Optimal Risk Transfer: A Numerical Optimization Approach
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Publication:4689967
DOI10.1080/10920277.2017.1421472zbMath1416.91149OpenAlexW2602384445WikidataQ130109815 ScholiaQ130109815MaRDI QIDQ4689967
Eun-Seok Kim, Tao Gao, Alexandru V. Asimit, Junlei Hu
Publication date: 22 October 2018
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://gala.gre.ac.uk/id/eprint/25954/7/25954%20GAO_Optimal_Risk_Transfer_A_Numerical_Optimization_Approach_%28AAM%29_2018.pdf
Numerical methods (including Monte Carlo methods) (91G60) Numerical optimization and variational techniques (65K10)
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