Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J., & Norkin, V.I. (2000). Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks. Annals of Operations Research 99 (1) 207-225. 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:	27 Aug 2021 17:37
URI:	https://pure.iiasa.ac.at/5951

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