Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks (Q5933836)
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scientific article; zbMATH DE number 1604602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks |
scientific article; zbMATH DE number 1604602 |
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Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks (English)
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14 June 2001
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catastrophe modeling
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insurance
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risk
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stochastic optimization
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adaptive Monte Carlo
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nonsmooth optimization
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ruin probability
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