Pareto-optimal reinsurance policies in the presence of individual risk constraints.
Ambrose LoZhaofeng TangPublished in: Ann. Oper. Res. (2019)
Keyphrases
- pareto optimal
- expected utility
- multi objective
- multiple objectives
- multi objective optimization
- multi issue negotiation
- nash equilibrium
- nsga ii
- pareto optimality
- pareto optimal set
- multiobjective optimization
- risk management
- optimal solution
- pareto optimal solutions
- constraint satisfaction
- decision making
- social welfare