"Optimal insurance portfolios risk-adjusted performance through dynamic ..."

Giorgio Consigli et al. (2018)

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DOI: 10.1007/S10287-018-0328-7

access: closed

type: Journal Article

metadata version: 2025-01-19

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Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri:
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Comput. Manag. Sci. 15(3-4): 599-632 (2018)

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