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Insurance: Mathematics and Economics Volume 86, May 2019, Pages 134-144
Resources Policy Volume 63, October 2019, 101404
Comput Optim Appl 72, 589–608 (2019)
Ann Oper Res 286, 559–582 (2020)
Chance-constrained problems and rare events: an importance sampling approach, Mathematical Programming, 157, 153-189
The optimal harvesting problem under price uncertainty: The risk averse case, Annals of Operations Research, , 1-24
The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases., Journal of Economics, 115,
Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective, European Journal of Operational Research, 249, 188-199
Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions., Finance Research Letters, 11,
