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 …

of some different business mixes is analyzed. Furthermore, the risk-mitigation and profitability impact of reinsurance in … portfolios and reinsurance arrangements, pointing out the main reasons for these differences. …