Modeling financial reinsurance in the casualty insurance business via stochastic programming
type: Item
instance of: scholarly article
title: Modeling financial reinsurance in the casualty insurance business via stochastic programming
zbMATH Open document ID: 1179.91114
DOI: 10.1016/S0165-1889(03)00055-1
author: Petter E. de Lange
author: Stein-Erik Fleten
author: Alexei Gaivoronski
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5356934
zbMATH Keywords: stochastic programming
zbMATH Keywords: contingent claims analysis
zbMATH Keywords: non-linear programming
zbMATH Keywords: financial reinsurance
describes a project that uses: AMPL
describes a project that uses: MINOS
MaRDI profile type: Publication
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full work available at URL: s0165-1889(03)00055-1
OpenAlex ID: W1964081086
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5356934