; Mehralizade, Akbar LR mixed fuzzy random portfolio choice based on the risk curve. (English) Zbl 07649394 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 30, No. 2, 231-261 (2022). MSC: 68Txx PDF BibTeX XML Cite \textit{R. Mehralizade} and \textit{A. Mehralizade}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 30, No. 2, 231--261 (2022; Zbl 07649394) Full Text: DOI OpenURL
Bisi, Lorenzo; Santambrogio, Davide; Sandrelli, Federico; Tirinzoni, Andrea; Ziebart, Brian D.; Restelli, Marcello Risk-averse policy optimization via risk-neutral policy optimization. (English) Zbl 07596159 Artif. Intell. 311, Article ID 103765, 16 p. (2022). MSC: 68Txx PDF BibTeX XML Cite \textit{L. Bisi} et al., Artif. Intell. 311, Article ID 103765, 16 p. (2022; Zbl 07596159) Full Text: DOI OpenURL
Zhang, Yuan; Xu, Huifu; Wang, Wei Preference robust models in multivariate utility-based shortfall risk minimization. (English) Zbl 1501.90061 Optim. Methods Softw. 37, No. 2, 712-752 (2022). MSC: 90C17 90C31 90C29 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Optim. Methods Softw. 37, No. 2, 712--752 (2022; Zbl 1501.90061) Full Text: DOI OpenURL
Ratku, Antal; Neumann, Dirk Derivatives of feed-forward neural networks and their application in real-time market risk management. (English) Zbl 1498.91459 OR Spectrum 44, No. 3, 947-965 (2022). MSC: 91G20 68T07 PDF BibTeX XML Cite \textit{A. Ratku} and \textit{D. Neumann}, OR Spectrum 44, No. 3, 947--965 (2022; Zbl 1498.91459) Full Text: DOI OpenURL
Koike, Takaaki; Saporito, Yuri; Targino, Rodrigo Avoiding zero probability events when computing value at risk contributions. (English) Zbl 1498.91504 Insur. Math. Econ. 106, 173-192 (2022). MSC: 91G70 91G05 PDF BibTeX XML Cite \textit{T. Koike} et al., Insur. Math. Econ. 106, 173--192 (2022; Zbl 1498.91504) Full Text: DOI arXiv OpenURL
Ernst, Oliver G.; Pichler, Alois; Sprungk, Björn Wasserstein sensitivity of risk and uncertainty propagation. (English) Zbl 1498.91503 SIAM/ASA J. Uncertain. Quantif. 10, 915-948 (2022). MSC: 91G70 35R60 60G60 PDF BibTeX XML Cite \textit{O. G. Ernst} et al., SIAM/ASA J. Uncertain. Quantif. 10, 915--948 (2022; Zbl 1498.91503) Full Text: DOI arXiv OpenURL
Mouminoux, Claire; Dutang, Christophe; Loisel, Stéphane; Albrecher, Hansjoerg On a Markovian game model for competitive insurance pricing. (English) Zbl 1489.91069 Methodol. Comput. Appl. Probab. 24, No. 2, 1061-1091 (2022). MSC: 91B05 91A80 91G05 91A20 60J10 PDF BibTeX XML Cite \textit{C. Mouminoux} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1061--1091 (2022; Zbl 1489.91069) Full Text: DOI OpenURL
Gubareva, Mariya; Borges, Maria Rosa Governed by the cycle: interest rate sensitivity of emerging market corporate debt. (English) Zbl 1494.91167 Ann. Oper. Res. 313, No. 2, 991-1019 (2022). MSC: 91G30 91G40 PDF BibTeX XML Cite \textit{M. Gubareva} and \textit{M. R. Borges}, Ann. Oper. Res. 313, No. 2, 991--1019 (2022; Zbl 1494.91167) Full Text: DOI OpenURL
Koch, Erwan; Robert, Christian Y. Stochastic derivative estimation for max-stable random fields. (English) Zbl 07538150 Eur. J. Oper. Res. 302, No. 2, 575-588 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{E. Koch} and \textit{C. Y. Robert}, Eur. J. Oper. Res. 302, No. 2, 575--588 (2022; Zbl 07538150) Full Text: DOI arXiv OpenURL
Diffouo, Pauline Ngugnie; Devolder, Pierre Solvency measurement of life annuity products. (English) Zbl 1484.91381 Int. J. Theor. Appl. Finance 25, No. 2, Article ID 2250003, 26 p. (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{P. N. Diffouo} and \textit{P. Devolder}, Int. J. Theor. Appl. Finance 25, No. 2, Article ID 2250003, 26 p. (2022; Zbl 1484.91381) Full Text: DOI OpenURL
Gagne, Chris; Dayan, Peter Peril, prudence and planning as risk, avoidance and worry. (English) Zbl 1486.91028 J. Math. Psychol. 106, Article ID 102617, 16 p. (2022). MSC: 91B06 91B05 PDF BibTeX XML Cite \textit{C. Gagne} and \textit{P. Dayan}, J. Math. Psychol. 106, Article ID 102617, 16 p. (2022; Zbl 1486.91028) Full Text: DOI Link OpenURL
He, Zhijian Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo. (English) Zbl 1490.91242 Eur. J. Oper. Res. 298, No. 1, 229-242 (2022). MSC: 91G60 65C05 65D30 91G70 PDF BibTeX XML Cite \textit{Z. He}, Eur. J. Oper. Res. 298, No. 1, 229--242 (2022; Zbl 1490.91242) Full Text: DOI arXiv OpenURL
