An analytic approach to balance sheet optimization and leverage problems of a property-liability insurance company

DOI10.1080/03461238.1978.10414321zbMath0394.62076OpenAlexW1965228086MaRDI QIDQ4176876

Shlomo Eisenberg, Yehuda Kahane

Publication date: 1978

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1978.10414321

zbMATH Keywords

Actuarial MathematicsMarkowitz Selection ModelMinimization of Profit VariancePortfolio Optimization Problem

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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