Showing 1 - 10 of 81,709
Persistent link: https://www.econbiz.de/10011408111
Persistent link: https://www.econbiz.de/10001599479
Persistent link: https://www.econbiz.de/10011848458
Persistent link: https://www.econbiz.de/10002134177
Persistent link: https://www.econbiz.de/10011419056
specifically, in reinsurance problems. In this area, the complexity of the models and assumptions considered in the definition of … the reinsurance rules and conditions produces hard black-box optimization problems (problems in which the objective … solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is …
Persistent link: https://www.econbiz.de/10010338035
Assume that claims in a portfolio of insurance contracts are described by independent and identically distributed random variables with regularly varying tails and occur according to a near mixed Poisson process. We provide a collection of results pertaining to the joint asymptotic Laplace...
Persistent link: https://www.econbiz.de/10010400269
Persistent link: https://www.econbiz.de/10012501269
Persistent link: https://www.econbiz.de/10011665503
Persistent link: https://www.econbiz.de/10011875814