Lazar, Emese; Qi, Shuyuan Model risk in the over-the-counter market. (English) Zbl 1490.91215 Eur. J. Oper. Res. 298, No. 2, 769-784 (2022). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{E. Lazar} and \textit{S. Qi}, Eur. J. Oper. Res. 298, No. 2, 769--784 (2022; Zbl 1490.91215) Full Text: DOI OpenURL
Müller, Matias I.; Rojas, Cristian R. Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations. (English) Zbl 1480.93215 Automatica 136, Article ID 110042, 7 p. (2022). MSC: 93C35 93B52 93B35 93C41 93C05 90C25 PDF BibTeX XML Cite \textit{M. I. Müller} and \textit{C. R. Rojas}, Automatica 136, Article ID 110042, 7 p. (2022; Zbl 1480.93215) Full Text: DOI OpenURL
Mehralizade, Rouhollah; Amini, Mohammad; Sadeghpour Gildeh, Bahram; Ahmadzade, Hamed A risk index to find the optimal uncertain random portfolio. (English) Zbl 1498.91401 Soft Comput. 25, No. 15, 9789-9810 (2021). MSC: 91G10 91B05 PDF BibTeX XML Cite \textit{R. Mehralizade} et al., Soft Comput. 25, No. 15, 9789--9810 (2021; Zbl 1498.91401) Full Text: DOI OpenURL
Güney, İbrahim Ethem; Kazdal, Abdullah; Küçüksaraç, Doruk; Yılmaz, Muhammed Hasan Exchange rate sensitivity of firm value: evidence from nonfinancial firms listed on Borsa Istanbul. (English) Zbl 07615532 Mercangöz, Burcu Adıgüzel (ed.), Handbook of research on emerging theories, models, and applications of financial econometrics. Cham: Springer. 141-165 (2021). MSC: 62P05 PDF BibTeX XML Cite \textit{İ. E. Güney} et al., in: Handbook of research on emerging theories, models, and applications of financial econometrics. Cham: Springer. 141--165 (2021; Zbl 07615532) Full Text: DOI OpenURL
Glynn, Peter W.; Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang Computing sensitivities for distortion risk measures. (English) Zbl 07549348 INFORMS J. Comput. 33, No. 4, 1520-1532 (2021). MSC: 90-XX PDF BibTeX XML Cite \textit{P. W. Glynn} et al., INFORMS J. Comput. 33, No. 4, 1520--1532 (2021; Zbl 07549348) Full Text: DOI OpenURL
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 1485.91054 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDF BibTeX XML Cite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 1485.91054) Full Text: DOI OpenURL
Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B. Calibration of distributionally robust empirical optimization models. (English) Zbl 1485.90080 Oper. Res. 69, No. 5, 1630-1650 (2021). MSC: 90C17 PDF BibTeX XML Cite \textit{J.-y. Gotoh} et al., Oper. Res. 69, No. 5, 1630--1650 (2021; Zbl 1485.90080) Full Text: DOI arXiv OpenURL
Liu, Peng; Schied, Alexander; Wang, Ruodu Distributional transforms, probability distortions, and their applications. (English) Zbl 1482.60019 Math. Oper. Res. 46, No. 4, 1490-1512 (2021). MSC: 60E05 60E15 PDF BibTeX XML Cite \textit{P. Liu} et al., Math. Oper. Res. 46, No. 4, 1490--1512 (2021; Zbl 1482.60019) Full Text: DOI Link OpenURL
Wang, Bo; Jahanshahi, Hadi; Bekiros, Stelios; Chu, Yu-Ming; Gómez-Aguilar, J. F.; Alsaadi, Fawaz E.; Alassafi, Madini O. Tracking control and stabilization of a fractional financial risk system using novel active finite-time fault-tolerant controls. (English) Zbl 1482.91215 Fractals 29, No. 6, Article ID 2150155, 20 p. (2021). MSC: 91G45 26A33 93D40 93B35 PDF BibTeX XML Cite \textit{B. Wang} et al., Fractals 29, No. 6, Article ID 2150155, 20 p. (2021; Zbl 1482.91215) Full Text: DOI OpenURL
Başar, Tamer Robust designs through risk sensitivity: an overview. (English) Zbl 1480.91026 J. Syst. Sci. Complex. 34, No. 5, 1634-1665 (2021). MSC: 91A15 91A10 91A16 91B05 PDF BibTeX XML Cite \textit{T. Başar}, J. Syst. Sci. Complex. 34, No. 5, 1634--1665 (2021; Zbl 1480.91026) Full Text: DOI OpenURL
Gürtler, Marc; Koch, Florian Multidimensional skin in the game. (English) Zbl 1479.91426 J. Math. Econ. 97, Article ID 102541, 19 p. (2021). MSC: 91G40 PDF BibTeX XML Cite \textit{M. Gürtler} and \textit{F. Koch}, J. Math. Econ. 97, Article ID 102541, 19 p. (2021; Zbl 1479.91426) Full Text: DOI OpenURL
Pichler, Alois; Shapiro, Alexander Mathematical foundations of distributionally robust multistage optimization. (English) Zbl 1481.90242 SIAM J. Optim. 31, No. 4, 3044-3067 (2021). MSC: 90C17 60B05 62P05 90C31 90C08 PDF BibTeX XML Cite \textit{A. Pichler} and \textit{A. Shapiro}, SIAM J. Optim. 31, No. 4, 3044--3067 (2021; Zbl 1481.90242) Full Text: DOI arXiv OpenURL
Chen, Zhiping; Hu, He; Jiang, Jie Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse. (English) Zbl 1481.90235 Asia-Pac. J. Oper. Res. 38, No. 4, Article ID 2050056, 25 p. (2021). MSC: 90C15 90C31 PDF BibTeX XML Cite \textit{Z. Chen} et al., Asia-Pac. J. Oper. Res. 38, No. 4, Article ID 2050056, 25 p. (2021; Zbl 1481.90235) Full Text: DOI OpenURL
