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Risk and Decision Analysis

Short Title: Risk Decis. Anal.
Publisher: IOS Press, Amsterdam
ISSN: 1569-7371; 1875-9173/e
Online: https://content.iospress.com/journals/risk-and-decision-analysis/Pre-press/Pre-press
Comments: Journal; No longer indexed
Documents Indexed: 96 Publications (2009–2020)
References Indexed: 3 Publications with 99 References.
all top 5

Authors

6 Tapiero, Charles S.
5 Melnikov, Aleksander Viktorovich
3 Bensoussan, Alain
3 Papanicolaou, George C.
3 Siu, Tak Kuen
3 Yung, Siu Pang
2 Buckley, Winston S.
2 Çakanyıldırım, Metin
2 Ching, Wai-Ki
2 Gu, Jiawen
2 Ivanenko, Yaroslav
2 Kleindorfer, Paul R.
2 Kogan, Konstantin
2 Leung, Tim
2 Li, Lide
2 Liu, John J.
2 Luo, Shangzhen
2 Minjárez-Sosa, J. Adolfo
2 Perrakis, Stylianos
2 Seshadri, Sridhar
2 Sethi, Suresh P.
2 Stojanović, Srđan Đ.
2 Taksar, Michael I.
2 Tong, Shuo
2 Wu, Qi
2 Yam, Sheung Chi Phillip
2 Yang, Tzu-Wei
2 Zheng, Harry H.
1 Abid, Fathi
1 Adékambi, Franck
1 Ahuja, Saran
1 Alkhawaldeh, Abdullah A. K.
1 Amini-Dehak, Mohammad
1 Arku, Dennis
1 Ayache, Antoine
1 Bally, Vlad
1 Bensousson, A.
1 Bertrand, Pierre Raphael
1 Bianchi, Sergio
1 Boughaci, Dalila
1 Brown, Garfield O.
1 Caramellino, Lucia
1 Carr, Peter Paul
1 Chan, Ngai Hang
1 Chang, Min-Chang
1 Chen, Zengjing
1 Cheung, Ka Chun
1 Choulli, Tahir
1 Chuang, Shuang-Shii
1 Combes, Jean-Louis
1 De Marco, Stefano
1 Deleris, Léa A.
1 Deshpande, Amogh
1 Doku-Amponsah, Kwabena
1 Dolgui, Alexandre B.
1 Duncan, Tyrone E.
1 Dury, Marie-Eliette
1 Eliazar, Iddo I.
1 Esser, Céline
1 Fu, Jun
1 Fung, Hon-Kwok
1 Gabriel-Arguelles, J. Rigoberto
1 Garnier, Josselin
1 Givi, Arshia
1 Glazyrina, Anna
1 Göncü, Ahmet
1 González-Hernández, Juan
1 Guéant, Olivier
1 Guégan, Dominique
1 Hadouni, Doha
1 Haksöz, Çağrı
1 Hamedani, Gholamhossein G.
1 Hamonier, Julien
1 Harris, Oneil
1 Hassani, Bertrand K.
1 Hoe, SingRu
1 Howard, Nathaniel K.
1 Irwin, Scott
1 Jacka, Saul D.
1 Kaise, Hidehiro
1 Kantarcioglu, Murat
1 Kenett, Ron S.
1 Kilianová, Soňa
1 Kim, Do-Yeong
1 Klafter, Joseph
1 Kolokoltsov, Vassili N.
1 Ledvina, Andrew
1 Lehdili, Noureddine
1 Letko, Boris
1 Lévy dit Véhel, P. E.
1 Li, Hao
1 Li, Jinzhu
1 Li, Kehan
1 Li, Kevin X.
1 Li, Leong Kwan
1 Li, Meng
1 Li, Xiaoyue
1 Li, Xin
1 Li, Zongxi
1 Liang, Jin
...and 64 more Authors

