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Raimund M. Kovacevic
Raimund M. Kovacevic
Department for Economy and Health, University for Continuing Education
Zweryfikowany adres z donau-uni.ac.at - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches
RM Kovacevic, GC Pflug
European Journal of Operational Research 237 (2), 389-403, 2014
622014
Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach
RM Kovacevic, GC Pflug
Journal of Risk and Insurance 78 (4), 1003-1028, 2011
592011
Time consistency and information monotonicity of multiperiod acceptability functionals. No. 8 in Radon Series on Computational and Applied Mathematics
R Kovacevic, GC Pflug
de Gruyter, Berlin, 2009
58*2009
Handbook of risk management in energy production and trading
RM Kovacevic, GC Pflug, MT Vespucci
Springer, 2013
562013
Tree Approximation for Discrete Time Stochastic Processes-A Process Distance Approach
RM Kovacevic, A Pichler
Annals of OR 235 (1), 395-421, 2015
432015
Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model
P Grandits, R Kovacevic, V Veliov
Journal of Mathematical Analysis and Applications, 2019
332019
MEDIUM-TERM PLANNING FOR THERMAL ELECTRICITY PRODUCTION
R Kovacevic, F Paraschiv
OR Spectrum, 2014
222014
A distributed optimal control model applied to COVID-19 pandemic
RM Kovacevic, NI Stilianakis, VM Veliov
SIAM Journal on Control and Optimization 60 (2), S221-S245, 2022
21*2022
Optimal vaccination strategies using a distributed model applied to COVID-19
G Angelov, R Kovacevic, NI Stilianakis, VM Veliov
Central European Journal of Operations Research 31 (2), 499-521, 2023
15*2023
Poverty traps and disaster insurance in a bi-level decision framework
RM Kovacevic, W Semmler
Dynamic economic problems with regime switches, 57-83, 2021
152021
Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment
RM Kovacevic
Central European Journal of Operations Research 26 (2), 395-421, 2018
142018
ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
RM KOVACEVIC, GCH PFLUG
International Journal of Theoretical and Applied Finance, 2014
132014
Valuation and pricing of electricity delivery contracts: the producer’s view
RM Kovacevic
Annals of Operations Research, https://link.springer.com/article/10.1007 …, 2018
102018
Bilevel Approaches for Distributed DSM Using Internal Individualized Prices
RM Kovacevic, NV Vo, J Haunschmied
IEEE International Conference on Smart Grid Communications, 521-526, 2017
92017
A semiparametric model for electricity spot prices
RM Kovacevic, D Wozabal
IIE Transactions 46 (4), 344-356, 2014
92014
CONDITIONAL ACCEPTABILITY MAPPINGS AS BANACH-LATTICE VALUED MAPPINGS
R KOVACEVIC
Statistics and Risk Modeling 29 (1), 1-18, 2012
9*2012
Dynamic economic problems with regime switches
JL Haunschmied, RM Kovacevic, W Semmler, VM Veliov
Springer, 2021
62021
Maximum-loss, minimum-win and the Esscher pricing principle
RM Kovacevic
IMA Journal of Management Mathematics, 2011
62011
Measuring Systemic Risk: Structural Approaches
RM Kovacevic, GC Pflug
Quantitative Financial Risk Management: Theory and Practice, 1-21, 2015
52015
Conditional acceptability mappings: Convex analysis in banach lattices
R Kovacevic
Dissertation, University of Vienna, 2008
52008
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