Acebes, Fernando; Pajares, Javier; González-Varona, José M.; López-Paredes, Adolfo Project risk management from the bottom-up: activity risk index. (English) Zbl 07434934 CEJOR, Cent. Eur. J. Oper. Res. 29, No. 4, 1375-1396 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{F. Acebes} et al., CEJOR, Cent. Eur. J. Oper. Res. 29, No. 4, 1375--1396 (2021; Zbl 07434934) Full Text: DOI OpenURL
Paul, Asim; Pervin, Magfura; Roy, Sankar Kumar; Weber, Gerhard-Wilhelm; Mirzazadeh, Abolfazl Effect of price-sensitive demand and default risk on optimal credit period and cycle time for a deteriorating inventory model. (English) Zbl 1469.90024 RAIRO, Oper. Res. 55, Suppl., S2575-S2592 (2021). MSC: 90B05 90C31 90B06 PDF BibTeX XML Cite \textit{A. Paul} et al., RAIRO, Oper. Res. 55, S2575--S2592 (2021; Zbl 1469.90024) Full Text: DOI OpenURL
Derennes, Pierre; Morio, Jérôme; Simatos, Florian Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures. (English) Zbl 07318279 Math. Comput. Simul. 182, 721-737 (2021). MSC: 90Cxx PDF BibTeX XML Cite \textit{P. Derennes} et al., Math. Comput. Simul. 182, 721--737 (2021; Zbl 07318279) Full Text: DOI arXiv HAL OpenURL
Mehralizade, Rouhollah; Amini, Mohammad; Sadeghpour Gildeh, Bahram; Ahmadzade, Hamed Uncertain random portfolio selection based on risk curve. (English) Zbl 1491.91123 Soft Comput. 24, No. 17, 13331-13345 (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{R. Mehralizade} et al., Soft Comput. 24, No. 17, 13331--13345 (2020; Zbl 1491.91123) Full Text: DOI OpenURL
Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Rey-Bellet, Luc Sensitivity analysis for rare events based on Rényi divergence. (English) Zbl 1464.60024 Ann. Appl. Probab. 30, No. 4, 1507-1533 (2020). MSC: 60F10 94A17 PDF BibTeX XML Cite \textit{P. Dupuis} et al., Ann. Appl. Probab. 30, No. 4, 1507--1533 (2020; Zbl 1464.60024) Full Text: DOI arXiv Euclid OpenURL
Wu, Peng; Zhao, Hongyong Modeling and dynamics of HIV transmission among high-risk groups in Guangzhou City, China. (English) Zbl 1461.37081 J. Appl. Anal. Comput. 10, No. 4, 1561-1587 (2020). MSC: 37N25 92D30 PDF BibTeX XML Cite \textit{P. Wu} and \textit{H. Zhao}, J. Appl. Anal. Comput. 10, No. 4, 1561--1587 (2020; Zbl 1461.37081) Full Text: DOI OpenURL
Fanelli, Viviana; Maddalena, Lucia A nonlinear dynamic model for credit risk contagion. (English) Zbl 1453.91104 Math. Comput. Simul. 174, 45-58 (2020). MSC: 91G45 91G40 PDF BibTeX XML Cite \textit{V. Fanelli} and \textit{L. Maddalena}, Math. Comput. Simul. 174, 45--58 (2020; Zbl 1453.91104) Full Text: DOI OpenURL
Baker, Chris; Sterling, Mark; Jesson, Mike The lodging of crops by tornadoes. (English) Zbl 1455.92167 J. Theor. Biol. 500, Article ID 110309, 11 p. (2020). MSC: 92F05 86A10 PDF BibTeX XML Cite \textit{C. Baker} et al., J. Theor. Biol. 500, Article ID 110309, 11 p. (2020; Zbl 1455.92167) Full Text: DOI Link OpenURL
Rabitti, Giovanni; Borgonovo, Emanuele Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods. (English) Zbl 1452.91281 Insur. Math. Econ. 95, 48-58 (2020). MSC: 91G05 91D20 91G30 PDF BibTeX XML Cite \textit{G. Rabitti} and \textit{E. Borgonovo}, Insur. Math. Econ. 95, 48--58 (2020; Zbl 1452.91281) Full Text: DOI OpenURL
Korotkov, Vladimir; Emelichev, Vladimir; Nikulin, Yury Multicriteria investment problem with Savage’s risk criteria: theoretical aspects of stability and case study. (English) Zbl 1449.90162 J. Ind. Manag. Optim. 16, No. 3, 1297-1310 (2020). MSC: 90B50 90C29 90C31 91G10 91B05 PDF BibTeX XML Cite \textit{V. Korotkov} et al., J. Ind. Manag. Optim. 16, No. 3, 1297--1310 (2020; Zbl 1449.90162) Full Text: DOI OpenURL
Golpîra, Hêriş; Bahramara, Salah; Khan, Syed Abdul Rehman; Zhang, Yu Robust bi-level risk-based optimal scheduling of microgrid operation against uncertainty. (English) Zbl 1441.93060 RAIRO, Oper. Res. 54, No. 4, 993-1012 (2020). MSC: 93B35 93A14 62P30 91A80 90C11 PDF BibTeX XML Cite \textit{H. Golpîra} et al., RAIRO, Oper. Res. 54, No. 4, 993--1012 (2020; Zbl 1441.93060) Full Text: DOI OpenURL
Lim, Jaechan; Kim, Hun-Seok; Park, Hyung-Min Minimax particle filtering for tracking a highly maneuvering target. (English) Zbl 1440.93252 Int. J. Robust Nonlinear Control 30, No. 2, 636-651 (2020). MSC: 93E11 93B35 93C83 PDF BibTeX XML Cite \textit{J. Lim} et al., Int. J. Robust Nonlinear Control 30, No. 2, 636--651 (2020; Zbl 1440.93252) Full Text: DOI Link OpenURL
