Michel Vellekoop

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 2

Top Topics

Risk Evaluation

Financial Crisis

Cumulative Residual Entropy

Top Venues

J. Comput. Appl. Math.

Eur. J. Oper. Res.

Publications

Simon van Mourik, Bert van't Ooster, Michel Vellekoop
Plant Performance in Precision Horticulture: Optimal climate control under stochastic uncertainty. CoRR (2023)
An Chen, Michel Vellekoop
Optimal investment and consumption when allowing terminal debt. Eur. J. Oper. Res. 258 (1) (2017)
Jan Dhaene, Ben Stassen, Pierre Devolder, Michel Vellekoop
The minimal entropy martingale measure in a market of traded financial and actuarial risks. J. Comput. Appl. Math. 282 (2015)
An Chen, Antoon Pelsser, Michel Vellekoop
Modeling non-monotone risk aversion using SAHARA utility functions. J. Econ. Theory 146 (5) (2011)