Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks

Ermoliev YM, Ermolieva TY, MacDonald GJ, & Norkin VI (2000). Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks. Annals of Operations Research 99 (1): 207-225. DOI:10.1023/A:1019244405392.

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Item Type: Article
Research Programs: Risk, Modeling and Society (RMS)
Bibliographic Reference: Annals of Operations Research; 99:207-225 [2000]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:11
Last Modified: 19 Feb 2016 11:27
URI: http://pure.iiasa.ac.at/5951

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