An evolutionary strategy for multiobjective reinsurance optimization
Year of publication: |
2018
|
---|---|
Authors: | Román, Sebastián ; Villegas, Andrés M. ; Villegas, Juan G. |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1661-1677
|
Subject: | Finance | insurance | risk | multiobjective optimization | evolutionary strategy | decision support system | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Management-Informationssystem | Management information system | Rückversicherung | Reinsurance | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Evolutionärer Algorithmus | Evolutionary algorithm | Versicherung | Insurance | Risikomodell | Risk model |
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