Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771)
From MaRDI portal
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)
0 references
14 December 2023
0 references
non-life insurance
0 references
capital requirement
0 references
conditional value-at-risk
0 references
convex optimization
0 references
