Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance

DOI10.1142/S0217595914500328zbMath1299.91054OpenAlexW2172253346MaRDI QIDQ2931167

Martin Branda

Publication date: 24 November 2014

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595914500328

zbMATH Keywords

stochastic programminggeneralized linear modelsoptimization modelsnon-life insurancerate makingMTPL

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (2)

Nonlinear chance constrained problems: optimality conditions, regularization and solvers ⋮ Pricing catastrophe bonds with multistage stochastic programming

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