Burtscheidt, Johanna; Claus, Matthias; Dempe, Stephan Risk-averse models in bilevel stochastic linear programming. (English) Zbl 1431.90099 SIAM J. Optim. 30, No. 1, 377-406 (2020). MSC: 90C15 90C26 90C31 90C34 91A65 PDF BibTeX XML Cite \textit{J. Burtscheidt} et al., SIAM J. Optim. 30, No. 1, 377--406 (2020; Zbl 1431.90099) Full Text: DOI arXiv OpenURL
Gao, Sarah Yini; Simchi-Levi, David; Teo, Chung-Piaw; Yan, Zhenzhen Disruption risk mitigation in supply chains: the risk exposure index revisited. (English) Zbl 1444.90013 Oper. Res. 67, No. 3, 831-852 (2019). MSC: 90B05 90B06 90C25 PDF BibTeX XML Cite \textit{S. Y. Gao} et al., Oper. Res. 67, No. 3, 831--852 (2019; Zbl 1444.90013) Full Text: DOI Link OpenURL
Wang, Zongrun; Wu, Siqing The structured products investment decision under the perceived risk-return ratio. (Chinese. English summary) Zbl 1449.91133 J. Syst. Sci. Math. Sci. 39, No. 7, 1098-1116 (2019). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{S. Wu}, J. Syst. Sci. Math. Sci. 39, No. 7, 1098--1116 (2019; Zbl 1449.91133) OpenURL
Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai; Wollenberg, Tobias On risk-averse stochastic semidefinite programs with continuous recourse. (English) Zbl 1434.90105 Vietnam J. Math. 47, No. 4, 865-879 (2019). MSC: 90C15 90C22 90C31 PDF BibTeX XML Cite \textit{M. Claus} et al., Vietnam J. Math. 47, No. 4, 865--879 (2019; Zbl 1434.90105) Full Text: DOI arXiv OpenURL
Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex An efficient approach to quantile capital allocation and sensitivity analysis. (English) Zbl 1480.91322 Math. Finance 29, No. 4, 1131-1156 (2019). MSC: 91G70 91G45 62G08 PDF BibTeX XML Cite \textit{V. Asimit} et al., Math. Finance 29, No. 4, 1131--1156 (2019; Zbl 1480.91322) Full Text: DOI Link OpenURL
Gambaro, Anna Maria; Casalini, Riccardo; Fusai, Gianluca; Ghilarducci, Alessandro A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (English) Zbl 1426.91219 Decis. Econ. Finance 42, No. 1, 157-187 (2019). MSC: 91G05 91G40 91G10 60G44 PDF BibTeX XML Cite \textit{A. M. Gambaro} et al., Decis. Econ. Finance 42, No. 1, 157--187 (2019; Zbl 1426.91219) Full Text: DOI Link OpenURL
Perrin, G.; Defaux, G. Efficient evaluation of reliability-oriented sensitivity indices. (English) Zbl 1419.49051 J. Sci. Comput. 79, No. 3, 1433-1455 (2019). MSC: 49Q12 62L05 62K20 PDF BibTeX XML Cite \textit{G. Perrin} and \textit{G. Defaux}, J. Sci. Comput. 79, No. 3, 1433--1455 (2019; Zbl 1419.49051) Full Text: DOI HAL OpenURL
Balbus, Łukasz Markov perfect equilibria in OLG models with risk sensitive agents. (English) Zbl 1447.91094 Topol. Methods Nonlinear Anal. 53, No. 1, 309-333 (2019). MSC: 91B62 91B16 PDF BibTeX XML Cite \textit{Ł. Balbus}, Topol. Methods Nonlinear Anal. 53, No. 1, 309--333 (2019; Zbl 1447.91094) Full Text: DOI Euclid OpenURL
Guo, Shaoyan; Xu, Huifu Distributionally robust shortfall risk optimization model and its approximation. (English) Zbl 1421.90097 Math. Program. 174, No. 1-2 (B), 473-498 (2019). MSC: 90C15 90C47 90C31 91B30 PDF BibTeX XML Cite \textit{S. Guo} and \textit{H. Xu}, Math. Program. 174, No. 1--2 (B), 473--498 (2019; Zbl 1421.90097) Full Text: DOI OpenURL
Fang, Yi-Ping; Zio, Enrico An adaptive robust framework for the optimization of the resilience of interdependent infrastructures under natural hazards. (English) Zbl 1430.90575 Eur. J. Oper. Res. 276, No. 3, 1119-1136 (2019). MSC: 90C90 90C47 90C31 PDF BibTeX XML Cite \textit{Y.-P. Fang} and \textit{E. Zio}, Eur. J. Oper. Res. 276, No. 3, 1119--1136 (2019; Zbl 1430.90575) Full Text: DOI HAL OpenURL
Chowdhury, Shrabanti; Tiwari, Ram C.; Ghosh, Samiran Non-inferiority testing for risk ratio, odds ratio and number needed to treat in three-arm trial. (English) Zbl 07027212 Comput. Stat. Data Anal. 132, 70-83 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Chowdhury} et al., Comput. Stat. Data Anal. 132, 70--83 (2019; Zbl 07027212) Full Text: DOI Link OpenURL
Kara, Güray; Özmen, Ayşe; Weber, Gerhard-Wilhelm Stability advances in robust portfolio optimization under parallelepiped uncertainty. (English) Zbl 07024048 CEJOR, Cent. Eur. J. Oper. Res. 27, No. 1, 241-261 (2019). MSC: 90Bxx PDF BibTeX XML Cite \textit{G. Kara} et al., CEJOR, Cent. Eur. J. Oper. Res. 27, No. 1, 241--261 (2019; Zbl 07024048) Full Text: DOI Link OpenURL
