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Managing Safety of Heterogeneous Systems
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Managing Safety of Heterogeneous Systems (2012)Managing Safety of Heterogeneous SystemsCatastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework (2024)Catastrophic risk: indication…A unified approach to uncertain optimization (2017)A unified approach to uncerta…Pricing and simulations of catastrophe bonds (2012)Pricing and simulations of ca…Systemic Risk and Security Management (2011)Systemic Risk and Security Ma…Option pricing when underlying stock returns are discontinuous (1976)Interest rate models : theory and practice : with smile, inflation and credit (2006)Merton, Robert C. (2010)Valuing catastrophe bonds involving correlation and CIR interest rate model (2016)A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds (2023)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)The Price of Robustness (2004)Introduction to Stochastic Programming (2011)Dominance for multi-objective robust optimization concepts (2018)Robust portfolio decision analysis: An application to the energy research and development portfolio problem (2020)Theory of Games and Economic Behavior (1946)Prospect Theory: An Analysis of Decision under Risk (1979)Extreme Value Theory : An Introduction (2006)Robust Optimization of Large-Scale Systems (1995)Optimization of conditional value-at-risk (2000)
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  • 2012Pricing and simulations of catastrophe bonds85 cited
  • 2017A unified approach to uncertain optimization70 cited
  • 2011Systemic Risk and Security Management41 cited
  • 2024Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework2 cited

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