Constructing Insurable Risk Portfolios
Contenu
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.
Informations bibliographiques
avril 2025, env. 400 Pages, Chapman & Hall/CRC Series in Actuarial Science, Anglais
Taylor and Francis
978-1-032-74504-6