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Convex Ordering for Insurance Preferences
In this article, we study two broad classes of convex order related optimal insurance
decision problems, in which the objective function or the premium valuation is a
general functional of the expectation, Value-at-Risk and Average Value-at-Risk of
the ...
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Convex Analysis and Minimization Algorithms I
... Fundamentals
Authors: Hiriart-Urruty, Jean-Baptiste, Lemarechal, Claude
Convex Analysis may be considered as a refinement of ... non-differentiable functions, provide an immediate application of convex analysis to various fields related to optimization and ...
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Convex Analysis and Minimization Algorithms II
Convex Analysis and Minimization Algorithms II Advanced Theory and Bundle Methods
Authors: Hiriart-Urruty, Jean-Baptiste, Lemarechal, ... authors have given such a clear geometric account of convex analysis." "This innovative text is well written, ...
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