86 citations
- National Technical University of AthensGR7 papers
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Showing 2023Show all
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cs.MA2023★ 3 cited
Consensus group decision making under model uncertainty with a view towards environmental policy making
Phoebe Koundouri, Georgios I. Papayiannis, Electra V. Petracou +1
In this paper we propose a consensus group decision making scheme under model uncertainty consisting of an iterative two-stage procedure and based on the concept of Fréchet barycen…
q-fin.PM2023★ 3 cited
A Framework for Treating Model Uncertainty in the Asset Liability Management Problem
Georgios I. Papayiannis
The problem of asset liability management (ALM) is a classic problem of the financial mathematics and of great interest for the banking institutions and insurance companies. Severa…