Y. Ermoliev

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Publications

Citations

1.4K

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Active since

1982

Affiliations

International Institute for Applied Systems Analysis(Current)

V.M. Glushkov Institute of Cybernetics

National Academy of Sciences of Ukraine

Y. Ermoliev is an author at International Institute for Applied Systems Analysis specializing in stochastic optimization, optimization, and stochastic processes.

Publications per year

1982–2023

Publications

Path-dependent processes and the emergence of macro-structure

W. Brian Arthur, Y. Ermoliev, Y.M. Kaniovski · European Journal of Operational Research · 1987 · 486 citations

Engineering, Mathematics, Complex Systems +11

Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks

Y. Ermoliev, T. Ermolieva, Gordon J. F. MacDonald et al. · Annals of Operations Research · 2000 · 90 citations

Business, Finance, Insurance +14

Stochastic Optimization Problems with Incomplete Information on Distribution Functions

Y. Ermoliev, Alexei A. Gaivoronski, C. Nedeva · SIAM Journal on Control and Optimization · 1985 · 85 citations · Full text

Natural Sciences, Mathematics, Optimization +11

Markets for Tradeable Emission and Ambient Permits: A Dynamic Approach

Y. Ermoliev, M. Michalevich, A. Nentjes · Environmental and Resource Economics · 2000 · 61 citations

Social Sciences, Economics, Environmental Policy +16

A Systems Approach to Modeling Catastrophic Risk and Insurability

A. Amendola, Y. Ermoliev, T. Ermolieva et al. · Natural Hazards · 2000 · 55 citations · Full text

Engineering, Risk Management, Systems Engineering +14

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