Recursive expected conditional value at risk in the fleet renewal problem with alternative fuel vehicles
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- 作者：Amir H. Ansaripoora ; Fernando S. Oliveirab ; oliveira@essec.edu" class="auth_mail" title="E-mail the corresponding author ; Anne Liretc
- 关键词：Risk management ; Fleet replacement ; Stochastic programming ; Conditional Value at Risk (CVaR)
- 刊名：Transportation Research Part C: Emerging Technologies
- 出版年：2016
- 出版时间：April 2016
- 年：2016
- 卷：65
- 期：Complete
- 页码：156-171
- 全文大小：1026 K
文摘
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A novel risk-based fleet management system is presented.
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We propose a recursive dynamic risk measure.
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We study how clustering affects risk management.
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A case study for a large UK based firm is investigated.