Insurability of catastrophic risks: the stochastic optimization model-Reference-Cited by-同舟云学术

Insurability of catastrophic risks: the stochastic optimization model

Published:2000-01 Issue:3-4 Volume:47 Page:251-265
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

Ermoliev Y.M,Ermolieva T.Y,Macdonald G.J,Norkin V.I

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://www.tandfonline.com/doi/pdf/10.1080/02331930008844480

Reference25 articles.

1. The theory of risk-bearing: Small and great risks

2. Consinglio, A and Zenious, S. 1998.Designing Portfolios of financial products via integrated simulation and optimization models, 96–05. University of Cyprus. Revised Report

3. On nonsmooth and discontinuous problems of stochastic systems optimization

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