Modeling financial reinsurance in the casualty insurance business via stochastic programming

Journal of Economic Dynamics and Control

Volumn 28, Issue 5, 2004, Pages 991-1012

  de Lange, Petter E ^a,b   Fleten, Stein Erik ^a   Gaivoronski, Alexei A ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b Gjensidige NOR Spareforsikring   (Norway)

Author keywords

Contingent claims analysis; Financial reinsurance; Non linear programming; Stochastic programming

Indexed keywords

EID: 0142169853     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(03)00055-1     Document Type: Article

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