stochastic optimization

Content type Date 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