2 papers
stat.AP2022
Estimating the impact of the COVID-19 pandemic using granular mortality data
Frank van Berkum, Bertrand Melenberg, Michel Vellekoop
We present an extension of the Li and Lee model to quantify mortality in five European countries during the COVID-19 pandemic. The first two factors are used to model the pre-COVID…
math.OC2019
Extending the Scope of Robust Quadratic Optimization
Ahmadreza Marandi, Aharon Ben-Tal, Dick den Hertog +1
We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain paramete…