Problems on insurance of catastrophic risks

DOI10.1023/A:1016798903215zbMath1055.91047OpenAlexW1534289715MaRDI QIDQ1407117

D. Massart

Publication date: 9 September 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016798903215

zbMATH Keywords

Monte Carlo methodruin probabilityoptimal portfoliostochastic optimization technique

Mathematics Subject Classification ID

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