Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints
Author:
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
http://www.mdpi.com/2227-9091/3/3/390/pdf
Reference55 articles.
1. http://e-archivo.uc3m.es/handle/10016/3367
2. Measuring risk with multiple eligible assets
3. Optimal Economic Capital and Investment: Decisions for a Non-life Insurance Company;Bruneau;Bank. Mark. Invest.,2012
4. Capital requirements and optimal investment with solvency probability constraints
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2. Approximate Valuation of Life Insurance Portfolio with the Cluster Analysis: Trade-Off Between Computation Time and Precision;Statistika: Statistics and Economy Journal;2021-12-17
3. Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints;Decisions in Economics and Finance;2021-02-08
4. The dangers associated with Solvency II’s imitation of Basel II;Journal of Business Strategy Finance and Management;2019-12-28
5. Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach;Journal of Industrial & Management Optimization;2019
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