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Efficient reinsurance strategies considering counterparty default risk

Authors :
Crisafulli, Matteo
Publication Year :
2023

Subjects

Subjects :
Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
Non-life insurance
multi-objective optimization
neural network
efficient frontier
reinsurance
counterparty default risk

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......3686..a955c91a287f5b3bbf07e1a6c298e86a

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