Stochastic Generalized Gradient Method with Application to Insurance Risk Management
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- G. Guerkan & A.Y. Oezge & S.M. Robinson, 1994. "Sample-Path Optimization in Simulation," Working Papers wp94070, International Institute for Applied Systems Analysis.
- Ermoliev, Yu. & Keyzer, M. A. & Norkin, V., 2000. "Global convergence of the stochastic tatonnement process," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 173-190, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- T.Y. Ermolieva, 1997. "The Design of Optimal Insurance Decisions in the Presence of Catastrophic Risks," Working Papers ir97068, International Institute for Applied Systems Analysis.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Emelogu, Adindu & Chowdhury, Sudipta & Marufuzzaman, Mohammad & Bian, Linkan & Eksioglu, Burak, 2016. "An enhanced sample average approximation method for stochastic optimization," International Journal of Production Economics, Elsevier, vol. 182(C), pages 230-252.
- Fei, Xin & Gülpınar, Nalân & Branke, Jürgen, 2019. "Efficient solution selection for two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 277(3), pages 918-929.
- Keyzer, Michiel & van Wesenbeeck, Lia, 2005. "Equilibrium selection in games: the mollifier method," Journal of Mathematical Economics, Elsevier, vol. 41(3), pages 285-301, April.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
- Flåm, S.D. & Godal, O., 2008.
"Market clearing and price formation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 956-977, March.
- Flåm, Sjur Didrik & Godal, Odd, 2007. "Market clearing and price formation," Working Papers in Economics 06/07, University of Bergen, Department of Economics.
- Rosen, Scott L. & Harmonosky, Catherine M. & Traband, Mark T., 2007. "A simulation optimization method that considers uncertainty and multiple performance measures," European Journal of Operational Research, Elsevier, vol. 181(1), pages 315-330, August.
- Flåm, S. D. & Ermoliev, Y. M., 2009.
"Investment, uncertainty, and production games,"
Environment and Development Economics, Cambridge University Press, vol. 14(1), pages 51-66, February.
- Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo.
- W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, September.
- Flåm, Sjur Didrik & Gaasland, Ivar & Vårdal, Erling, 2006. "On Stabilizing or Deregulating Food Prices," Working Papers in Economics 08/06, University of Bergen, Department of Economics.
- Juan, Angel A. & Faulin, Javier & Grasman, Scott E. & Rabe, Markus & Figueira, Gonçalo, 2015. "A review of simheuristics: Extending metaheuristics to deal with stochastic combinatorial optimization problems," Operations Research Perspectives, Elsevier, vol. 2(C), pages 62-72.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:ir97021. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thomas Krichel (email available below). General contact details of provider: https://edirc.repec.org/data/iiasaat.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.