Optimal risk transfer : a numerical optimization approach
Alexandru V. Asimit, Tao Gao, Junlei Hu, and Eun-Seok Kim
| Year of publication: |
2018
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Gao, Tao ; Hu, Junlei ; Kim, Eun-Seok |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 22.2018, 3, p. 341-364
|
| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2017.1421472 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012268074