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Title of Journal: Optim Lett

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Abbravation: Optimization Letters

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Springer-Verlag

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DOI

10.1007/bf02443565

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1862-4480

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The perspective of a bank in granting credits an

Authors: Roy Cerqueti Anna Grazia Quaranta
Publish Date: 2011/03/27
Volume: 6, Issue: 5, Pages: 867-882
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Abstract

In this work a model for legal financiers’ strategies is presented taking into account that the aim of a bank is to minimize the default probability of the funded company constrained with reaching a certain profit level To obtain our purpose a stochastic dynamics optimization model is constructed and solved in closed form and a Monte Carlo simulation involving empirical data is also implemented The financial strategies are thus obtained

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  1. An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
  2. The modified proximal point algorithm in CAT(0) spaces
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  6. Elementary convex techniques for equilibrium, minimax and variational problems
  7. On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients
  8. Symmetric duality for second-order fractional programs
  9. Generalized solutions of quasi variational inequalities
  10. A composite model in the context of a production-inventory system
  11. Preserving maximal monotonicity with applications in sum and composition rules
  12. Single machine serial-batching scheduling with independent setup time and deteriorating job processing times
  13. Strong convergence of Mann’s type iteration method for an infinite family of generalized asymptotically nonexpansive nonself mappings in Hilbert spaces
  14. Stochastic subgradient descent method for large-scale robust chance-constrained support vector machines
  15. Polynomial-time identification of robust network flows under uncertain arc failures
  16. A multi-space sampling heuristic for the vehicle routing problem with stochastic demands
  17. Maximizing strike aircraft planning efficiency for a given class of ground targets
  18. Dynamic lot-sizing problem with demand time windows and container-based transportation cost
  19. Sufficient conditions for protection routing in IP networks
  20. A note on diameters of point sets
  21. Capacity optimization through sensing threshold adaptation for cognitive radio networks
  22. Convexifying the set of matrices of bounded rank: applications to the quasiconvexification and convexification of the rank function
  23. k -Sum decomposition of strongly unimodular matrices
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  26. A comparison of several nearest neighbor classifier metrics using Tabu Search algorithm for the feature selection problem
  27. Global optimal approximate solutions
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