Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks (Q5933836): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:39, 30 January 2024
scientific article; zbMATH DE number 1604602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks |
scientific article; zbMATH DE number 1604602 |
Statements
Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks (English)
0 references
14 June 2001
0 references
catastrophe modeling
0 references
insurance
0 references
risk
0 references
stochastic optimization
0 references
adaptive Monte Carlo
0 references
nonsmooth optimization
0 references
ruin probability
0 references