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 82 times in 78 Documents Cited by Year
On modeling credit defaults: a probabilistic Boolean network approach. Zbl 1294.91182
Gu, Jia-Wen; Ching, Wai-Ki; Siu, Tak-Kuen; Zheng, Harry
8
2013
Multifractional processes in finance. Zbl 1409.91294
Bianchi, Sergio; Pianese, Augusto
7
2014
Reduced basis for vanilla and basket options. Zbl 1409.91280
Pironneau, Olivier
5
2011
Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286
Tang, Shanjian; Wei, Wenning
5
2012
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
5
2013
A class of time inconsistent risk measures and backward stochastic Volterra integral equations. Zbl 1266.91039
Wang, Tianxiao; Shi, Yufeng
5
2013
Optimal starting-stopping and switching of a CIR process with fixed costs. Zbl 1409.91254
Leung, Tim; Li, Xin; Wang, Zheng
4
2014
Anticipation and risk – from the inverse problem to reverse computation. Zbl 1158.91399
Nadin, Mihai
3
2009
Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points. Zbl 1409.93071
González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo; Gabriel-Arguelles, J. Rigoberto
3
2013
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. Zbl 1409.90218
Robles-Alcaráz, M. Teresa; Vega-Amaya, Óscar; Minjárez-Sosa, J. Adolfo
3
2017
Risk control of mean-reversion time in statistical arbitrage. Zbl 1409.91223
Yeo, Joongyeub; Papanicolaou, George
3
2017
A new multifractional process with random exponent. Zbl 1409.60059
Ayache, Antoine; Esser, Céline; Hamonier, Julien
3
2018
Bayesian and adaptive controls for a newsvendor facing exponential demand. Zbl 1513.90002
Bensoussan, Alain; Çakanyıldırım, Metin; Royal, Andrew; Sethi, Suresh P.
3
2009
Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158
Choulli, Tahir; Taksar, Michael
2
2010
Monte Carlo methods for pricing and hedging American options in high dimension. Zbl 1409.91273
Caramellino, Lucia; Zanette, Antonino
2
2011
An integral representation theorem of \(g\)-expectations. Zbl 1409.91231
Chen, Zengjing; Sulem, Agnès
2
2011
Price as a choice under nonstochastic randomness in finance. Zbl 1409.91235
Ivanenko, Yaroslav; Munier, Bertrand
2
2013
A risk analysis for a system stabilized by a central agent. Zbl 1409.91295
Garnier, Josselin; Papanicolaou, George; Yang, Tzu-Wei
2
2017
Any-utility neutral and indifference pricing and hedging. Zbl 1294.91055
Stojanovic, Srdjan D.
1
2013
Some estimates in extended stochastic volatility models of Heston type. Zbl 1409.62205
Bally, V.; De Marco, S.
1
2011
Dynamic Bertrand and Cournot competition: asymptotic and computational analysis of product differentiation. Zbl 1409.91165
Ledvina, Andrew; Sircar, Ronnie
1
2012
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Zbl 1409.93023
Melnikov, Alexander; Tong, Shuo
1
2013
On polynomial extension of \(t\)-distribution and its financial applications. Zbl 1409.91241
Li, Hao; Melnikov, Alexander
1
2013
On one definition of uncertainty. Zbl 1409.91093
Ivanenko, Yaroslav; Pasichnichenko, Illia
1
2014
Timing options for a startup with early termination and competition risks. Zbl 1409.91240
Leung, Tim; Li, Zongxi
1
2017
A note on some preservation results on the Laplace transform ordering of residual lives. Zbl 1409.90081
Zamani, Z.; Mohtashami, Borzadaran G. R.; Amini, M.
1
2017
Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM. Zbl 1409.92120
Parkash, Om; Kumar, Rakesh
1
2017
Overfitting of Hurst estimators for multifractional Brownian motion: a fitting test advocating simple models. Zbl 1409.60060
Bertrand, Pierre Raphaël; Combes, Jean-Louis; Dury, Marie-Eliette; Hadouni, Doha
1
2018
The Aumann-Serrano riskiness index. Zbl 1409.91285
Nisani, Doron
1
2018
Forecasting demand for slow-moving items in case of reporting errors. Zbl 1516.91032
Dolgui, Alexandre; Pashkevich, Maksim
1
2009
Quality, risk and the Taleb quadrants. Zbl 1458.62304
Kenett, Ron S.; Tapiero, Charles S.
1
2009
A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049
Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
1
2013
Valuation of credit contingent interest rate swap. Zbl 1263.91050
