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Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency and Productivity Methods
Cummins, J David - 2014
The objective of this paper is to discuss the use of modern frontier efficiency analysis to analyze firm performance in the insurance industry. The objective is to provide the foundations for insurance economists to use in adapting their research to incorporate the frontier efficiency approach....
Persistent link: https://www.econbiz.de/10013066707
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Finding an Optimal Approval Strategy in Credit Scoring System Using Genetic Algorithm
Roh, Hyunwoo; Kim, Youngwoo; Jeong, Seungwoo - 2023
The purpose of this study is to build a system that automatically generates an optimal strategy (AGOS) which can solve the business problem of maximizing the acceptance rate without taking more risks in loan approval process. This paper formulates the finding an optimal approval strategy of a...
Persistent link: https://www.econbiz.de/10014350326
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Optimally Solving Banks' Legacy Problems
Segura, Anatoli - 2019
banks with legacy problems. Non-performing loans (NPLs) with low and risky returns create a debt overhang that induces bank … lending but, as they force bank owners to absorb losses, can also make them prefer the bank being resolved. For severe legacy …
Persistent link: https://www.econbiz.de/10012864905
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Optimally Solving Banks’ Legacy Problems
Segura, Anatoli; Suárez, Javier - 2021
banks with legacy problems. Non-performing loans (NPLs) with low and risky returns create a debt overhang that induces bank … lending but, as they force bank owners to absorb losses, can also make them prefer the bank being resolved. For severe legacy …
Persistent link: https://www.econbiz.de/10013315059
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Genetic Algorithm Based Model For Optimizing Bank Lending Decisions
Metawa, Noura - 2018
. However, choosing optimum bank lending decisions that maximize the bank profit in a credit crunch environment is still a big … challenge. For that, this paper proposes an intelligent model based on the Genetic Algorithm (GA) to organize bank lending … bank objectives when constructing the loan portfolio, by maximizing the bank profit and minimizing the probability of bank …
Persistent link: https://www.econbiz.de/10012909817
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Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente
Geidt-Karrenbauer, Ulrike - 2010
Persistent link: https://www.econbiz.de/10003929052
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Optimising a bank's credit portfolio
Afful, Annshirley Aba; Asare, Michael Kofi; Afful, … - In: International journal of applied management science 8 (2016) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011592357
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Optimizing portfolio liquidation under risk-based margin requirements
Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of finance and investment analysis 2 (2013) 1, pp. 121-153
This paper incorporates risk-based margin requirements into portfolio liquidation procedures in a novel fashion. The approach is analytic and, as a result, more efficient than conventional numerical liquidation methods. The margin requirement calculation is a self-contained inner optimization...
Persistent link: https://www.econbiz.de/10009746034
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A Quantum Algorithm for Linear PDEs Arising in Finance
Fontanela, Filipe - 2019
We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the pricing partial differential equation and the Schrodinger equation in imaginary time. We devise...
Persistent link: https://www.econbiz.de/10012858153
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Stochastic Optimization for Portfolios Consisting of Corporate Bonds in an Integrated Market and Credit Risk Framework
Papanikolaou, Nikolaos E. - 2011
Persistent link: https://www.econbiz.de/10013131576