Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints
Year of publication: |
2015
|
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Authors: | Kaucic, Massimiliano ; Daris, Roberto |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 3.2015, 3, p. 390-419
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Subject: | multi-objective stochastic programming | performance indicators | chance constraint | normal constraint method | non-life insurance company | Theorie | Theory | Versicherung | Insurance | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | EU-Versicherungsrecht | European insurance law |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks3030390 [DOI] hdl:10419/167858 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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