"Comonotonic approximations for a generalized provisioning problem with ..."

Koen Van Weert, Jan Dhaene, Marc J. Goovaerts (2011)

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DOI: 10.1016/J.CAM.2011.01.012

access: open

type: Journal Article

metadata version: 2021-02-16

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Koen Van Weert, Jan Dhaene, Marc J. Goovaerts:
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection. J. Comput. Appl. Math. 235(10): 3245-3256 (2011)

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