1. Andersson F, Mausser H, Rosen D, Uryasev S (2001) Credit risk optimization with conditional value-at-risk criterion. Math Program Ser B 89: 273–291
2. Artzner P, Delbaen F, Eber J-M, Heath D (1999) Coherent measures of risk. Math Finance 9(3): 203–228
3. Deák I (2001) Successive regression approximations for solving equations. Pure Math Appl 12: 25–50
4. Deák I (2002) Computing two-stage stochastic programming problems by successive regression approximations. In: Mart K (eds) Stochastic optimization techniques: numerical methods and technical applications, vol 513. Springer, LNEMS, pp 91–102
5. Deák I (2003) Solving stochastic programming problems by successive regression approximations-numerical results. In: Marti K, Ermoliev Y, Pflug G (eds) Dynamic stochastic optimization, vol 532. Springer, LNEMS, pp 209–224