Journal: Journal of Probability and Statistics

Found 5 papers in total
Risk Navigator SRM: An applied risk management tool
Risk Navigator SRM: An applied risk management tool
2010,
Risk Navigator SRM is a ten-step risk management program for agricultural producers,...
A mathematical analysis of the card game of Betweenies through Kelly's criterion
A mathematical analysis of the card game of Betweenies through Kelly's criterion
2010,
In the game of Betweenies, the player is dealt two cards out of a deck and bets on the...
Forest fire risk assessment: An illustrative example from Ontario, Canada
Forest fire risk assessment: An illustrative example from Ontario, Canada
2010,
This paper presents an analysis of ignition and burn risk due to wildfire in a region...
Continuous time portfolio selection under conditional capital at risk
Continuous time portfolio selection under conditional capital at risk
2010,
Portfolio optimization with respect to different risk measures is of interest to both...
Some results on Bellman equations of optimal production control in a stochastic manufacturing system
Some results on Bellman equations of optimal production control in a stochastic manufacturing system
2009,
The paper studies the production inventory problem of minimizing the expected...
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