Determination of the portfolio selection for a property-liability insurance company
type: Item
instance of: scholarly article
title: Determination of the portfolio selection for a property-liability insurance company
zbMATH Open document ID: 0913.90080
DOI: 10.1016/0377-2217(94)00194-4
author: Susan X. Li
author: Zhimin Huang
published in: European Journal of Operational Research
publication date: 1998-10-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1208547
zbMATH Keywords: chance constrained programming
zbMATH Keywords: portfolio model
zbMATH Keywords: property-liability insurance company
zbMATH Keywords: threshold risk
MaRDI profile type: Publication
full work available at URL: 0377-2217(94)00194-4
OpenAlex ID: W2038028734
cites work: An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm
cites work: Risk, Return, Skewness and Preference
cites work: Chance-constrained programming
cites work: Q3995855
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cites work: Proper efficiency and cardinal utilities in multicriteria decision making
cites work: An approach to nonlinear programming
cites work: Insurance Exposure and Investment Risks: An Analysis Using Chance-Constrained Programming
description: scientific article; zbMATH DE number 1208547