bibtype	K - Conference Paper (Czech conference)
ARLID	0484143
utime	20240103215303.2
mtime	20180105235959.9
WOS	000427151400054
title (primary) (eng)	Optimal Value of Loans via Stochastic Programming
specification	page_count 6 s. media_type P
serial	ARLID cav_un_epca*0477966 ISBN 978-80-7435-678-0 title Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017) page_num 313-318 publisher place Hradec Králové name University of Hradec Králové year 2017
keyword	Loan-debtor
keyword	installments
keyword	stochastic programming
keyword	probability constraints
keyword	second order dominance constraints
author (primary)	ARLID cav_un_auth*0101122 full_dept (cz) Ekonometrie full_dept (eng) Department of Econometrics department (cz) E department (eng) E full_dept Department of Econometrics share 100 name1 Kaňková name2 Vlasta institution UTIA-B garant K fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source	url http://library.utia.cas.cz/separaty/2017/E/kankova-0484143.pdf
cas_special	project ARLID cav_un_auth*0321097 project_id GA15-10331S agency GA ČR abstract (eng) 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. action ARLID cav_un_auth*0346896 name MME 2017. International Conference Mathematical Methods in Economics /35./ dates 20170913 mrcbC20-s 20170915 place Hradec Králové country CZ RIV AH FORD0 50000 FORD1 50200 FORD2 50206 reportyear 2018 num_of_auth 1 presentation_type PR inst_support RVO:67985556 permalink http://hdl.handle.net/11104/0279543 confidential S mrcbC86 3+4 Proceedings Paper Economics|Operations Research Management Science|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods mrcbC86 3+4 Proceedings Paper Economics|Operations Research Management Science|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods mrcbC86 3+4 Proceedings Paper Economics|Operations Research Management Science|Mathematics Interdisciplinary Applications|Social Sciences Mathematical Methods arlyear 2017 mrcbU34 000427151400054 WOS mrcbU63 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