Robust and Pareto optimality of insurance contracts
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Publication:1683105
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
linear programminguncertainty modellingrisk measurerobust optimisationrobust/Pareto optimal insurance
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