Huang, Jiarao; Shi, Dawei; Chen, Tongwen Robust event-triggered state estimation: a risk-sensitive approach. (English) Zbl 1406.93345 Automatica 99, 253-265 (2019). MSC: 93E11 93E15 93C65 93B35 93E10 93C05 93C55 93D05 PDF BibTeX XML Cite \textit{J. Huang} et al., Automatica 99, 253--265 (2019; Zbl 1406.93345) Full Text: DOI OpenURL
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas Reverse sensitivity testing: what does it take to break the model? (English) Zbl 1406.91203 Eur. J. Oper. Res. 274, No. 2, 654-670 (2019). MSC: 91B30 91G70 62P05 PDF BibTeX XML Cite \textit{S. M. Pesenti} et al., Eur. J. Oper. Res. 274, No. 2, 654--670 (2019; Zbl 1406.91203) Full Text: DOI Link OpenURL
Saad, Bilal M.; Alexanderian, Alen; Prudhomme, Serge; Knio, Omar M. Probabilistic modeling and global sensitivity analysis for CO\(_2\) storage in geological formations: a spectral approach. (English) Zbl 1480.86001 Appl. Math. Modelling 53, 584-601 (2018). MSC: 86A04 62P12 91B76 PDF BibTeX XML Cite \textit{B. M. Saad} et al., Appl. Math. Modelling 53, 584--601 (2018; Zbl 1480.86001) Full Text: DOI arXiv OpenURL
Xu, Yuqian; Zhang, Jiawei; Pinedo, Michael Budget allocations in operational risk management. (English) Zbl 1426.91150 Probab. Eng. Inf. Sci. 32, No. 3, 434-459 (2018). MSC: 91B32 91B05 91G50 PDF BibTeX XML Cite \textit{Y. Xu} et al., Probab. Eng. Inf. Sci. 32, No. 3, 434--459 (2018; Zbl 1426.91150) Full Text: DOI OpenURL
Hess, Markus Cliquet option pricing in a jump-diffusion Lévy model. (English) Zbl 1412.60055 Mod. Stoch., Theory Appl. 5, No. 3, 317-336 (2018). MSC: 60G10 60G51 60H10 91B30 91B70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 5, No. 3, 317--336 (2018; Zbl 1412.60055) Full Text: DOI arXiv OpenURL
Feinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan; Wildman, Mackenzie Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (English) Zbl 1419.91667 SIAM J. Financ. Math. 9, No. 4, 1286-1325 (2018). MSC: 91G99 90C31 90B10 PDF BibTeX XML Cite \textit{Z. Feinstein} et al., SIAM J. Financ. Math. 9, No. 4, 1286--1325 (2018; Zbl 1419.91667) Full Text: DOI arXiv OpenURL
White, Amanda M.; Canbolat, Pelin G. Finite-horizon Markov population decision chains with constant risk posture. (English) Zbl 1407.90218 Nav. Res. Logist. 65, No. 8, 580-593 (2018). MSC: 90B50 60J10 90C39 91B30 PDF BibTeX XML Cite \textit{A. M. White} and \textit{P. G. Canbolat}, Nav. Res. Logist. 65, No. 8, 580--593 (2018; Zbl 1407.90218) Full Text: DOI OpenURL
Mandel, David; Ökten, Giray Randomized Sobol’ sensitivity indices. (English) Zbl 1420.91530 Owen, Art B. (ed.) et al., Monte Carlo and quasi-Monte Carlo methods, MCQMC 2016. Proceedings of the 12th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Stanford, CA, August 14–19, 2016. Cham: Springer. Springer Proc. Math. Stat. 241, 395-408 (2018). MSC: 91G70 91G30 PDF BibTeX XML Cite \textit{D. Mandel} and \textit{G. Ökten}, Springer Proc. Math. Stat. 241, 395--408 (2018; Zbl 1420.91530) Full Text: DOI OpenURL
Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure. (English) Zbl 1418.91259 Scand. Actuar. J. 2018, No. 8, 661-680 (2018). MSC: 91B30 91G10 62P05 62G05 PDF BibTeX XML Cite \textit{X. Wang} et al., Scand. Actuar. J. 2018, No. 8, 661--680 (2018; Zbl 1418.91259) Full Text: DOI OpenURL
Ye, Xiang-Shen; Xue, Ruo-Bing; Gao, Jianjun; Cao, Xi-Ren Optimization in curbing risk contagion among financial institutes. (English) Zbl 1416.91420 Automatica 94, 214-220 (2018). MSC: 91G99 93C65 90C40 PDF BibTeX XML Cite \textit{X.-S. Ye} et al., Automatica 94, 214--220 (2018; Zbl 1416.91420) Full Text: DOI OpenURL
Bernis, Guillaume; Salhi, Kaouther; Scotti, Simone Sensitivity analysis for marked Hawkes processes: application to CLO pricing. (English) Zbl 1396.91785 Math. Financ. Econ. 12, No. 4, 541-559 (2018). MSC: 91G40 60G55 91G20 PDF BibTeX XML Cite \textit{G. Bernis} et al., Math. Financ. Econ. 12, No. 4, 541--559 (2018; Zbl 1396.91785) Full Text: DOI OpenURL
Bayraktar, Erhan; Cohen, Asaf Risk sensitive control of the lifetime ruin problem. (English) Zbl 1407.93429 Appl. Math. Optim. 77, No. 2, 229-252 (2018). MSC: 93E20 91G10 49N70 49K40 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{A. Cohen}, Appl. Math. Optim. 77, No. 2, 229--252 (2018; Zbl 1407.93429) Full Text: DOI arXiv OpenURL
Asimit, Alexandru V.; Li, Jinzhu Measuring the tail risk: an asymptotic approach. (English) Zbl 1388.62140 J. Math. Anal. Appl. 463, No. 1, 176-197 (2018). MSC: 62G32 60G70 91B30 PDF BibTeX XML Cite \textit{A. V. Asimit} and \textit{J. Li}, J. Math. Anal. Appl. 463, No. 1, 176--197 (2018; Zbl 1388.62140) Full Text: DOI Link OpenURL
