Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739)
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scientific article; zbMATH DE number 6967057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming |
scientific article; zbMATH DE number 6967057 |
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Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (English)
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29 October 2018
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property and casualty liabilities
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dynamic stochastic programming
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risk capital allocation
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return on risk-adjusted capital
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surplus investment return
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