Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771): Difference between revisions
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Revision as of 10:57, 30 July 2024
scientific article; zbMATH DE number 7778015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint |
scientific article; zbMATH DE number 7778015 |
Statements
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (English)
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14 December 2023
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non-life insurance
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capital requirement
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conditional value-at-risk
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convex optimization
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