Cui, Zhenyu; Nguyen, Duy; Park, Hyungbin An integral representation of elasticity and sensitivity for stochastic volatility models. (English) Zbl 1404.91268 Math. Financ. Econ. 12, No. 2, 249-274 (2018). MSC: 91G70 60H30 PDF BibTeX XML Cite \textit{Z. Cui} et al., Math. Financ. Econ. 12, No. 2, 249--274 (2018; Zbl 1404.91268) Full Text: DOI OpenURL
Ke, Hua; Wu, Yong; Huang, Hu Competitive pricing and remanufacturing problem in an uncertain closed-loop supply chain with risk-sensitive retailers. (English) Zbl 1387.90021 Asia-Pac. J. Oper. Res. 35, No. 1, Article ID 1850003, 21 p. (2018). MSC: 90B05 90B50 91B24 PDF BibTeX XML Cite \textit{H. Ke} et al., Asia-Pac. J. Oper. Res. 35, No. 1, Article ID 1850003, 21 p. (2018; Zbl 1387.90021) Full Text: DOI OpenURL
Maume-Deschamps, Véronique; Niang, Ibrahima Estimation of quantile oriented sensitivity indices. (English) Zbl 1436.62147 Stat. Probab. Lett. 134, 122-127 (2018). MSC: 62G08 62G32 PDF BibTeX XML Cite \textit{V. Maume-Deschamps} and \textit{I. Niang}, Stat. Probab. Lett. 134, 122--127 (2018; Zbl 1436.62147) Full Text: DOI arXiv OpenURL
Kim, Joseph H. T.; Bae, Taehan; Kim, Soyeun Application of the phase-type mortality law to life contingencies and risk management. (English) Zbl 1420.91134 Appl. Stoch. Models Bus. Ind. 33, No. 2, 184-212 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. H. T. Kim} et al., Appl. Stoch. Models Bus. Ind. 33, No. 2, 184--212 (2017; Zbl 1420.91134) Full Text: DOI OpenURL
Baczynski, Jack A new approach to risk sensitivity. (English) Zbl 1397.93233 IMA J. Math. Control Inf. 34, No. 2, 425-449 (2017). MSC: 93E20 91A25 49N90 PDF BibTeX XML Cite \textit{J. Baczynski}, IMA J. Math. Control Inf. 34, No. 2, 425--449 (2017; Zbl 1397.93233) Full Text: DOI OpenURL
Chang, Zhiqi; Song, Shiji; Zhang, Yuli; Ding, Jian-Ya; Zhang, Rui; Chiong, Raymond Distributionally robust single machine scheduling with risk aversion. (English) Zbl 1394.90266 Eur. J. Oper. Res. 256, No. 1, 261-274 (2017). MSC: 90B35 90B36 91B30 PDF BibTeX XML Cite \textit{Z. Chang} et al., Eur. J. Oper. Res. 256, No. 1, 261--274 (2017; Zbl 1394.90266) Full Text: DOI OpenURL
Bulinskaya, Ekaterina New applied probability models and their stability. (English) Zbl 1386.91077 Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 221-235 (2017). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. Bulinskaya}, Lect. Notes Comput. Sci. 10684, 221--235 (2017; Zbl 1386.91077) Full Text: DOI OpenURL
Grechuk, Bogdan; Zabarankin, Michael Sensitivity analysis in applications with deviation, risk, regret, and error measures. (English) Zbl 1387.90248 SIAM J. Optim. 27, No. 4, 2481-2507 (2017). MSC: 90C31 PDF BibTeX XML Cite \textit{B. Grechuk} and \textit{M. Zabarankin}, SIAM J. Optim. 27, No. 4, 2481--2507 (2017; Zbl 1387.90248) Full Text: DOI OpenURL
Zhu, Wenge Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test. (English) Zbl 1422.91382 Insur. Math. Econ. 77, 14-23 (2017). MSC: 91B30 91G20 93B35 PDF BibTeX XML Cite \textit{W. Zhu}, Insur. Math. Econ. 77, 14--23 (2017; Zbl 1422.91382) Full Text: DOI OpenURL
Lázaro, Elena; Armero, Carmen; Rubio, Luis Bayesian correlated models for assessing the prevalence of viruses in organic and non-organic agroecosystems. (English) Zbl 1378.62135 SORT 41, No. 1, 93-116 (2017). MSC: 62P10 62P12 62F15 62J12 PDF BibTeX XML Cite \textit{E. Lázaro} et al., SORT 41, No. 1, 93--116 (2017; Zbl 1378.62135) Full Text: DOI OpenURL
Zorzi, Mattia On the robustness of the Bayes and Wiener estimators under model uncertainty. (English) Zbl 1373.93334 Automatica 83, 133-140 (2017). MSC: 93E10 93B35 93C41 93E11 PDF BibTeX XML Cite \textit{M. Zorzi}, Automatica 83, 133--140 (2017; Zbl 1373.93334) Full Text: DOI arXiv OpenURL
Zorzi, Mattia Convergence analysis of a family of robust Kalman filters based on the contraction principle. (English) Zbl 1374.60074 SIAM J. Control Optim. 55, No. 5, 3116-3131 (2017). MSC: 60G35 93B35 93E11 PDF BibTeX XML Cite \textit{M. Zorzi}, SIAM J. Control Optim. 55, No. 5, 3116--3131 (2017; Zbl 1374.60074) Full Text: DOI arXiv OpenURL
Kato, Takashi Theoretical sensitivity analysis for quantitative operational risk management. (English) Zbl 1396.91813 Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750032, 23 p. (2017). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{T. Kato}, Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750032, 23 p. (2017; Zbl 1396.91813) Full Text: DOI arXiv OpenURL
