Search results
Results: 19
Number of items: 19
-
Balter, A. G., Schumacher, J. M., & Schweizer, N. (2024). Solving Maxmin Optimization Problems via Population Games. Journal of Optimization Theory and Applications, 201(2), 760-789. https://doi.org/10.1007/s10957-024-02415-4 -
Schumacher, J. M. (2022). Utilitarian versus neutralitarian design of endowment fund policies. Scandinavian Actuarial Journal, 2022(8), 718-748. https://doi.org/10.1080/03461238.2022.2025892
-
Schumacher, J. M. (2021). Ex-ante estate division under strong Pareto efficiency. Mathematical Social Sciences, 113, 10-24. https://doi.org/10.1016/j.mathsocsci.2021.04.006
-
Reddy, P. V., Schumacher, J. M., & Engwerda, J. C. (2020). Analysis of optimal control problems for hybrid systems with one state variable. SIAM Journal on Control and Optimization, 58(6), 3262-3292. https://doi.org/10.1137/19M1272779
-
Schumacher, J. M. (2020). Efficiency of institutional spending and investment rules. Scandinavian Actuarial Journal, 2020(5), 454-476. https://doi.org/10.1080/03461238.2019.1685589
-
Schumacher, J. M. (2020). Introduction to Financial Derivatives: Modeling, Pricing and Hedging. Open Press TiU. https://digi-courses.com/openpresstiu-introduction-to-financial-derivatives/
-
Schumacher, H. (2019). Een objectieve opslag op de rekenrente is mogelijk met een derivaatmodel. Economisch-Statistische Berichten, 104(4780), 595-597. https://esb.nu/esb/20055935/een-objectieve-opslag-op-de-rekenrente-is-mogelijk-met-een-derivaatmodel
-
Schumacher, J. M. (2018). A multi-objective interpretation of optimal transport. Journal of Optimization Theory and Applications, 176(1), 94-119. https://doi.org/10.1007/s10957-017-1206-0
-
Schumacher, J. M. (2018). Linear versus nonlinear allocation rules in risk sharing under financial fairness. ASTIN Bulletin, 48(3), 995-1024. https://doi.org/10.1017/asb.2018.25
-
Schumacher, J. M. (2018). Distortion risk measures, ROC curves, and distortion divergence. Statistics & Risk Modeling, 35(1-2), 35-50. https://doi.org/10.1515/strm-2017-0012
Page 1 of 2