A Nonlinear Goal Programming Model for Efficient Asset-Liability Management of Property-Liability Insurers

DOI10.1080/03155986.2005.11732722OpenAlexW2405025139MaRDI QIDQ6043199

Gordon H. Jun. Dash, Nina Kajiji

Publication date: 5 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03155986.2005.11732722

zbMATH Keywords

goal programmingnonlinear programminginsuranceportfolio optimizationrisk managementasset-liability modelsproperty-liability insurers

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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