Ermoliev Y.M.

Y.M. Ermoliev

Information about the author Y.M. Ermoliev will soon be added to the site.
Found 2 papers in total
Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
2000
A catastrophe may affect different locations and produce losses that are rare and...
Constraint aggregation principle in convex optimization
Constraint aggregation principle in convex optimization
1997
A general constraint aggregation technique is proposed for convex optimization...
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