Salcedo-Sanz, Sancho; Carro-Calvo, Leo; Claramunt, Mercè; … - In: Risks : open access journal 2 (2014) 2, pp. 132-145
This paper is focused on solving different hard optimization problems that arise in the field of insurance and, more … the reinsurance rules and conditions produces hard black-box optimization problems (problems in which the objective … and particle swarm optimization). We provide an analysis in three black-box optimization problems in reinsurance, where …