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Effectively tackling reinsurance problems by using evolutionary and swarm intelligence algorithms
Salcedo-Sanz, Sancho; Carro-Calvo, Leo; Claramunt, Mercè; … - In: Risks : open access journal 2 (2014) 2, pp. 132-145
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
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An inclusive criterion for an optimal choice of reinsurance
El Attar, Abderrahim; El Hachloufi, Mostafa; Guennoun, … - In: Annals of financial economics 12 (2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011850387
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An evolutionary strategy for multiobjective reinsurance optimization
Román, Sebastián; Villegas, Andrés M.; Villegas, Juan G. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1661-1677
Persistent link: https://www.econbiz.de/10012229185
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CDF formulation for solving an optimal reinsurance problem
Weng, Chengguo; Zhuang, Sheng Chao - In: Scandinavian actuarial journal (2017) 5, pp. 395-418
Persistent link: https://www.econbiz.de/10011772196
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Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick - In: Computational Management Science : CMS 14 (2017) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
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Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
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An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian; Thonhauser, Stefan - In: Mathematical methods of operations research 85 (2017) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
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Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 82 (2018), pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
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Heuristic optimization of reinsurance programs and implications for reinsurance buyers
Mitschele, Andreas; Oesterreicher, Ingo; Schlottmann, Frank - In: Operations research proceedings 2006 : selected papers …, (pp. 287-292). 2007
Persistent link: https://www.econbiz.de/10003471204
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Das Newsvendor Modell mit nicht-linearer Kostenfunktion und seine Anwendung bei nicht-proportionalen Rückversicherungsverträgen
Poser, Katja; Wagner, Maik - 2007
Persistent link: https://www.econbiz.de/10003534204