PORTFOLIO OPTIMIZATION MODELS FOR PROPERTY-LIABILITY INSURANCE COMPANIES - AN ANALYSIS AND SOME EXTENSIONS

被引：16

作者：

CUMMINS, JD ^{[1
]}

NYE, DJ ^{[1
]}

机构：

[1] UNIV FLORIDA,GAINESVILLE,FL 32611

来源：

关键词：

D O I：

10.1287/mnsc.27.4.414

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：414 / 430

页数：17

共 15 条

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[6] CUMMINS JD, 1978, J RISK INSUR, V45, P27, DOI 10.2307/251806
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[10] DETERMINATION OF PRODUCT MIX AND BUSINESS POLICY OF AN INSURANCE COMPANY - PORTFOLIO APPROACH
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