Open AccessGenerating Effective Reinsurance Portfolios using the Semi-definite Programming Relaxation
Author(s) -
최창희
Publication year - 2015
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2015.14.2.002
Subject(s) - reinsurance , relaxation (psychology) , computer science , mathematics , mathematical optimization , actuarial science , economics , psychology , social psychology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom