An inclusive criterion for an optimal choice of reinsurance
El Attar Abderrahim, El Hachloufi Mostafa, Guennoun Zine el Abidine
| Year of publication: |
December 2017
|
|---|---|
| Authors: | El Attar, Abderrahim ; El Hachloufi, Mostafa ; Guennoun, Zine El Abidine |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 12.2017, 4, p. 1-22
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| Subject: | Augmented Lagrangian | conditional tail variance | genetic algorithms | Lundberg adjustment coefficient | optimization | probability of ruin | reinsurance | technical benefit | Rückversicherung | Reinsurance | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S201049521750018X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011850387