Modeling financial reinsurance in the casualty insurance business via stochastic programming
From MaRDI portal
Publication:951512
DOI10.1016/S0165-1889(03)00055-1zbMath1179.91114MaRDI QIDQ951512
Alexei A. Gaivoronski, Petter E. de Lange, Stein-Erik Fleten
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
90C15: Stochastic programming
91G20: Derivative securities (option pricing, hedging, etc.)
91G10: Portfolio theory
Uses Software
Cites Work
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