0484143 20240103215303.220180105235959.9 000427151400054 6 s. P cav_un_epca*0477966978-80-7435-678-0313-318Hradec KrálovéUniversity of Hradec Králové2017 Loan-debtor installments stochastic programming probability constraints second order dominance constraints cav_un_auth*0101122 Ekonometrie Department of Econometrics E E Department of Econometrics 100 Kaňková Vlasta UTIA-B K Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2017/E/kankova-0484143.pdf cav_un_auth*0321097 GA15-10331S GA ČR A question of mortgage leads to serious and complicated problems of financial mathematics. On one side is a bank with an aim to have a “good” profit, on the other side is the client trying to invest money safely, with possible “small” risk.Let us suppose that a young married couple is in a position of client. Young people know that an expected and also unexpected unpleasant financial situation can happen. Many unpleasant financial situation can be caused by a random factor. Consequently stochastic methods are suitable to secure against them. The aim of the suggested model is not only to state a maximal reasonable value of loans, but also to endure unpleasant financial period. To this end we employ stochastic optimization theory. A few suitable models will be introduced. The choice of the model depends on environment of the young people. Models will be with “deterministic” constraints, probability constraints, but also with stochastic dominance constraints. The suggested models will be analyzed both from the numerical point of view and from possible method solution based on data. Except static one-objective problem we suggest also multi–objective models. cav_un_auth*0346896 MME 2017. International Conference Mathematical Methods in Economics /35./ 20170913 20170915 Hradec Králové CZ AH 50000 50200 50206 2018 1 PR RVO:67985556 http://hdl.handle.net/11104/0279543 S 3+4 Proceedings Paper Economics|Operations Research Management Science|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods 3+4 Proceedings Paper Economics|Operations Research Management Science|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods 3+4 Proceedings Paper Economics|Operations Research Management Science|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods 2017 000427151400054 WOS cav_un_epca*0477966 Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017) 978-80-7435-678-0 313 318 Hradec Králové University of Hradec Králové 2017