An evolutionary strategy for multiobjective reinsurance optimization
Sebastián Román, Andrés M. Villegas & Juan G. Villegas
| Year of publication: |
2018
|
|---|---|
| Authors: | Román, Sebastián ; Villegas, Andrés M. ; Villegas, Juan G. |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1661-1677
|
| Subject: | Finance | insurance | risk | multiobjective optimization | evolutionary strategy | decision support system | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Management-Informationssystem | Management information system | Rückversicherung | Reinsurance | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Evolutionärer Algorithmus | Evolutionary algorithm | Versicherung | Insurance | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0210-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229185