Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach

DOI10.1155/2020/3061298zbMath1459.91158OpenAlexW3091143500MaRDI QIDQ2004220

Ying Fang, Zhongfeng Qu, Lu Wang

Publication date: 14 October 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3061298

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Actuarial mathematics (91G05)

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