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A system approach to management of catastrophic risks
10 references·1 citing·39 second hop
A system approach to management of catastrophic risks (2000)A system approach to management of catast…From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)From stochastic dominance to …The theory of risk-bearing: Small and great risks (1996)The theory of risk-bearing: S…Optimization of Stochastic Models (1996)Optimization of Stochastic Mo…Challenges in stochastic programming (1996)Challenges in stochastic prog…Practical Risk Theory for Actuaries. (1994)Practical Risk Theory for Act…Practical risk theory for actuaries. (1994)Practical risk theory for act…Aspects of Risk Theory (1991)Aspects of Risk TheoryMean—Variance Analysis (1989)Mean—Variance AnalysisMean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Supply Chain Risk Management: Systematic literature review and a conceptual framework for capturing interdependencies between risks (2015)Supply Chain Risk Management:…Portfolio Selection (1952)PORTFOLIO SELECTION* (1952)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Dual Stochastic Dominance and Related Mean-Risk Models (2002)Stochastic Programming Models (2003)Optimization of Convex Risk Functions (2006)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The economics of uncertainty (1968)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Cost Overruns in Public Sector Investment Projects (2016)Public-Private Partnerships: Agency Costs in the Privatization of Social Infrastructure Financing (2019)The relationship between net promoter score and insurers’ profitability: an empirical analysis at the customer level (2021)The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Some Aspects of Stability in Stochastic Programming (2000)Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (2007)Uncertainty and value of information when allocating resources within and between healthcare programmes (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Portfolio Selection and Asset Pricing—Three-Parameter Framework (1993)Asset/liability management under uncertainty for fixed-income securities (1995)Optimization of Risk Measures (2006)Controlled diffusion models for optimal dividend pay-out (1997)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)A discussion of parameter and model uncertainty in insurance (2000)Finite and infinite time ruin probabilities in a stochastic economic environment (2001)Optimal reinsurance under mean-variance premium principles (2001)Chapter 19 Gradient Estimation (2006)Simulation optimization: a review of algorithms and applications (2014)Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (2015)Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)
this work references cited by second hop

References

  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1991Aspects of Risk Theory902 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 1996Optimization of Stochastic Models258 cited
  • 1994Practical risk theory for actuaries.205 cited
  • 1994Practical Risk Theory for Actuaries.197 cited
  • 1989Mean—Variance Analysis136 cited
  • 1996The theory of risk-bearing: Small and great risks115 cited
  • 1996Challenges in stochastic programming53 cited

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  • 2015Supply Chain Risk Management: Systematic literature review and a conceptual framework for capturing interdependencies between risks34 cited

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