Chen, Jianxin; Zhou, Yong-Wu A risk-averse newsvendor model under trade credit contract with CVaR. (English) Zbl 1371.90009 Asia-Pac. J. Oper. Res. 34, No. 3, Article ID 1740012, 20 p. (2017). MSC: 90B05 90C31 91G70 PDF BibTeX XML Cite \textit{J. Chen} and \textit{Y.-W. Zhou}, Asia-Pac. J. Oper. Res. 34, No. 3, Article ID 1740012, 20 p. (2017; Zbl 1371.90009) Full Text: DOI OpenURL
Huang, Ya; Yang, Xiangqun; Zhou, Jieming Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (English) Zbl 1414.91203 Math. Methods Oper. Res. 85, No. 2, 305-326 (2017). MSC: 91B30 93B35 93E20 91B70 PDF BibTeX XML Cite \textit{Y. Huang} et al., Math. Methods Oper. Res. 85, No. 2, 305--326 (2017; Zbl 1414.91203) Full Text: DOI OpenURL
Rosenbaum, Paul R.; Small, Dylan S. An adaptive Mantel-Haenszel test for sensitivity analysis in observational studies. (English) Zbl 1371.62067 Biometrics 73, No. 2, 422-430 (2017). MSC: 62P10 62G10 PDF BibTeX XML Cite \textit{P. R. Rosenbaum} and \textit{D. S. Small}, Biometrics 73, No. 2, 422--430 (2017; Zbl 1371.62067) Full Text: DOI OpenURL
Zou, Bin Optimal investment in hedge funds under loss aversion. (English) Zbl 1396.91709 Int. J. Theor. Appl. Finance 20, No. 3, Article ID 1750014, 32 p. (2017). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{B. Zou}, Int. J. Theor. Appl. Finance 20, No. 3, Article ID 1750014, 32 p. (2017; Zbl 1396.91709) Full Text: DOI OpenURL
Kim, Sojung; Kim, Kyoung-Kuk Saddlepoint methods for conditional expectations with applications to risk management. (English) Zbl 1392.60024 Bernoulli 23, No. 3, 1481-1517 (2017). MSC: 60E99 62P05 91B30 PDF BibTeX XML Cite \textit{S. Kim} and \textit{K.-K. Kim}, Bernoulli 23, No. 3, 1481--1517 (2017; Zbl 1392.60024) Full Text: DOI arXiv OpenURL
Burtscheidt, Johanna; Claus, Matthias A note on stability for risk-averse stochastic complementarity problems. (English) Zbl 1390.90403 J. Optim. Theory Appl. 172, No. 1, 298-308 (2017). MSC: 90C15 90C31 90C33 PDF BibTeX XML Cite \textit{J. Burtscheidt} and \textit{M. Claus}, J. Optim. Theory Appl. 172, No. 1, 298--308 (2017; Zbl 1390.90403) Full Text: DOI OpenURL
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel VaR as the CVaR sensitivity: applications in risk optimization. (English) Zbl 1346.90822 J. Comput. Appl. Math. 309, 175-185 (2017). MSC: 90C59 90C30 91B30 91G10 90B50 PDF BibTeX XML Cite \textit{A. Balbás} et al., J. Comput. Appl. Math. 309, 175--185 (2017; Zbl 1346.90822) Full Text: DOI OpenURL
Islamaj, Ergys; Kose, M. Ayhan How does the sensitivity of consumption to income vary over time? International evidence. (English) Zbl 1401.91495 J. Econ. Dyn. Control 72, 169-179 (2016). MSC: 91B82 91B42 PDF BibTeX XML Cite \textit{E. Islamaj} and \textit{M. A. Kose}, J. Econ. Dyn. Control 72, 169--179 (2016; Zbl 1401.91495) Full Text: DOI Link OpenURL
Jørgensen, Peter Løchte; Slipsager, Søren Kærgaard An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis. (English) Zbl 1401.91153 Scand. Actuar. J. 2016, No. 9, 837-857 (2016). MSC: 91B30 65C05 60H10 PDF BibTeX XML Cite \textit{P. L. Jørgensen} and \textit{S. K. Slipsager}, Scand. Actuar. J. 2016, No. 9, 837--857 (2016; Zbl 1401.91153) Full Text: DOI Link OpenURL
Joshi, Mark S.; Zhu, Dan The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital. (English) Zbl 1390.91191 ASTIN Bull. 46, No. 2, 431-467 (2016). MSC: 91B30 62P05 91G60 PDF BibTeX XML Cite \textit{M. S. Joshi} and \textit{D. Zhu}, ASTIN Bull. 46, No. 2, 431--467 (2016; Zbl 1390.91191) Full Text: DOI OpenURL
Emelichev, Vladimir; Bukhtoyarov, Sergey; Mychkov, Vadzim An investment problem under multicriteriality, uncertainty and risk. (English) Zbl 1371.90085 Bul. Acad. Ştiinţe Repub. Mold., Mat. 2016, No. 3(82), 82-98 (2016). MSC: 90C09 90C29 90C31 90C47 PDF BibTeX XML Cite \textit{V. Emelichev} et al., Bul. Acad. Științe Repub. Mold., Mat. 2016, No. 3(82), 82--98 (2016; Zbl 1371.90085) Full Text: Link OpenURL
Zhao, Zhihua; Xu, Fengmin; Yuan, Xiaoling An enhanced indexation model based on sparse robust optimization and its empirical analysis. (Chinese. English summary) Zbl 1374.90372 J. Numer. Methods Comput. Appl. 37, No. 3, 199-210 (2016). MSC: 90C31 91G10 90C59 PDF BibTeX XML Cite \textit{Z. Zhao} et al., J. Numer. Methods Comput. Appl. 37, No. 3, 199--210 (2016; Zbl 1374.90372) OpenURL
