Constructing Insurable Risk Portfolios
Drawing inspiration from Markowitz portfolio theory, it leverages techniques from probability, statistics, and optimization to build algorithms that construct optimal risk insurable portfolios under budget constraints.
avril 2025, env. 310 pages, Chapman & Hall/CRC Series in Actuarial Science, Anglais
Taylor and Francis
978-1-032-74504-6
Taylor and Francis
978-1-032-74504-6

