Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance
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Publication:2931167
DOI10.1142/S0217595914500328zbMath1299.91054MaRDI QIDQ2931167
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
stochastic programming; generalized linear models; optimization models; non-life insurance; rate making; MTPL
90C15: Stochastic programming
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