Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (Q2044823)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints |
scientific article; zbMATH DE number 7380459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints |
scientific article; zbMATH DE number 7380459 |
Statements
Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (English)
0 references
10 August 2021
0 references
portfolio theory
0 references
solvency II
0 references
multi-objective evolution algorithm
0 references
real-world constraints
0 references
non-life insurance company
0 references
0.8178408145904541
0 references
0.7585474252700806
0 references
0.7531293034553528
0 references
0.7493301033973694
0 references
