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Applying simulation optimization to the asset allocation of a property-casualty insurer - MaRDI portal

Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636)

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scientific article; zbMATH DE number 5781857
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English
Applying simulation optimization to the asset allocation of a property-casualty insurer
scientific article; zbMATH DE number 5781857

    Statements

    Applying simulation optimization to the asset allocation of a property-casualty insurer (English)
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    9 September 2010
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    simulation
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    optimization
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    evolution strategies
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    asset allocation
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    property-casualty insurance
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