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Technical Note—Insurance Exposure and Investment Risks: A Comment on the Use of Chance-Constrained Programming - MaRDI portal

Technical Note—Insurance Exposure and Investment Risks: A Comment on the Use of Chance-Constrained Programming

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Publication:4145082

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DOI10.1287/OPRE.25.2.330zbMath0368.90048OpenAlexW1995119110MaRDI QIDQ4145082

Yehuda Kahane

Publication date: 1977

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.25.2.330

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Inventory, storage, reservoirs (90B05)

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