Göncü, Ahmet; Liu, Yaning; Ökten, Giray; Hussaini, M. Yousuff Uncertainty and robustness in weather derivative models. (English) Zbl 1354.91148 Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 351-365 (2016). MSC: 91G20 91G70 86A32 PDF BibTeX XML Cite \textit{A. Göncü} et al., Springer Proc. Math. Stat. 163, 351--365 (2016; Zbl 1354.91148) Full Text: DOI OpenURL
Chen, Nan; Liu, Xin; Yao, David D. An optimization view of financial systemic risk modeling: network effect and market liquidity effect. (English) Zbl 1352.90091 Oper. Res. 64, No. 5, 1089-1108 (2016). MSC: 90C30 90C31 91B30 PDF BibTeX XML Cite \textit{N. Chen} et al., Oper. Res. 64, No. 5, 1089--1108 (2016; Zbl 1352.90091) Full Text: DOI Link OpenURL
Coqueret, Guillaume; Tavin, Bertrand An investigation of model risk in a market with jumps and stochastic volatility. (English) Zbl 1346.91263 Eur. J. Oper. Res. 253, No. 3, 648-658 (2016). MSC: 91G70 91B30 91G20 PDF BibTeX XML Cite \textit{G. Coqueret} and \textit{B. Tavin}, Eur. J. Oper. Res. 253, No. 3, 648--658 (2016; Zbl 1346.91263) Full Text: DOI OpenURL
Kao, Chiang; Steuer, Ralph E. Value of information in portfolio selection, with a Taiwan stock market application illustration. (English) Zbl 1346.91210 Eur. J. Oper. Res. 253, No. 2, 418-427 (2016). MSC: 91G10 90C20 90C31 91G70 PDF BibTeX XML Cite \textit{C. Kao} and \textit{R. E. Steuer}, Eur. J. Oper. Res. 253, No. 2, 418--427 (2016; Zbl 1346.91210) Full Text: DOI OpenURL
Pichler, Alois; Tomasgard, Asgeir Nonlinear stochastic programming-with a case study in continuous switching. (English) Zbl 1346.90647 Eur. J. Oper. Res. 252, No. 2, 487-501 (2016). MSC: 90C15 90C31 90C30 PDF BibTeX XML Cite \textit{A. Pichler} and \textit{A. Tomasgard}, Eur. J. Oper. Res. 252, No. 2, 487--501 (2016; Zbl 1346.90647) Full Text: DOI OpenURL
Rooderkerk, Robert P.; van Heerde, Harald J. Robust optimization of the 0-1 knapsack problem: balancing risk and return in assortment optimization. (English) Zbl 1346.90048 Eur. J. Oper. Res. 250, No. 3, 842-854 (2016). MSC: 90B05 90C27 90C31 PDF BibTeX XML Cite \textit{R. P. Rooderkerk} and \textit{H. J. van Heerde}, Eur. J. Oper. Res. 250, No. 3, 842--854 (2016; Zbl 1346.90048) Full Text: DOI OpenURL
Leow, Mindy; Crook, Jonathan The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis. (English) Zbl 1346.62107 Eur. J. Oper. Res. 249, No. 2, 457-464 (2016). MSC: 62P05 91G70 91G40 PDF BibTeX XML Cite \textit{M. Leow} and \textit{J. Crook}, Eur. J. Oper. Res. 249, No. 2, 457--464 (2016; Zbl 1346.62107) Full Text: DOI Link OpenURL
Levy, Bernard C.; Zorzi, Mattia A contraction analysis of the convergence of risk-sensitive filters. (English) Zbl 1346.60055 SIAM J. Control Optim. 54, No. 4, 2154-2173 (2016). MSC: 60G35 93E11 62M20 93B35 PDF BibTeX XML Cite \textit{B. C. Levy} and \textit{M. Zorzi}, SIAM J. Control Optim. 54, No. 4, 2154--2173 (2016; Zbl 1346.60055) Full Text: DOI arXiv OpenURL
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function. (English) Zbl 1334.90198 Math. Oper. Res. 41, No. 1, 224-235 (2016). MSC: 90C40 91B06 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{D. Hernández-Hernández}, Math. Oper. Res. 41, No. 1, 224--235 (2016; Zbl 1334.90198) Full Text: DOI OpenURL
Welburn, Jonathan W.; Hausken, Kjell A game theoretic model of economic crises. (English) Zbl 1410.91497 Appl. Math. Comput. 266, 738-762 (2015). MSC: 91G80 91A80 PDF BibTeX XML Cite \textit{J. W. Welburn} and \textit{K. Hausken}, Appl. Math. Comput. 266, 738--762 (2015; Zbl 1410.91497) Full Text: DOI OpenURL
Fahrenwaldt, Matthias A. Sensitivity of life insurance reserves via Markov semigroups. (English) Zbl 1398.91325 Scand. Actuar. J. 2015, No. 2, 124-140 (2015). MSC: 91B30 47D07 35K15 PDF BibTeX XML Cite \textit{M. A. Fahrenwaldt}, Scand. Actuar. J. 2015, No. 2, 124--140 (2015; Zbl 1398.91325) Full Text: DOI OpenURL
Korotkov, Vladimir; Nikulin, Yury; Emelichev, Vladimir Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria. (English) Zbl 1357.90089 Croat. Oper. Res. Rev. (CRORR) 6, No. 1, 195-205 (2015). MSC: 90C09 90C29 90C31 PDF BibTeX XML Cite \textit{V. Korotkov} et al., Croat. Oper. Res. Rev. (CRORR) 6, No. 1, 195--205 (2015; Zbl 1357.90089) Full Text: DOI OpenURL
Chepuri, Sundeep Prabhakar; Leus, Geert Sparse sensing for statistical inference. (English) Zbl 1401.94001 Found. Trends Signal Process. 9, No. 3-4, 233-386 (2015). Reviewer: Yuehua Wu (Toronto) MSC: 94-01 62-01 94A12 PDF BibTeX XML Cite \textit{S. P. Chepuri} and \textit{G. Leus}, Found. Trends Signal Process. 9, No. 3--4, 233--386 (2015; Zbl 1401.94001) Full Text: DOI Link OpenURL