Asset and Liability Management in Insurance Firms: A Biased-Randomised Approach Combining Heuristics with Monte-Carlo Simulation
Author(s) -
Armando Nieto,
Ángel A. Juan,
Renatas Kizys,
Christopher Bayliss
Publication year - 2021
Language(s) - English
Resource type - Conference proceedings
DOI - 10.36819/sw21.044
Subject(s) - probabilistic logic , heuristics , computer science , monte carlo method , actuarial science , asset (computer security) , risk management , heuristic , cover (algebra) , liability , greedy algorithm , mathematical optimization , economics , finance , algorithm , artificial intelligence , mathematics , engineering , statistics , computer security , operating system , mechanical engineering
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