A Satisficing Chance Constrained Model in the Portfolio Selection of Insurance Lines and Investments

DOI10.1057/JORS.1995.155zbMath0838.90016OpenAlexW2048991019MaRDI QIDQ4860755

Susan X. Li

Publication date: 16 January 1996

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1995.155

zbMATH Keywords

chance constrained programminginsurance and investment portfolios

Mathematics Subject Classification ID

Applications of mathematical programming (90C90)

Related Items (1)

Stochastic models and variable returns to scales in data envelopment analysis

This page was built for publication: A Satisficing Chance Constrained Model in the Portfolio Selection of Insurance Lines and Investments