Liang, Jin; Xu, Yin
1
2013
A new multifractional process with random exponent. Zbl 1409.60059
Ayache, Antoine; Esser, Céline; Hamonier, Julien
3
2018
Overfitting of Hurst estimators for multifractional Brownian motion: a fitting test advocating simple models. Zbl 1409.60060
Bertrand, Pierre Raphaël; Combes, Jean-Louis; Dury, Marie-Eliette; Hadouni, Doha
1
2018
The Aumann-Serrano riskiness index. Zbl 1409.91285
Nisani, Doron
1
2018
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. Zbl 1409.90218
Robles-Alcaráz, M. Teresa; Vega-Amaya, Óscar; Minjárez-Sosa, J. Adolfo
3
2017
Risk control of mean-reversion time in statistical arbitrage. Zbl 1409.91223
Yeo, Joongyeub; Papanicolaou, George
3
2017
A risk analysis for a system stabilized by a central agent. Zbl 1409.91295
Garnier, Josselin; Papanicolaou, George; Yang, Tzu-Wei
2
2017
Timing options for a startup with early termination and competition risks. Zbl 1409.91240
Leung, Tim; Li, Zongxi
1
2017
A note on some preservation results on the Laplace transform ordering of residual lives. Zbl 1409.90081
Zamani, Z.; Mohtashami, Borzadaran G. R.; Amini, M.
1
2017
Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM. Zbl 1409.92120
Parkash, Om; Kumar, Rakesh
1
2017
Multifractional processes in finance. Zbl 1409.91294
Bianchi, Sergio; Pianese, Augusto
7
2014
Optimal starting-stopping and switching of a CIR process with fixed costs. Zbl 1409.91254
Leung, Tim; Li, Xin; Wang, Zheng
4
2014
On one definition of uncertainty. Zbl 1409.91093
Ivanenko, Yaroslav; Pasichnichenko, Illia
1
2014
On modeling credit defaults: a probabilistic Boolean network approach. Zbl 1294.91182
Gu, Jia-Wen; Ching, Wai-Ki; Siu, Tak-Kuen; Zheng, Harry
8
2013
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
5
2013
A class of time inconsistent risk measures and backward stochastic Volterra integral equations. Zbl 1266.91039
Wang, Tianxiao; Shi, Yufeng
5
2013
Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points. Zbl 1409.93071
González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo; Gabriel-Arguelles, J. Rigoberto
3
2013
Price as a choice under nonstochastic randomness in finance. Zbl 1409.91235
Ivanenko, Yaroslav; Munier, Bertrand
2
2013
Any-utility neutral and indifference pricing and hedging. Zbl 1294.91055
Stojanovic, Srdjan D.
1
2013
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Zbl 1409.93023
Melnikov, Alexander; Tong, Shuo
1
2013
On polynomial extension of \(t\)-distribution and its financial applications. Zbl 1409.91241
Li, Hao; Melnikov, Alexander
1
2013
A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049
Yam, S. C. P.; Yung, S. P.; Zhou, J. H.
1
2013
Valuation of credit contingent interest rate swap. Zbl 1263.91050
Liang, Jin; Xu, Yin
1
2013
Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286
Tang, Shanjian; Wei, Wenning
5
2012
Dynamic Bertrand and Cournot competition: asymptotic and computational analysis of product differentiation. Zbl 1409.91165
Ledvina, Andrew; Sircar, Ronnie
1
2012
Reduced basis for vanilla and basket options. Zbl 1409.91280
Pironneau, Olivier
5
2011
Monte Carlo methods for pricing and hedging American options in high dimension. Zbl 1409.91273
Caramellino, Lucia; Zanette, Antonino
2
2011
An integral representation theorem of \(g\)-expectations. Zbl 1409.91231
Chen, Zengjing; Sulem, Agnès
2
2011
Some estimates in extended stochastic volatility models of Heston type. Zbl 1409.62205
Bally, V.; De Marco, S.
1
2011
Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158
Choulli, Tahir; Taksar, Michael
2
2010
Anticipation and risk – from the inverse problem to reverse computation. Zbl 1158.91399
Nadin, Mihai
3
2009
Bayesian and adaptive controls for a newsvendor facing exponential demand. Zbl 1513.90002
Bensoussan, Alain; Çakanyıldırım, Metin; Royal, Andrew; Sethi, Suresh P.
3
2009
Forecasting demand for slow-moving items in case of reporting errors. Zbl 1516.91032
Dolgui, Alexandre; Pashkevich, Maksim
1
2009
Quality, risk and the Taleb quadrants. Zbl 1458.62304
Kenett, Ron S.; Tapiero, Charles S.
1
2009
all top 5

