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"Stochastic Optimization of Insurance Portfolios for Managing Exposure to ..."

Yuri M. Ermoliev et al. (2000)

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DOI: 10.1023/A%3A1019244405392

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/ErmolievEMN00
Yuri M. Ermoliev, Tatiana Ermolieva, Gordon J. MacDonald, Vladimir I. Norkin:
Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks. Ann. Oper. Res. 99(1-4): 207-225 (2000)

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