E-LIB Suche - Ergebnisse für: Melenberg, Bertrand

1

Comment on "A theoretical foundation of ambiguity measureme..:

Fu, Ruonan ; Melenberg, Bertrand ; Schweizer, Nikolaus
Journal of Economic Theory. 207 (2023) - p. 105573 , 2023

Link: https://doi.org/10.1016/..

2

Future trends of life expectancy by education in the Nether..:

Nusselder, Wilma J. ; De Waegenaere, Anja M. B. ; Melenberg, Bertrand..
BMC Public Health. 22 (2022) 1 - p. , 2022

Link: https://doi.org/10.1186/..

3

Extending the Scope of Robust Quadratic Optimization:

Marandi, Ahmadreza ; Ben-Tal, Aharon ; den Hertog, Dick.
INFORMS Journal on Computing. 34 (2022) 1 - p. 211-226 , 2022

Link: https://doi.org/10.1287/..

4

Projecting years in good health between age 50–69 by educat..:

Rubio Valverde, Jose R. ; Mackenbach, Johan P. ; De Waegenaere, Anja M. B....
BMC Public Health. 22 (2022) 1 - p. , 2022

Link: https://doi.org/10.1186/..

5

A Multi-population Approach to Forecasting All-Cause Mortal..:

Lyu, Pintao ; De Waegenaere, Anja ; Melenberg, Bertrand
North American Actuarial Journal. 25 (2020) sup1 - p. S421-S456 , 2020

Link: https://doi.org/10.1080/..

6

Robust Optimization with Ambiguous Stochastic Constraints U..:

Postek, Krzysztof ; Ben-Tal, Aharon ; den Hertog, Dick.
Operations Research. 66 (2018) 3 - p. 814-833 , 2018

Link: https://www.jstor.org/st..

7

Robust Mean–Variance Hedging of Longevity Risk:

Li, Hong ; De Waegenaere, Anja ; Melenberg, Bertrand
Journal of Risk and Insurance. 84 (2017) S1 - p. 459-475 , 2017

Link: https://doi.org/10.1111/..

8

Robust Mean–Variance Hedging of Longevity Risk:

Li, Hong ; De Waegenaere, Anja ; Melenberg, Bertrand
The Journal of Risk and Insurance. 84 (2017) S1 - p. 459-475 , 2017

Link: https://www.jstor.org/st..

9

Computationally Tractable Counterparts of Distributionally ..:

Postek, Krzysztof ; den Hertog, Dick ; Melenberg, Bertrand
SIAM Review. 58 (2016) 4 - p. 603-650 , 2016

Link: https://www.jstor.org/st..

10

Estimating the joint survival probabilities of married indi..:

Sanders, Lisanne ; Melenberg, Bertrand
Insurance: Mathematics and Economics. 67 (2016) - p. 88-106 , 2016

Link: https://doi.org/10.1016/..

11

The choice of sample size for mortality forecasting: A Baye..:

Li, Hong ; De Waegenaere, Anja ; Melenberg, Bertrand
Insurance: Mathematics and Economics. 63 (2015) - p. 153-168 , 2015

Link: https://doi.org/10.1016/..

12

Trends in Mortality Decrease and Economic Growth:

Niu, Geng ; Melenberg, Bertrand
Demography. 51 (2014) 5 - p. 1755-1773 , 2014

Link: https://www.jstor.org/st..

13

Robust Solutions of Optimization Problems Affected by Uncer..:

Ben-Tal, Aharon ; den Hertog, Dick ; De Waegenaere, Anja..
Management Science. 59 (2013) 2 - p. 341-357 , 2013

Link: https://doi.org/10.1287/..

14

Robust Solutions of Optimization Problems Affected by Uncer..:

Ben-Tal, Aharon ; den Hertog, Dick ; De Waegenaere, Anja..
Management Science. 59 (2013) 2 - p. 341-357 , 2013

Link: http://dx.doi.org/10.128..

15

Robust Solutions of Optimization Problems Affected by Uncer..:

Ben-Tal, Aharon ; den Hertog, Dick ; De Waegenaere, Anja..
Management Science. 59 (2013) 2 - p. 341-357 , 2013

Link: https://www.jstor.org/st..