Portfolio Optimization Models for Property-Liability Insurance Companies: An Analysis and Some Extensions
Year of publication: |
1981
|
---|---|
Authors: | Cummins, J. David ; Nye, David J. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 27.1981, 4, p. 414-430
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | financial institutions: insurance | portfolio optimization |
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