Robust and Pareto optimality of insurance contracts
Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung, Junlei Hu, Eun-Seok Kim
| Year of publication: |
16 October 2017
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Bignozzi, Valeria ; Cheung, Ka Chun ; Hu, Junlei ; Kim, Eun-Seok |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 262.2017, 2 (16.10.), p. 720-732
|
| Subject: | Uncertainty modelling | Linear programming | Robust/Pareto optimality of insurance | Robust optimisation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Versicherungsökonomik | Economics of insurance | Pareto-Optimum | Pareto efficiency | Risiko | Risk | Robustes Verfahren | Robust statistics | Risikomodell | Risk model | Versicherung | Insurance | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jor.2017.04.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011798900