Robust Actuarial Risk Analysis

DOI10.1080/10920277.2018.1504686zbMath1411.91266OpenAlexW2911500812WikidataQ128441329 ScholiaQ128441329MaRDI QIDQ5742897

Zhongyi Yuan, Henry Lam, Jose H. Blanchet, Qi-he Tang

Publication date: 8 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2018.1504686

zbMATH Keywords

optimization problemsactuarial risk analysis

Mathematics Subject Classification ID

Related Items (3)

Model Uncertainty and Correctability for Directed Graphical Models ⋮ Myopic robust index tracking with Bregman divergence ⋮ Worst-case moments under partial ambiguity

Uses Software

• ROME

Cites Work

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