Portfolio optimization models for property-liability insurance companies : an analysis and some extensions
Year of publication: |
1981
|
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Authors: | Cummins, J. David ; Nye, David J. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 27.1981, 4, p. 414-430
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Subject: | Kapitalanlage der Finanzintermediäre | Haftpflichtversicherung | Vereinigte Staaten |
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