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Nicole Bäuerle

Nicole Bäuerle

Karlsruhe Institute of Technology - Karlsruhe / Germany
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 1761108
Karlsruhe Institute of Technology
person_outline Nicole Bäuerle's MOST POPULAR ARTICLES
1-) Markov decision processes with applications to finance Springer Science & Business Media, 2011
2-) More risk-sensitive Markov decision processes Mathematics of Operations Research 39 (1), 105-120, 2014
3-) Benchmark and mean-variance problems for insurers Mathematical Methods of Operations Research 62 (1), 159-165, 2005
4-) Portfolio optimization with Markov-modulated stock prices and interest rates IEEE Transactions on Automatic Control 49 (3), 442-447, 2004
5-) Markov decision processes with average-value-at-risk criteria Mathematical Methods of Operations Research 74 (3), 361-379, 2011