Sökning: "constraint optimization by linear interpolation"
Hittade 1 uppsats innehållade orden constraint optimization by linear interpolation.
1. Black Box Optimization Framework for Reinsurance of Large Claims
Master-uppsats, Stockholms universitet/Statistiska institutionenSammanfattning : A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. LÄS MER
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