Robust and Pareto optimality of insurance contracts

DOI10.1016/j.ejor.2017.04.029zbMath1376.91097OpenAlexW2516279781MaRDI QIDQ1683105

Junlei Hu, Valeria Bignozzi, Alexandru V. Asimit, Eun-Seok Kim, Ka Chun Cheung

Publication date: 6 December 2017

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.04.029

zbMATH Keywords

linear programminguncertainty modellingrisk measurerobust optimisationrobust/Pareto optimal insurance

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Multi-objective and goal programming (90C29)

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