Pages that link to "Item:Q1989739"
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The following pages link to Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739):
Displaying 7 items.
- Design of insurance contracts using stochastic programming in forestry planning (Q666485) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Evaluation of scenario reduction algorithms with nested distance (Q2221467) (← links)
- Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis (Q2896616) (← links)
- Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)
- The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)
- Goal programming to evaluate the profile of the most profitable insurers: an application to the Spanish insurance industry (Q6090508) (← links)
