Portfolio Optimization

DOI10.2143/AST.30.1.504632zbMath1018.91027OpenAlexW4244117558MaRDI QIDQ4407165

René Schnieper

Publication date: 12 September 2003

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.30.1.504632

zbMATH Keywords

nonlinear optimizationfinancial riskreinsuranceretention

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Sharing Risk – An Economic Perspective ⋮ Mean-Variance Optimal Reinsurance Arrangements

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