Cited by 146 Authors

5 Leung, Tim
4 Chen, Mi
3 Bianchi, Sergio
3 Glau, Kathrin
3 Ivanenko, Victor I.
3 Minjárez-Sosa, J. Adolfo
3 Pianese, Augusto
2 Annibale, Alessia
2 Ayache, Antoine
2 Bai, Zhengjian
2 Bouly, Florent
2 Ching, Wai-Ki
2 Gaß, Maximilian
2 Huang, Ya
2 Kitapbayev, Yerkin
2 Labkovsky, Valery A.
2 Laeven, Roger J. A.
2 Liu, Haiyan
2 Liu, Juan
2 Mair, Maximilian
2 Nadin, Mihai
2 Nie, Changwei
2 Rosazza Gianin, Emanuela
2 Xiao, Guiyun
2 Yuen, Kam Chuen
2 Zhou, Jieming
1 Bally, Vlad
1 Bastin, Fabian
1 Bellini, Fabio
1 Besbes, Omar
1 Boxma, Onno Johan
1 Bungartz, Hans-Joachim
1 Burkovska, Olena
1 Calvia, Alessandro
1 Cao, Jinde
1 Caramellino, Lucia
1 Chan, Patrick P. K.
1 Chaneton, Juan M.
1 Chen, Yanhong
1 Chen, Zengjing
1 Cheung, Ka Chun
1 Deng, Yingchun
1 Dobric, Vladimir
1 Dolgui, Alexandre B.
1 Donnelly, Ryan
1 Drent, Collin
1 Duc, Luu Hoang
1 Dufour, François
1 Endres, Sylvia
1 Escobedo-Trujillo, Beatris Adriana
1 Frezza, Massimiliano
1 Gomez, Pablo
1 González-Sánchez, David
1 Guijarro-Ordóñez, Jorge
1 Haasdonk, Bernard
1 Hambly, Ben M.
1 Hannam, Ryan
1 Harang, Fabian Andsem
1 He, Kun
1 Hernández, Camilo
1 Higuera-Chan, Carmen G.
1 Hnich, Brahim
1 Ho, Daniel W. C.
1 Hou, Yanfang
1 Hu, Mingshang
1 Hu, Yijun
1 Huang, Chi
1 Hurry, Christian John
1 Jayalekshmi, S.
1 Ji, Ronglin
1 Jost, Jürgen
1 Kapodistria, Stella
1 Kharrat, Mohamed
1 Kolkiewicz, Adam W.
1 Kratschmer, Volker
1 Kühn, Reimer
1 Ladkau, Marcel
1 Li, Hao
1 Li, Man
1 Li, Thomas Nanfeng
1 Li, Xiaojuan
1 Lin, Fangyuan Sally
1 Loboda, Dennis
1 López-Borbón, Joaquín
1 Lu, Jianquan
1 Luque-Vásquez, Fernando
1 Mackay, Anne
1 Mahlstedt, Mirco
1 Martínez-Manzanares, M. Elena
1 Melnikov, Aleksander Viktorovich
1 Meng, Hui
1 Miao, Liangliang
1 Mies, Fabian
1 Milošević, Pavle
1 Moallemi, Ciamac Cyrus
1 Mozeika, Alexander
1 Nair, N. Unnikrishnan
1 Nisani, Doron
1 Palazzo, Anna Maria
1 Papanicolaou, Andrew
...and 46 more Authors
all top 5

Cited in 55 Journals

4 Applied Mathematics and Optimization
4 SIAM Journal on Financial Mathematics
3 Insurance Mathematics & Economics
3 Communications in Statistics. Theory and Methods
3 Finance and Stochastics
2 International Journal of General Systems
2 Journal of Computational and Applied Mathematics
2 Kybernetika
2 European Journal of Operational Research
2 Stochastic Processes and their Applications
2 International Journal of Theoretical and Applied Finance
2 Stochastics
2 Journal of Physics A: Mathematical and Theoretical
2 Dynamic Games and Applications
2 Annals of Finance
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Computation
1 Information Sciences
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Mathematical Social Sciences
1 Statistics & Probability Letters
1 Operations Research Letters
1 Computers & Operations Research
1 Journal of Scientific Computing
1 Discrete Event Dynamic Systems
1 International Journal of Computer Mathematics
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 International Journal of Robust and Nonlinear Control
1 Turkish Journal of Mathematics
1 Top
1 Advances in Computational Mathematics
1 Applied Mathematical Finance
1 Complexity
1 Electronic Journal of Probability
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Soft Computing
1 Chaos
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Acta Mathematica Scientia. Series A. (Chinese Edition)
1 Acta Mathematica Scientia. Series B. (English Edition)
1 North American Actuarial Journal
1 Computational Management Science
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 International Journal of Economic Theory
1 Science China. Mathematics
1 Sankhyā. Series A
1 European Actuarial Journal
1 Stochastic Systems

Citations by Year