Technical Note - Insurance Exposure and Investment Risks: A Comment on the Use of Chance-Constrained Programming.

Published in: Oper. Res. (1977)

Keyphrases

chance constrained programming
risk management
financial institutions
multiple objective linear programming
chance constrained
decision making
waste management
long run
stochastic programming
robust optimization
efficient frontier
multistage
lower bound
knapsack problem
data envelopment analysis