Stable solutions for optimal reinsurance problems involving risk measures.

Alejandro Balbás Beatriz Balbás Antonio Heras

Published in: Eur. J. Oper. Res. (2011)

Keyphrases

problems involving
risk measures
portfolio optimization
multiple objectives
optimal solution
optimization problems
pareto optimal
dynamic programming
search algorithm
cost function
multi objective
computational complexity
knapsack problem
decision support system
worst case
expected cost
efficient solutions