stochastic optimization

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Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	23/07/2015	Stochastic Optimization of Risk Functions via Parametric Smoothing	Analysis optimal control optimization Risk Optimisation Stochastic Decision Processes Stochastic Networks stochastic optimization Stochastic Programming
ERM Resource	23/07/2015	Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks	adaptive Monte Carlo Catastrophe modelling Catastrophe Risk insurance nonsmooth optimization risk Risk Optimisation ruin probability stochastic optimization