This paper is focused on solving different hard optimization problems that arise in the field of insurance and, more 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...

Black-box optimization problems (BBOP) are de fined as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focused on BBOPs that arise in the field of insurance, and more...