Optimal VaR-based risk management with reinsurance.
Jianfa CongKen Seng TanPublished in: Ann. Oper. Res. (2016)
Keyphrases
- risk management
- decision support system
- risk assessment
- risk evaluation
- operational risk
- risk analysis
- commercial banks
- project management
- risk factors
- financial institutions
- dynamic programming
- software projects
- optimal control
- databases
- database
- object oriented
- high level
- artificial intelligence
- information security management