"Minimum capital requirement and portfolio allocation for non-life ..."

Alessandro Staino et al. (2023)

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DOI: 10.1007/S10287-023-00439-1

access: open

type: Journal Article

metadata version: 2023-05-13

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Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito:
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. Comput. Manag. Sci. 20(1): 12 (2023)

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