Portfolio optimization under Solvency II : a multi-objective approach incorporating market views and real-world constraints
Marco Di Francesco
| Year of publication: |
2021
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|---|---|
| Authors: | Di Francesco, Marco |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 1, p. 269-294
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| Subject: | Portfolio theory | Solvency II | Multi-objective evolution algorithm | Real-world constraints | Non-life insurance company | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Theorie | Theory | Mathematische Optimierung | Mathematical programming | EU-Versicherungsrecht | European insurance law | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Algorithmus | Algorithm |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00320-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587842