Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (Q2044823): Difference between revisions
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Latest revision as of 09:51, 26 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints |
scientific article |
Statements
Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (English)
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10 August 2021
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portfolio theory
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solvency II
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multi-objective evolution algorithm
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real-world constraints
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non-life insurance company
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